| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2733900.5168 | 2625341.3604 | 108559.1564 | 80501441.4803 | 56645347.5066 | 23856093.9737 |
| Total P&L (%) | 2733.9005 | 2625.3414 | 108.5592 | 80501.4415 | 56645.3475 | 23856.094 |
| Avg Daily Profit (%) | 1.2111 | 1.163 | 0.0481 | 0.2969 | 0.2813 | 0.243 |
| Buy And Hold Return (%) | 8479.7009 | 8479.7009 | 8479.7009 | 8479.7009 | 8479.7009 | 8479.7009 |
| Max Trade Drawdown | -51476 | -54154 | -55377 | -54805596 | -50964908 | -28328387 |
| Profit Factor | 7.9899 | 13.6719 | 1.5902 | 1.6002 | 1.6354 | 1.5304 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
| Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Profitability (%) | 45.0549 | 39.1304 | 51.1111 | 45.0549 | 39.1304 | 51.1111 |
| Ratio Avg Win / Avg Loss | 9.7438 | 21.2674 | 1.521 | 1.9515 | 2.544 | 1.4639 |
| Largest Winning Trade | 1834281 | 1834281 | 46367 | 77513727 | 77513727 | 41171462 |
| Largest Losing Trade | -34260 | -22123 | -34260 | -22194551 | -22194551 | -12188468 |
| Avg Bars in Trades | 142 | 141 | 144 | 142 | 141 | 144 |
| Avg Bars in Winners | 242 | 273 | 218 | 242 | 273 | 218 |
| Avg Bars in Losers | 61 | 57 | 66 | 61 | 57 | 66 |
| Bars Traded | 13010 | 6526 | 6484 | 13010 | 6526 | 6484 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -145406 | -147921 | -291283 | 367716 | 268653 | 245887 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13544,
"evaluation_days": 2257.33,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565438400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757377314859,
"expiration_time": 1763227008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 217,
"offset": 0,
"a": 0.78318
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 46,
"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": [
[
2733900.5167843215,
2625341.360425917,
108559.1563584043,
80501441.48031153,
56645347.50663943,
23856093.97367213
],
[
2733.900517,
2625.34136,
108.559156,
80501.44148,
56645.347507,
23856.093974
],
[
1.211121,
1.163029,
0.048092,
0.296901,
0.281309,
0.243007
],
[
8479.700877,
8479.700877,
8479.700877,
8479.700877,
8479.700877,
8479.700877
],
[
-51476,
-54154,
-55377,
-54805596,
-50964908,
-28328387
],
[
7.989889,
13.671896,
1.590175,
1.6002,
1.63541,
1.53041
],
[
91,
46,
45,
91,
46,
45
],
[
41,
18,
23,
41,
18,
23
],
[
50,
28,
22,
50,
28,
22
],
[
45.054945,
39.130435,
51.111111,
45.054945,
39.130435,
51.111111
],
[
9.743767,
21.267393,
1.521037,
1.951463,
2.543971,
1.46387
],
[
1834281,
1834281,
46367,
77513727,
77513727,
41171462
],
[
-34260,
-22123,
-34260,
-22194551,
-22194551,
-12188468
],
[
142,
141,
144,
142,
141,
144
],
[
242,
273,
218,
242,
273,
218
],
[
61,
57,
66,
61,
57,
66
],
[
13010,
6526,
6484,
13010,
6526,
6484
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145406,
-147921,
-291283,
367716,
268653,
245887
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13544,
"evaluation_days": 2257.33,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565438400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757377314859,
"expiration_time": 1763227008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 217,
"offset": 0,
"a": 0.78318
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 46,
"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) |
|---|