| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -10580948.6453 | 231169.6744 | -10812118.3196 | 283950038.5795 | -120780553.07 | 404730591.6495 |
| Total P&L (%) | -10580.9486 | 231.1697 | -10812.1183 | 283950.0386 | -120780.5531 | 404730.5917 |
| Avg Daily Profit (%) | -4.6736 | 0.1021 | -4.7757 | 0.3518 | 0 | 0.3675 |
| Buy And Hold Return (%) | 9827.0983 | 9827.0983 | 9827.0983 | 9827.0983 | 9827.0983 | 9827.0983 |
| Max Trade Drawdown | -10849330 | -30741 | -10912427 | -488070830 | -231221868 | -300416412 |
| Profit Factor | 0.0701 | 2.6633 | 0.0381 | 1.3333 | 0.6812 | 1.8557 |
| Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
| Winning Trades | 74 | 36 | 38 | 66 | 35 | 31 |
| Losing Trades | 56 | 29 | 27 | 64 | 30 | 34 |
| Profitability (%) | 56.9231 | 55.3846 | 58.4615 | 50.7692 | 53.8462 | 47.6923 |
| Ratio Avg Win / Avg Loss | 0.0531 | 2.1455 | 0.0271 | 1.2929 | 0.5839 | 2.0352 |
| Largest Winning Trade | 48463 | 43616 | 48463 | 288320387 | 54399410 | 288320387 |
| Largest Losing Trade | -10846463 | -22854 | -10846463 | -74831431 | -62006450 | -74831431 |
| Avg Bars in Trades | 66 | 56 | 76 | 66 | 56 | 76 |
| Avg Bars in Winners | 53 | 57 | 50 | 61 | 54 | 68 |
| Avg Bars in Losers | 82 | 54 | 112 | 71 | 58 | 83 |
| Bars Traded | 8605 | 3657 | 4948 | 8605 | 3657 | 4948 |
| Profit Streak | 79.8926 | 129.1426 | 79.8926 | 79.8926 | 129.1426 | 79.8926 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -578167 | -346992 | -710803 | 411679 | -710608 | -119028 |
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9056,
"evaluation_days": 2264,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1566000000000,
"last_datapoint_time": 1757916000000,
"evaluation_time": 1757928319151,
"expiration_time": 1763784288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 171,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
-10580948.64525338,
231169.6743572975,
-10812118.319610681,
283950038.57951945,
-120780553.0700154,
404730591.6495349
],
[
-10580.948645,
231.169674,
-10812.11832,
283950.03858,
-120780.55307,
404730.59165
],
[
-4.673564,
0.102107,
-4.775671,
0.351843,
0,
0.367549
],
[
9827.098285,
9827.098285,
9827.098285,
9827.098285,
9827.098285,
9827.098285
],
[
-10849330,
-30741,
-10912427,
-488070830,
-231221868,
-300416412
],
[
0.070143,
2.663321,
0.038079,
1.33333,
0.681192,
1.855652
],
[
130,
65,
65,
130,
65,
65
],
[
74,
36,
38,
66,
35,
31
],
[
56,
29,
27,
64,
30,
34
],
[
56.923077,
55.384615,
58.461538,
50.769231,
53.846154,
47.692308
],
[
0.053081,
2.145453,
0.027056,
1.292926,
0.583879,
2.035232
],
[
48463,
43616,
48463,
288320387,
54399410,
288320387
],
[
-10846463,
-22854,
-10846463,
-74831431,
-62006450,
-74831431
],
[
66,
56,
76,
66,
56,
76
],
[
53,
57,
50,
61,
54,
68
],
[
82,
54,
112,
71,
58,
83
],
[
8605,
3657,
4948,
8605,
3657,
4948
],
[
79.892583,
129.142583,
79.892583,
79.892583,
129.142583,
79.892583
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-578167,
-346992,
-710803,
411679,
-710608,
-119028
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9056,
"evaluation_days": 2264,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1566000000000,
"last_datapoint_time": 1757916000000,
"evaluation_time": 1757928319151,
"expiration_time": 1763784288000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 116,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 171,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|