| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -10370479.9038 | 230036.2424 | -10600516.1462 | 200326795.6918 | -121846876.5813 | 322173672.2731 |
| Total P&L (%) | -10370.4799 | 230.0362 | -10600.5161 | 200326.7957 | -121846.8766 | 322173.6723 |
| Avg Daily Profit (%) | -4.5628 | 0.1012 | -4.664 | 0.3351 | 0 | 0.356 |
| Buy And Hold Return (%) | 8519.5029 | 8519.5029 | 8519.5029 | 8519.5029 | 8519.5029 | 8519.5029 |
| Max Trade Drawdown | -10653217 | -25452 | -10705571 | -507860436 | -202985495 | -304888408 |
| Profit Factor | 0.0634 | 3.8153 | 0.0355 | 1.3371 | 0.519 | 1.9452 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 43 | 20 | 23 | 37 | 18 | 19 |
| Losing Trades | 34 | 19 | 15 | 40 | 21 | 19 |
| Profitability (%) | 55.8442 | 51.2821 | 60.5263 | 48.0519 | 46.1538 | 50 |
| Ratio Avg Win / Avg Loss | 0.0501 | 3.6245 | 0.0232 | 1.4456 | 0.6055 | 1.9452 |
| Largest Winning Trade | 61333 | 61333 | 36880 | 256891034 | 76195289 | 256891034 |
| Largest Losing Trade | -10641755 | -19668 | -10641755 | -78232360 | -57378260 | -78232360 |
| Avg Bars in Trades | 169 | 158 | 179 | 169 | 158 | 179 |
| Avg Bars in Winners | 135 | 178 | 99 | 169 | 174 | 165 |
| Avg Bars in Losers | 210 | 138 | 302 | 168 | 145 | 193 |
| Bars Traded | 13014 | 6195 | 6819 | 13014 | 6195 | 6819 |
| Profit Streak | 96.4561 | 96.4561 | 261.4561 | 96.4561 | 96.4561 | 465.9561 |
| Trades During Streak | 2 | 1 | 4 | 2 | 1 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -625061 | -215963 | -578026 | -36573 | -581693 | 520272 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13637,
"evaluation_days": 2272.83,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1564761600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758884206994,
"expiration_time": 1764606384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 170,
"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": [
[
-10370479.903794402,
230036.2424386487,
-10600516.14623305,
200326795.6917771,
-121846876.58127266,
322173672.2730498
],
[
-10370.479904,
230.036242,
-10600.516146,
200326.795692,
-121846.876581,
322173.672273
],
[
-4.562805,
0.101211,
-4.664016,
0.335079,
0,
0.356048
],
[
8519.502868,
8519.502868,
8519.502868,
8519.502868,
8519.502868,
8519.502868
],
[
-10653217,
-25452,
-10705571,
-507860436,
-202985495,
-304888408
],
[
0.063406,
3.815265,
0.035513,
1.337145,
0.519024,
1.945199
],
[
77,
39,
38,
77,
39,
38
],
[
43,
20,
23,
37,
18,
19
],
[
34,
19,
15,
40,
21,
19
],
[
55.844156,
51.282051,
60.526316,
48.051948,
46.153846,
50
],
[
0.050135,
3.624502,
0.023161,
1.445563,
0.605527,
1.945199
],
[
61333,
61333,
36880,
256891034,
76195289,
256891034
],
[
-10641755,
-19668,
-10641755,
-78232360,
-57378260,
-78232360
],
[
169,
158,
179,
169,
158,
179
],
[
135,
178,
99,
169,
174,
165
],
[
210,
138,
302,
168,
145,
193
],
[
13014,
6195,
6819,
13014,
6195,
6819
],
[
96.456099,
96.456099,
261.456099,
96.456099,
96.456099,
465.956099
],
[
2,
1,
4,
2,
1,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-625061,
-215963,
-578026,
-36573,
-581693,
520272
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13637,
"evaluation_days": 2272.83,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1564761600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758884206994,
"expiration_time": 1764606384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 170,
"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) |
|---|