| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 12245999.6452 | 12187681.6853 | 58317.9599 | 29840413.24 | 32875853.5425 | -3035440.3025 |
| Total P&L (%) | 12245.9996 | 12187.6817 | 58.318 | 29840.4132 | 32875.8535 | -3035.4403 |
| Avg Daily Profit (%) | 5.4242 | 5.3983 | 0.0258 | 0.2529 | 0.2572 | 0 |
| Buy And Hold Return (%) | 7778.0884 | 7778.0884 | 7778.0884 | 7778.0884 | 7778.0884 | 7778.0884 |
| Max Trade Drawdown | -86656 | -108232 | -40038 | -11262309 | -10445387 | -9135153 |
| Profit Factor | 27.634 | 47.3792 | 1.296 | 1.5403 | 2.219 | 0.8926 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Profitability (%) | 41.25 | 40 | 42.5 | 41.25 | 40 | 42.5 |
| Ratio Avg Win / Avg Loss | 39.3575 | 71.0689 | 1.7534 | 2.1938 | 3.3285 | 1.2076 |
| Largest Winning Trade | 11963382 | 11963382 | 43189 | 20670757 | 20670757 | 8971686 |
| Largest Losing Trade | -23351 | -23351 | -22249 | -8133928 | -3692770 | -8133928 |
| Avg Bars in Trades | 82 | 96 | 68 | 82 | 96 | 68 |
| Avg Bars in Winners | 142 | 169 | 118 | 142 | 169 | 118 |
| Avg Bars in Losers | 39 | 47 | 31 | 39 | 47 | 31 |
| Bars Traded | 6581 | 3855 | 2726 | 6581 | 3855 | 2726 |
| Profit Streak | 0 | 162.6007 | 0 | 0 | 162.6007 | 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 | -12434 | 424842 | -325860 | -18394 | 282011 | -581999 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6773,
"evaluation_days": 2257.67,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1564992000000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757370302349,
"expiration_time": 1763199072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 94,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 50,
"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": [
[
12245999.64515925,
12187681.685280677,
58317.9598785732,
29840413.239969008,
32875853.5424551,
-3035440.3024860863
],
[
12245.999645,
12187.681685,
58.31796,
29840.41324,
32875.853542,
-3035.440302
],
[
5.424176,
5.398345,
0.025831,
0.252871,
0.25716,
0
],
[
7778.088427,
7778.088427,
7778.088427,
7778.088427,
7778.088427,
7778.088427
],
[
-86656,
-108232,
-40038,
-11262309,
-10445387,
-9135153
],
[
27.633966,
47.379245,
1.296022,
1.540327,
2.218995,
0.892577
],
[
80,
40,
40,
80,
40,
40
],
[
33,
16,
17,
33,
16,
17
],
[
47,
24,
23,
47,
24,
23
],
[
41.25,
40,
42.5,
41.25,
40,
42.5
],
[
39.357467,
71.068868,
1.753441,
2.193798,
3.328493,
1.207605
],
[
11963382,
11963382,
43189,
20670757,
20670757,
8971686
],
[
-23351,
-23351,
-22249,
-8133928,
-3692770,
-8133928
],
[
82,
96,
68,
82,
96,
68
],
[
142,
169,
118,
142,
169,
118
],
[
39,
47,
31,
39,
47,
31
],
[
6581,
3855,
2726,
6581,
3855,
2726
],
[
0,
162.600721,
0,
0,
162.600722,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-12434,
424842,
-325860,
-18394,
282011,
-581999
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6773,
"evaluation_days": 2257.67,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1564992000000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757370302349,
"expiration_time": 1763199072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 94,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 50,
"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) |
|---|