| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3010167.316 | 2899106.9685 | 111060.3475 | 92350687.591 | 69590715.9005 | 22759971.6904 |
| Total P&L (%) | 3010.1673 | 2899.107 | 111.0603 | 92350.6876 | 69590.7159 | 22759.9717 |
| Avg Daily Profit (%) | 1.3256 | 1.2767 | 0.0489 | 0.3012 | 0.2887 | 0.2395 |
| Buy And Hold Return (%) | 8903.6991 | 8903.6991 | 8903.6991 | 8903.6991 | 8903.6991 | 8903.6991 |
| Max Trade Drawdown | -94877 | -84355 | -38882 | -48862183 | -24949493 | -49470192 |
| Profit Factor | 8.4698 | 13.9469 | 1.6203 | 1.7624 | 2.2395 | 1.3502 |
| Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
| Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
| Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Profitability (%) | 45.679 | 45 | 46.3415 | 45.679 | 45 | 46.3415 |
| Ratio Avg Win / Avg Loss | 10.0721 | 17.0462 | 1.8761 | 2.0958 | 2.7372 | 1.5634 |
| Largest Winning Trade | 2054223 | 2054223 | 42968 | 67927406 | 67927406 | 41822582 |
| Largest Losing Trade | -39815 | -39815 | -31217 | -32612838 | -16758242 | -32612838 |
| Avg Bars in Trades | 110 | 129 | 91 | 110 | 129 | 91 |
| Avg Bars in Winners | 164 | 194 | 135 | 164 | 194 | 135 |
| Avg Bars in Losers | 64 | 76 | 52 | 64 | 76 | 52 |
| Bars Traded | 8911 | 5168 | 3743 | 8911 | 5168 | 3743 |
| Profit Streak | 0 | 185.7703 | 0 | 0 | 185.7703 | 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 | -161585 | -144613 | -291691 | -5713 | 436125 | 179447 |
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9083,
"evaluation_days": 2270.75,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1564876800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758500951649,
"expiration_time": 1764384984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 119,
"offset": 0,
"a": 0.68948
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 108,
"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": [
[
3010167.3160035503,
2899106.9685154352,
111060.3474881156,
92350687.59097691,
69590715.90052925,
22759971.69044763
],
[
3010.167316,
2899.106969,
111.060347,
92350.687591,
69590.715901,
22759.97169
],
[
1.325627,
1.276718,
0.048909,
0.301202,
0.28872,
0.239501
],
[
8903.699051,
8903.699051,
8903.699051,
8903.699051,
8903.699051,
8903.699051
],
[
-94877,
-84355,
-38882,
-48862183,
-24949493,
-49470192
],
[
8.469754,
13.946861,
1.620251,
1.762406,
2.239514,
1.350223
],
[
81,
40,
41,
81,
40,
41
],
[
37,
18,
19,
37,
18,
19
],
[
44,
22,
22,
44,
22,
22
],
[
45.679012,
45,
46.341463,
45.679012,
45,
46.341463
],
[
10.07214,
17.046164,
1.87608,
2.095834,
2.737184,
1.563416
],
[
2054223,
2054223,
42968,
67927406,
67927406,
41822582
],
[
-39815,
-39815,
-31217,
-32612838,
-16758242,
-32612838
],
[
110,
129,
91,
110,
129,
91
],
[
164,
194,
135,
164,
194,
135
],
[
64,
76,
52,
64,
76,
52
],
[
8911,
5168,
3743,
8911,
5168,
3743
],
[
0,
185.770274,
0,
0,
185.770274,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-161585,
-144613,
-291691,
-5713,
436125,
179447
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9083,
"evaluation_days": 2270.75,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1564876800000,
"last_datapoint_time": 1758499200000,
"evaluation_time": 1758500951649,
"expiration_time": 1764384984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 119,
"offset": 0,
"a": 0.68948
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 108,
"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) |
|---|