| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2867522.0834 | 2772594.0786 | 94928.0047 | 58415152.1888 | 39681365.3785 | 18733786.8103 |
| Total P&L (%) | 2867.5221 | 2772.5941 | 94.928 | 58415.1522 | 39681.3654 | 18733.7868 |
| Avg Daily Profit (%) | 1.2618 | 1.2201 | 0.0418 | 0.2808 | 0.2638 | 0.2308 |
| Buy And Hold Return (%) | 8275 | 8275 | 8275 | 8275 | 8275 | 8275 |
| Max Trade Drawdown | -91243 | -97559 | -36938 | -68392181 | -55923902 | -16495274 |
| Profit Factor | 5.7339 | 8.7272 | 1.3844 | 1.3997 | 1.4056 | 1.3878 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
| Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
| Profitability (%) | 48.913 | 41.3043 | 56.5217 | 48.913 | 41.3043 | 56.5217 |
| Ratio Avg Win / Avg Loss | 5.9887 | 12.4018 | 1.0649 | 1.4619 | 1.9975 | 1.0675 |
| Largest Winning Trade | 1652456 | 1652456 | 38267 | 69936900 | 69936900 | 12210529 |
| Largest Losing Trade | -39539 | -39539 | -28850 | -40286264 | -40286264 | -12176661 |
| Avg Bars in Trades | 96 | 129 | 63 | 96 | 129 | 63 |
| Avg Bars in Winners | 123 | 185 | 78 | 123 | 185 | 78 |
| Avg Bars in Losers | 70 | 89 | 43 | 70 | 89 | 43 |
| Bars Traded | 8855 | 5938 | 2917 | 8855 | 5938 | 2917 |
| Profit Streak | 112.94 | 112.94 | 137.69 | 112.94 | 112.94 | 137.69 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142702 | -146464 | -300408 | 381496 | 221858 | 204164 |
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9090,
"evaluation_days": 2272.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565265600000,
"last_datapoint_time": 1758650400000,
"evaluation_time": 1758666816061,
"expiration_time": 1764540720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 218,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 137,
"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": [
[
2867522.0833825106,
2772594.0786401015,
94928.0047424092,
58415152.188779786,
39681365.378514305,
18733786.810265515
],
[
2867.522083,
2772.594079,
94.928005,
58415.152189,
39681.365379,
18733.78681
],
[
1.261836,
1.220063,
0.041772,
0.280784,
0.263757,
0.230771
],
[
8275,
8275,
8275,
8275,
8275,
8275
],
[
-91243,
-97559,
-36938,
-68392181,
-55923902,
-16495274
],
[
5.733854,
8.727202,
1.38442,
1.399729,
1.405618,
1.387803
],
[
92,
46,
46,
92,
46,
46
],
[
45,
19,
26,
45,
19,
26
],
[
47,
27,
20,
47,
27,
20
],
[
48.913043,
41.304348,
56.521739,
48.913043,
41.304348,
56.521739
],
[
5.988692,
12.401814,
1.064938,
1.461939,
1.997457,
1.067541
],
[
1652456,
1652456,
38267,
69936900,
69936900,
12210529
],
[
-39539,
-39539,
-28850,
-40286264,
-40286264,
-12176661
],
[
96,
129,
63,
96,
129,
63
],
[
123,
185,
78,
123,
185,
78
],
[
70,
89,
43,
70,
89,
43
],
[
8855,
5938,
2917,
8855,
5938,
2917
],
[
112.940001,
112.940001,
137.690001,
112.940001,
112.940001,
137.690001
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142702,
-146464,
-300408,
381496,
221858,
204164
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9090,
"evaluation_days": 2272.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565265600000,
"last_datapoint_time": 1758650400000,
"evaluation_time": 1758666816061,
"expiration_time": 1764540720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 218,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 137,
"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) |
|---|