| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2838259.6732 | 2695240.5775 | 143019.0958 | 159708926.9291 | 129731071.8506 | 29977855.0785 |
| Total P&L (%) | 2838.2597 | 2695.2406 | 143.0191 | 159708.9269 | 129731.0719 | 29977.8551 |
| Avg Daily Profit (%) | 1.2502 | 1.1872 | 0.063 | 0.3254 | 0.3163 | 0.2517 |
| Buy And Hold Return (%) | 9219.8465 | 9219.8465 | 9219.8465 | 9219.8465 | 9219.8465 | 9219.8465 |
| Max Trade Drawdown | -65948 | -57026 | -30922 | -59267934 | -52701167 | -34024715 |
| Profit Factor | 8.7757 | 13.0947 | 2.006 | 1.784 | 2.0986 | 1.3501 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
| Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
| Profitability (%) | 42.5 | 33.3333 | 51.6667 | 42.5 | 33.3333 | 51.6667 |
| Ratio Avg Win / Avg Loss | 11.873 | 26.1893 | 1.8765 | 2.4136 | 4.1973 | 1.263 |
| Largest Winning Trade | 1853194 | 1853194 | 50158 | 125990783 | 125990783 | 48553552 |
| Largest Losing Trade | -23013 | -17590 | -23013 | -17989504 | -17989504 | -14815112 |
| Avg Bars in Trades | 54 | 51 | 56 | 54 | 51 | 56 |
| Avg Bars in Winners | 94 | 104 | 87 | 94 | 104 | 87 |
| Avg Bars in Losers | 25 | 25 | 24 | 25 | 25 | 24 |
| Bars Traded | 6535 | 3118 | 3417 | 6535 | 3118 | 3417 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -146291 | -319687 | -439743 | 356221 | -162917 | -162982 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6811,
"evaluation_days": 2270.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1565510400000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758463725789,
"expiration_time": 1764326304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 10,
"offset": 102
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.47521,
"nb": 0.1,
"nc": 0.2314
}
}
}
{
"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": [
[
2838259.6732306806,
2695240.5774768605,
143019.0957538203,
159708926.9291208,
129731071.85062014,
29977855.078500748
],
[
2838.259673,
2695.240577,
143.019096,
159708.926929,
129731.071851,
29977.855079
],
[
1.250153,
1.187158,
0.062995,
0.32544,
0.31626,
0.251662
],
[
9219.846529,
9219.846529,
9219.846529,
9219.846529,
9219.846529,
9219.846529
],
[
-65948,
-57026,
-30922,
-59267934,
-52701167,
-34024715
],
[
8.775686,
13.094666,
2.005959,
1.783981,
2.098645,
1.350076
],
[
120,
60,
60,
120,
60,
60
],
[
51,
20,
31,
51,
20,
31
],
[
69,
40,
29,
69,
40,
29
],
[
42.5,
33.333333,
51.666667,
42.5,
33.333333,
51.666667
],
[
11.872987,
26.189332,
1.876542,
2.413622,
4.19729,
1.262974
],
[
1853194,
1853194,
50158,
125990783,
125990783,
48553552
],
[
-23013,
-17590,
-23013,
-17989504,
-17989504,
-14815112
],
[
54,
51,
56,
54,
51,
56
],
[
94,
104,
87,
94,
104,
87
],
[
25,
25,
24,
25,
25,
24
],
[
6535,
3118,
3417,
6535,
3118,
3417
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146291,
-319687,
-439743,
356221,
-162917,
-162982
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6811,
"evaluation_days": 2270.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1565510400000,
"last_datapoint_time": 1758441600000,
"evaluation_time": 1758463725789,
"expiration_time": 1764326304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 10,
"offset": 102
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.47521,
"nb": 0.1,
"nc": 0.2314
}
}
}
| # | 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) |
|---|