| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2721716.278 | 2611144.1569 | 110572.1211 | 99739873.0992 | 65092847.2662 | 34647025.833 |
| Total P&L (%) | 2721.7163 | 2611.1442 | 110.5721 | 99739.8731 | 65092.8473 | 34647.0258 |
| Avg Daily Profit (%) | 1.2041 | 1.1552 | 0.0489 | 0.306 | 0.2871 | 0.2592 |
| Buy And Hold Return (%) | 9868.9354 | 9868.9354 | 9868.9354 | 9868.9354 | 9868.9354 | 9868.9354 |
| Max Trade Drawdown | -71908 | -100527 | -43235 | -20384253 | -24265319 | -1333915 |
| Profit Factor | 9.0504 | 12.5621 | 1.9851 | 3.4234 | 2.7476 | 9.8594 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 50.7463 | 48.4848 | 52.9412 | 50.7463 | 48.4848 | 52.9412 |
| Ratio Avg Win / Avg Loss | 8.7842 | 13.3472 | 1.7645 | 3.3227 | 2.9194 | 8.7639 |
| Largest Winning Trade | 1749506 | 1749506 | 37915 | 50392610 | 50392610 | 10288588 |
| Largest Losing Trade | -29243 | -29243 | -18271 | -20384253 | -20384253 | -1020463 |
| Avg Bars in Trades | 96 | 142 | 53 | 96 | 142 | 53 |
| Avg Bars in Winners | 112 | 165 | 65 | 112 | 165 | 65 |
| Avg Bars in Losers | 80 | 119 | 38 | 80 | 119 | 38 |
| Bars Traded | 6493 | 4691 | 1802 | 6493 | 4691 | 1802 |
| Profit Streak | 98.0949 | 98.0949 | 728.4282 | 98.0949 | 98.0949 | 728.4282 |
| Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -263278 | -143829 | -287813 | -104054 | 493252 | 582774 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6781,
"evaluation_days": 2260.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1567584000000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757585800456,
"expiration_time": 1763436384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 184,
"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": [
[
2721716.277991651,
2611144.1569156446,
110572.1210760067,
99739873.09920254,
65092847.266185746,
34647025.833016776
],
[
2721.716278,
2611.144157,
110.572121,
99739.873099,
65092.847266,
34647.025833
],
[
1.204123,
1.155205,
0.048919,
0.306005,
0.287092,
0.259177
],
[
9868.935441,
9868.935441,
9868.935441,
9868.935441,
9868.935441,
9868.935441
],
[
-71908,
-100527,
-43235,
-20384253,
-24265319,
-1333915
],
[
9.050387,
12.562066,
1.98507,
3.423418,
2.747649,
9.859436
],
[
67,
33,
34,
67,
33,
34
],
[
34,
16,
18,
34,
16,
18
],
[
33,
17,
16,
33,
17,
16
],
[
50.746269,
48.484848,
52.941176,
50.746269,
48.484848,
52.941176
],
[
8.784199,
13.347195,
1.764507,
3.322729,
2.919377,
8.763943
],
[
1749506,
1749506,
37915,
50392610,
50392610,
10288588
],
[
-29243,
-29243,
-18271,
-20384253,
-20384253,
-1020463
],
[
96,
142,
53,
96,
142,
53
],
[
112,
165,
65,
112,
165,
65
],
[
80,
119,
38,
80,
119,
38
],
[
6493,
4691,
1802,
6493,
4691,
1802
],
[
98.094913,
98.094913,
728.428246,
98.094913,
98.094913,
728.428246
],
[
3,
1,
8,
3,
1,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-263278,
-143829,
-287813,
-104054,
493252,
582774
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6781,
"evaluation_days": 2260.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1567584000000,
"last_datapoint_time": 1757577600000,
"evaluation_time": 1757585800456,
"expiration_time": 1763436384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 184,
"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) |
|---|