| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1752112.4332 | 1705686.241 | 46426.1922 | 33933124.0048 | 79263962.8022 | -45330838.7974 |
| Total P&L (%) | 1752.1124 | 1705.6862 | 46.4262 | 33933.124 | 79263.9628 | -45330.8388 |
| Avg Daily Profit (%) | 0.7739 | 0.7534 | 0.0205 | 0.2578 | 0.2953 | 0 |
| Buy And Hold Return (%) | 9941.4545 | 9941.4545 | 9941.4545 | 9941.4545 | 9941.4545 | 9941.4545 |
| Max Trade Drawdown | -68764 | -71980 | -90995 | -71242077 | -38126955 | -73026435 |
| Profit Factor | 4.3326 | 8.6431 | 1.1534 | 1.135 | 1.7185 | 0.6785 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
| Profitability (%) | 57.732 | 56.25 | 59.1837 | 57.732 | 56.25 | 59.1837 |
| Ratio Avg Win / Avg Loss | 3.1721 | 6.7224 | 0.7955 | 0.831 | 1.3366 | 0.4679 |
| Largest Winning Trade | 892400 | 892400 | 56704 | 50692984 | 50692984 | 16243528 |
| Largest Losing Trade | -42981 | -39776 | -42981 | -22685594 | -22685594 | -19079642 |
| Avg Bars in Trades | 67 | 86 | 48 | 67 | 86 | 48 |
| Avg Bars in Winners | 79 | 102 | 58 | 79 | 102 | 58 |
| Avg Bars in Losers | 50 | 65 | 34 | 50 | 65 | 34 |
| Bars Traded | 6540 | 4140 | 2400 | 6540 | 4140 | 2400 |
| Profit Streak | 0 | 101.3815 | 0 | 0 | 101.3815 | 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 | -144268 | -142624 | -383370 | -66617 | 462800 | -579491 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6792,
"evaluation_days": 2264,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1568793600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757898561374,
"expiration_time": 1763762688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 74,
"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": [
[
1752112.4331648888,
1705686.2409540953,
46426.1922107939,
33933124.004796706,
79263962.8021875,
-45330838.797390796
],
[
1752.112433,
1705.686241,
46.426192,
33933.124005,
79263.962802,
-45330.838797
],
[
0.773901,
0.753395,
0.020506,
0.257837,
0.295339,
0
],
[
9941.454545,
9941.454545,
9941.454545,
9941.454545,
9941.454545,
9941.454545
],
[
-68764,
-71980,
-90995,
-71242077,
-38126955,
-73026435
],
[
4.332634,
8.643091,
1.153436,
1.135025,
1.718483,
0.678481
],
[
97,
48,
49,
97,
48,
49
],
[
56,
27,
29,
56,
27,
29
],
[
41,
21,
20,
41,
21,
20
],
[
57.731959,
56.25,
59.183673,
57.731959,
56.25,
59.183673
],
[
3.172107,
6.722404,
0.795473,
0.831,
1.336598,
0.467918
],
[
892400,
892400,
56704,
50692984,
50692984,
16243528
],
[
-42981,
-39776,
-42981,
-22685594,
-22685594,
-19079642
],
[
67,
86,
48,
67,
86,
48
],
[
79,
102,
58,
79,
102,
58
],
[
50,
65,
34,
50,
65,
34
],
[
6540,
4140,
2400,
6540,
4140,
2400
],
[
0,
101.381497,
0,
0,
101.381497,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144268,
-142624,
-383370,
-66617,
462800,
-579491
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6792,
"evaluation_days": 2264,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1568793600000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757898561374,
"expiration_time": 1763762688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 226,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 74,
"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) |
|---|