| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1753883.0168 | 1644489.0707 | 109393.946 | 96824757.7947 | 107708653.6822 | -10883895.8875 |
| Total P&L (%) | 1753.883 | 1644.4891 | 109.3939 | 96824.7578 | 107708.6537 | -10883.8959 |
| Avg Daily Profit (%) | 0.7729 | 0.7247 | 0.0482 | 0.3035 | 0.3082 | 0 |
| Buy And Hold Return (%) | 9125.2842 | 9125.2842 | 9125.2842 | 9125.2842 | 9125.2842 | 9125.2842 |
| Max Trade Drawdown | -87676 | -78847 | -62563 | -111323535 | -46788722 | -101455709 |
| Profit Factor | 3.3622 | 5.8251 | 1.2724 | 1.3387 | 1.8375 | 0.9308 |
| Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
| Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
| Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
| Profitability (%) | 51.5152 | 50.5051 | 52.5253 | 51.5152 | 50.5051 | 52.5253 |
| Ratio Avg Win / Avg Loss | 3.1644 | 5.7086 | 1.15 | 1.2599 | 1.8008 | 0.8413 |
| Largest Winning Trade | 662864 | 662864 | 39490 | 73412835 | 73412835 | 25032504 |
| Largest Losing Trade | -33614 | -30974 | -33614 | -47764696 | -23290129 | -47764696 |
| Avg Bars in Trades | 67 | 68 | 66 | 67 | 68 | 66 |
| Avg Bars in Winners | 88 | 87 | 89 | 88 | 87 | 89 |
| Avg Bars in Losers | 45 | 48 | 42 | 45 | 48 | 42 |
| Bars Traded | 13382 | 6753 | 6629 | 13382 | 6753 | 6629 |
| Profit Streak | 0 | 25.7992 | 0 | 0 | 25.7992 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145181 | -144537 | -294353 | 377122 | 459601 | -580740 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13615,
"evaluation_days": 2269.17,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1564056000000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758409851008,
"expiration_time": 1764280080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 67,
"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": [
[
1753883.0167618678,
1644489.0707495245,
109393.9460123428,
96824757.79471566,
107708653.68221006,
-10883895.887494374
],
[
1753.883017,
1644.489071,
109.393946,
96824.757795,
107708.653682,
-10883.895887
],
[
0.772918,
0.72471,
0.048209,
0.303501,
0.308205,
0
],
[
9125.284189,
9125.284189,
9125.284189,
9125.284189,
9125.284189,
9125.284189
],
[
-87676,
-78847,
-62563,
-111323535,
-46788722,
-101455709
],
[
3.362167,
5.825069,
1.27235,
1.338675,
1.837509,
0.930802
],
[
198,
99,
99,
198,
99,
99
],
[
102,
50,
52,
102,
50,
52
],
[
96,
49,
47,
96,
49,
47
],
[
51.515152,
50.505051,
52.525253,
51.515152,
50.505051,
52.525253
],
[
3.164393,
5.708568,
1.150008,
1.25993,
1.800759,
0.841302
],
[
662864,
662864,
39490,
73412835,
73412835,
25032504
],
[
-33614,
-30974,
-33614,
-47764696,
-23290129,
-47764696
],
[
67,
68,
66,
67,
68,
66
],
[
88,
87,
89,
88,
87,
89
],
[
45,
48,
42,
45,
48,
42
],
[
13382,
6753,
6629,
13382,
6753,
6629
],
[
0,
25.799201,
0,
0,
25.799201,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145181,
-144537,
-294353,
377122,
459601,
-580740
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13615,
"evaluation_days": 2269.17,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1564056000000,
"last_datapoint_time": 1758398400000,
"evaluation_time": 1758409851008,
"expiration_time": 1764280080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 121,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 67,
"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) |
|---|