| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1363421.0251 | 1283254.6769 | 80166.3482 | 54712450.6283 | 49753217.2534 | 4959233.3749 |
| Total P&L (%) | 1363.421 | 1283.2547 | 80.1663 | 54712.4506 | 49753.2173 | 4959.2334 |
| Avg Daily Profit (%) | 0.6028 | 0.5673 | 0.0354 | 0.2792 | 0.275 | 0.1736 |
| Buy And Hold Return (%) | 9812.2383 | 9812.2383 | 9812.2383 | 9812.2383 | 9812.2383 | 9812.2383 |
| Max Trade Drawdown | -55704 | -39029 | -83963 | -43645451 | -12423892 | -33596037 |
| Profit Factor | 3.8204 | 7.9907 | 1.2674 | 1.6307 | 2.4768 | 1.0935 |
| Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Profitability (%) | 49.0741 | 50 | 48.1481 | 49.0741 | 50 | 48.1481 |
| Ratio Avg Win / Avg Loss | 3.9646 | 7.9907 | 1.3648 | 1.6922 | 2.4768 | 1.1776 |
| Largest Winning Trade | 417146 | 417146 | 48431 | 40250373 | 40250373 | 27857537 |
| Largest Losing Trade | -26698 | -22452 | -26698 | -21365286 | -7652421 | -21365286 |
| Avg Bars in Trades | 121 | 109 | 133 | 121 | 109 | 133 |
| Avg Bars in Winners | 183 | 170 | 197 | 183 | 170 | 197 |
| Avg Bars in Losers | 61 | 48 | 73 | 61 | 48 | 73 |
| Bars Traded | 13098 | 5908 | 7190 | 13098 | 5908 | 7190 |
| Profit Streak | 4.4935 | 0 | 4.9935 | 4.4935 | 0 | 4.9935 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -147199 | -326127 | -491510 | 396742 | -167942 | -455746 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13572,
"evaluation_days": 2262,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565409600000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757793038144,
"expiration_time": 1763642304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 62,
"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": [
[
1363421.025103756,
1283254.6768838803,
80166.348219876,
54712450.62833612,
49753217.2534043,
4959233.374931836
],
[
1363.421025,
1283.254677,
80.166348,
54712.450628,
49753.217253,
4959.233375
],
[
0.60275,
0.56731,
0.03544,
0.279191,
0.274987,
0.173617
],
[
9812.23827,
9812.23827,
9812.23827,
9812.23827,
9812.23827,
9812.23827
],
[
-55704,
-39029,
-83963,
-43645451,
-12423892,
-33596037
],
[
3.820386,
7.990691,
1.267355,
1.630685,
2.476776,
1.093464
],
[
108,
54,
54,
108,
54,
54
],
[
53,
27,
26,
53,
27,
26
],
[
55,
27,
28,
55,
27,
28
],
[
49.074074,
50,
48.148148,
49.074074,
50,
48.148148
],
[
3.964552,
7.990691,
1.364843,
1.692221,
2.476776,
1.177577
],
[
417146,
417146,
48431,
40250373,
40250373,
27857537
],
[
-26698,
-22452,
-26698,
-21365286,
-7652421,
-21365286
],
[
121,
109,
133,
121,
109,
133
],
[
183,
170,
197,
183,
170,
197
],
[
61,
48,
73,
61,
48,
73
],
[
13098,
5908,
7190,
13098,
5908,
7190
],
[
4.493497,
0,
4.993497,
4.493497,
0,
4.993497
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147199,
-326127,
-491510,
396742,
-167942,
-455746
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13572,
"evaluation_days": 2262,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565409600000,
"last_datapoint_time": 1757779200000,
"evaluation_time": 1757793038144,
"expiration_time": 1763642304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 62,
"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) |
|---|