| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2892070.6104 | 2712472.9138 | 179597.6966 | 365190597.3635 | 219065435.856 | 146125161.5074 |
| Total P&L (%) | 2892.0706 | 2712.4729 | 179.5977 | 365190.5974 | 219065.4359 | 146125.1615 |
| Avg Daily Profit (%) | 1.2753 | 1.1961 | 0.0792 | 0.3624 | 0.3398 | 0.3219 |
| Buy And Hold Return (%) | 10803.7359 | 10803.7359 | 10803.7359 | 10803.7359 | 10803.7359 | 10803.7359 |
| Max Trade Drawdown | -66778 | -100032 | -25070 | -98773174 | -138880521 | -11726347 |
| Profit Factor | 10.7652 | 13.6938 | 3.1776 | 2.7331 | 2.206 | 6.0261 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 58.209 | 54.5455 | 61.7647 | 58.209 | 54.5455 | 61.7647 |
| Ratio Avg Win / Avg Loss | 7.7288 | 11.4115 | 1.9671 | 1.9622 | 1.8383 | 3.7304 |
| Largest Winning Trade | 1748409 | 1748409 | 39736 | 206127322 | 206127322 | 51833693 |
| Largest Losing Trade | -27491 | -27491 | -14438 | -85058477 | -85058477 | -11726347 |
| Avg Bars in Trades | 130 | 186 | 75 | 130 | 186 | 75 |
| Avg Bars in Winners | 153 | 224 | 91 | 153 | 224 | 91 |
| Avg Bars in Losers | 98 | 141 | 48 | 98 | 141 | 48 |
| Bars Traded | 8723 | 6161 | 2562 | 8723 | 6161 | 2562 |
| Profit Streak | 0 | 180.3134 | 0 | 0 | 180.3134 | 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 | -263606 | -142204 | -245408 | -105295 | 538755 | 688160 |
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9071,
"evaluation_days": 2267.75,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1567512000000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758245475895,
"expiration_time": 1764118008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 241,
"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": [
[
2892070.6103915228,
2712472.913760975,
179597.6966305479,
365190597.36345094,
219065435.85601753,
146125161.50743335
],
[
2892.07061,
2712.472914,
179.597697,
365190.597363,
219065.435856,
146125.161507
],
[
1.275304,
1.196108,
0.079196,
0.362392,
0.339785,
0.321881
],
[
10803.735855,
10803.735855,
10803.735855,
10803.735855,
10803.735855,
10803.735855
],
[
-66778,
-100032,
-25070,
-98773174,
-138880521,
-11726347
],
[
10.765175,
13.693779,
3.177563,
2.733061,
2.205999,
6.026057
],
[
67,
33,
34,
67,
33,
34
],
[
39,
18,
21,
39,
18,
21
],
[
28,
15,
13,
28,
15,
13
],
[
58.208955,
54.545455,
61.764706,
58.208955,
54.545455,
61.764706
],
[
7.728844,
11.411482,
1.967063,
1.962197,
1.838332,
3.730417
],
[
1748409,
1748409,
39736,
206127322,
206127322,
51833693
],
[
-27491,
-27491,
-14438,
-85058477,
-85058477,
-11726347
],
[
130,
186,
75,
130,
186,
75
],
[
153,
224,
91,
153,
224,
91
],
[
98,
141,
48,
98,
141,
48
],
[
8723,
6161,
2562,
8723,
6161,
2562
],
[
0,
180.313378,
0,
0,
180.313378,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-263606,
-142204,
-245408,
-105295,
538755,
688160
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9071,
"evaluation_days": 2267.75,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1567512000000,
"last_datapoint_time": 1758240000000,
"evaluation_time": 1758245475895,
"expiration_time": 1764118008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 148,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 241,
"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) |
|---|