| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1654079.9567 | 1535679.1716 | 118400.785 | 88104497.0007 | 67612980.0088 | 20491516.9919 |
| Total P&L (%) | 1654.08 | 1535.6792 | 118.4008 | 88104.497 | 67612.98 | 20491.517 |
| Avg Daily Profit (%) | 0.7326 | 0.6802 | 0.0524 | 0.3009 | 0.2891 | 0.2363 |
| Buy And Hold Return (%) | 8229.9138 | 8229.9138 | 8229.9138 | 8229.9138 | 8229.9138 | 8229.9138 |
| Max Trade Drawdown | -68963 | -74349 | -40261 | -42408312 | -36697406 | -28948511 |
| Profit Factor | 3.0837 | 4.2452 | 1.3693 | 1.488 | 1.6482 | 1.2688 |
| Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
| Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
| Losing Trades | 123 | 66 | 57 | 123 | 66 | 57 |
| Profitability (%) | 48.75 | 45 | 52.5 | 48.75 | 45 | 52.5 |
| Ratio Avg Win / Avg Loss | 3.2418 | 5.1886 | 1.2389 | 1.5643 | 2.0144 | 1.148 |
| Largest Winning Trade | 474591 | 474591 | 42596 | 53463536 | 53463536 | 14243547 |
| Largest Losing Trade | -31549 | -25171 | -31549 | -21311496 | -19411749 | -21311496 |
| Avg Bars in Trades | 27 | 40 | 14 | 27 | 40 | 14 |
| Avg Bars in Winners | 35 | 59 | 15 | 35 | 59 | 15 |
| Avg Bars in Losers | 20 | 25 | 14 | 20 | 25 | 14 |
| Bars Traded | 6685 | 4897 | 1788 | 6685 | 4897 | 1788 |
| 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 | -146248 | -148574 | -287784 | 442487 | 350670 | 179441 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6773,
"evaluation_days": 2257.67,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1564012800000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757373380803,
"expiration_time": 1763199072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 29,
"offset": 31
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 13,
"offset": 0,
"std": 3.76952
}
}
}
{
"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": [
[
1654079.956657317,
1535679.1716375516,
118400.7850197639,
88104497.00071047,
67612980.00876054,
20491516.991949927
],
[
1654.079957,
1535.679172,
118.400785,
88104.497001,
67612.980009,
20491.516992
],
[
0.732649,
0.680205,
0.052444,
0.300861,
0.289116,
0.23625
],
[
8229.913828,
8229.913828,
8229.913828,
8229.913828,
8229.913828,
8229.913828
],
[
-68963,
-74349,
-40261,
-42408312,
-36697406,
-28948511
],
[
3.083689,
4.245201,
1.369301,
1.488023,
1.648171,
1.268847
],
[
240,
120,
120,
240,
120,
120
],
[
117,
54,
63,
117,
54,
63
],
[
123,
66,
57,
123,
66,
57
],
[
48.75,
45,
52.5,
48.75,
45,
52.5
],
[
3.241827,
5.188579,
1.238892,
1.564331,
2.014431,
1.148004
],
[
474591,
474591,
42596,
53463536,
53463536,
14243547
],
[
-31549,
-25171,
-31549,
-21311496,
-19411749,
-21311496
],
[
27,
40,
14,
27,
40,
14
],
[
35,
59,
15,
35,
59,
15
],
[
20,
25,
14,
20,
25,
14
],
[
6685,
4897,
1788,
6685,
4897,
1788
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146248,
-148574,
-287784,
442487,
350670,
179441
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6773,
"evaluation_days": 2257.67,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1564012800000,
"last_datapoint_time": 1757347200000,
"evaluation_time": 1757373380803,
"expiration_time": 1763199072000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 29,
"offset": 31
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 13,
"offset": 0,
"std": 3.76952
}
}
}
| # | 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) |
|---|