| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2627313.7498 | 2546313.7743 | 80999.9755 | 53054718.8634 | 48802980.9331 | 4251737.9303 |
| Total P&L (%) | 2627.3138 | 2546.3138 | 81 | 53054.7189 | 48802.9809 | 4251.7379 |
| Avg Daily Profit (%) | 1.1604 | 1.1246 | 0.0358 | 0.2776 | 0.2739 | 0.1668 |
| Buy And Hold Return (%) | 10732.6603 | 10732.6603 | 10732.6603 | 10732.6603 | 10732.6603 | 10732.6603 |
| Max Trade Drawdown | -65294 | -56933 | -57373 | -20353606 | -13949132 | -14818384 |
| Profit Factor | 8.9166 | 16.0479 | 1.498 | 1.7688 | 2.2912 | 1.1362 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 45 | 43.3333 | 46.6667 | 45 | 43.3333 | 46.6667 |
| Ratio Avg Win / Avg Loss | 10.898 | 20.9857 | 1.712 | 2.1619 | 2.9961 | 1.2985 |
| Largest Winning Trade | 1748552 | 1748552 | 45743 | 42793608 | 42793608 | 18133366 |
| Largest Losing Trade | -51890 | -26648 | -51890 | -13949132 | -13949132 | -9969026 |
| Avg Bars in Trades | 215 | 218 | 213 | 215 | 218 | 213 |
| Avg Bars in Winners | 332 | 350 | 315 | 332 | 350 | 315 |
| Avg Bars in Losers | 120 | 117 | 123 | 120 | 117 | 123 |
| Bars Traded | 12947 | 6555 | 6392 | 12947 | 6555 | 6392 |
| Profit Streak | 0 | 225.4919 | 0 | 0 | 225.4919 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -319214 | -145468 | -309823 | -164773 | 346643 | -230055 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13585,
"evaluation_days": 2264.17,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1567828800000,
"last_datapoint_time": 1757966400000,
"evaluation_time": 1757980098468,
"expiration_time": 1763835120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 229,
"offset": 153
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 64,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
2627313.749761599,
2546313.7742580683,
80999.9755035311,
53054718.86339061,
48802980.93308028,
4251737.930310337
],
[
2627.31375,
2546.313774,
80.999976,
53054.718863,
48802.980933,
4251.73793
],
[
1.160387,
1.124612,
0.035775,
0.277563,
0.273871,
0.166785
],
[
10732.660313,
10732.660313,
10732.660313,
10732.660313,
10732.660313,
10732.660313
],
[
-65294,
-56933,
-57373,
-20353606,
-13949132,
-14818384
],
[
8.916585,
16.047857,
1.49797,
1.76879,
2.291153,
1.136218
],
[
60,
30,
30,
60,
30,
30
],
[
27,
13,
14,
27,
13,
14
],
[
33,
17,
16,
33,
17,
16
],
[
45,
43.333333,
46.666667,
45,
43.333333,
46.666667
],
[
10.898048,
20.98566,
1.711966,
2.161855,
2.996124,
1.298535
],
[
1748552,
1748552,
45743,
42793608,
42793608,
18133366
],
[
-51890,
-26648,
-51890,
-13949132,
-13949132,
-9969026
],
[
215,
218,
213,
215,
218,
213
],
[
332,
350,
315,
332,
350,
315
],
[
120,
117,
123,
120,
117,
123
],
[
12947,
6555,
6392,
12947,
6555,
6392
],
[
0,
225.49188,
0,
0,
225.49188,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-319214,
-145468,
-309823,
-164773,
346643,
-230055
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13585,
"evaluation_days": 2264.17,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1567828800000,
"last_datapoint_time": 1757966400000,
"evaluation_time": 1757980098468,
"expiration_time": 1763835120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 229,
"offset": 153
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 64,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|