| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2020820.627 | 1848123.3802 | 172697.2468 | 368767233.106 | 272975016.2193 | 95792216.8867 |
| Total P&L (%) | 2020.8206 | 1848.1234 | 172.6972 | 368767.2331 | 272975.0162 | 95792.2169 |
| Avg Daily Profit (%) | 0.8927 | 0.8164 | 0.0763 | 0.3635 | 0.3501 | 0.3038 |
| Buy And Hold Return (%) | 10760.3196 | 10760.3196 | 10760.3196 | 10760.3196 | 10760.3196 | 10760.3196 |
| Max Trade Drawdown | -85015 | -68020 | -54721 | -157528692 | -184415905 | -68957509 |
| Profit Factor | 4.7016 | 7.8724 | 1.6234 | 1.6191 | 1.8043 | 1.3739 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Profitability (%) | 40.9722 | 40.2778 | 41.6667 | 40.9722 | 40.2778 | 41.6667 |
| Ratio Avg Win / Avg Loss | 6.7735 | 11.6729 | 2.2728 | 2.3326 | 2.6753 | 1.9234 |
| Largest Winning Trade | 845908 | 845908 | 49159 | 243044205 | 243044205 | 72854025 |
| Largest Losing Trade | -33157 | -26201 | -33157 | -71620018 | -71620018 | -43494393 |
| Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
| Avg Bars in Winners | 82 | 84 | 81 | 82 | 84 | 81 |
| Avg Bars in Losers | 19 | 21 | 17 | 19 | 21 | 17 |
| Bars Traded | 6547 | 3354 | 3193 | 6547 | 3354 | 3193 |
| Profit Streak | 31.5145 | 0 | 31.8478 | 31.5145 | 0 | 31.8478 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -147544 | -227308 | -335947 | 356789 | -70495 | -71587 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6791,
"evaluation_days": 2263.67,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1566979200000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757881251197,
"expiration_time": 1763733024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 142,
"offset": 21
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 4,
"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": [
[
2020820.626971636,
1848123.380164962,
172697.2468066729,
368767233.106038,
272975016.219314,
95792216.8867239
],
[
2020.820627,
1848.12338,
172.697247,
368767.233106,
272975.016219,
95792.216887
],
[
0.892719,
0.816428,
0.076291,
0.363478,
0.350147,
0.303765
],
[
10760.319558,
10760.319558,
10760.319558,
10760.319558,
10760.319558,
10760.319558
],
[
-85015,
-68020,
-54721,
-157528692,
-184415905,
-68957509
],
[
4.701575,
7.872395,
1.623421,
1.619117,
1.804268,
1.373859
],
[
144,
72,
72,
144,
72,
72
],
[
59,
29,
30,
59,
29,
30
],
[
85,
43,
42,
85,
43,
42
],
[
40.972222,
40.277778,
41.666667,
40.972222,
40.277778,
41.666667
],
[
6.773455,
11.672861,
2.272789,
2.332627,
2.675294,
1.923402
],
[
845908,
845908,
49159,
243044205,
243044205,
72854025
],
[
-33157,
-26201,
-33157,
-71620018,
-71620018,
-43494393
],
[
45,
46,
44,
45,
46,
44
],
[
82,
84,
81,
82,
84,
81
],
[
19,
21,
17,
19,
21,
17
],
[
6547,
3354,
3193,
6547,
3354,
3193
],
[
31.514481,
0,
31.847815,
31.514481,
0,
31.847815
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147544,
-227308,
-335947,
356789,
-70495,
-71587
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6791,
"evaluation_days": 2263.67,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1566979200000,
"last_datapoint_time": 1757865600000,
"evaluation_time": 1757881251197,
"expiration_time": 1763733024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 142,
"offset": 21
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 4,
"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) |
|---|