| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2218642.5578 | 2142404.1273 | 76238.4305 | 39354617.5974 | 28516714.784 | 10837902.8133 |
| Total P&L (%) | 2218.6426 | 2142.4041 | 76.2384 | 39354.6176 | 28516.7148 | 10837.9028 |
| Avg Daily Profit (%) | 0.9833 | 0.9495 | 0.0338 | 0.2653 | 0.251 | 0.2083 |
| Buy And Hold Return (%) | 7377.224 | 7377.224 | 7377.224 | 7377.224 | 7377.224 | 7377.224 |
| Max Trade Drawdown | -96623 | -65496 | -109645 | -17945473 | -5617999 | -12327473 |
| Profit Factor | 5.1704 | 10.633 | 1.2462 | 2.2932 | 3.177 | 1.6253 |
| Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
| Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
| Profitability (%) | 47.8992 | 43.3333 | 52.5424 | 47.8992 | 43.3333 | 52.5424 |
| Ratio Avg Win / Avg Loss | 5.6239 | 13.9047 | 1.1256 | 2.4944 | 4.1545 | 1.468 |
| Largest Winning Trade | 1180100 | 1180100 | 51548 | 18269331 | 18269331 | 15750833 |
| Largest Losing Trade | -54699 | -19721 | -54699 | -11284570 | -3311295 | -11284570 |
| Avg Bars in Trades | 55 | 52 | 59 | 55 | 52 | 59 |
| Avg Bars in Winners | 85 | 79 | 89 | 85 | 79 | 89 |
| Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
| Bars Traded | 6645 | 3120 | 3525 | 6645 | 3120 | 3525 |
| 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 | -145033 | -315726 | -490127 | 408613 | -159569 | -186110 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6769,
"evaluation_days": 2256.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1565193600000,
"last_datapoint_time": 1757232000000,
"evaluation_time": 1757257402335,
"expiration_time": 1763080416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 101,
"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": [
[
2218642.557816823,
2142404.127316271,
76238.4305005518,
39354617.59737749,
28516714.78403364,
10837902.813343849
],
[
2218.642558,
2142.404127,
76.238431,
39354.617597,
28516.714784,
10837.902813
],
[
0.983297,
0.949508,
0.033789,
0.265283,
0.251013,
0.20829
],
[
7377.224009,
7377.224009,
7377.224009,
7377.224009,
7377.224009,
7377.224009
],
[
-96623,
-65496,
-109645,
-17945473,
-5617999,
-12327473
],
[
5.170375,
10.633032,
1.246249,
2.293192,
3.176963,
1.625282
],
[
119,
60,
59,
119,
60,
59
],
[
57,
26,
31,
57,
26,
31
],
[
62,
34,
28,
62,
34,
28
],
[
47.89916,
43.333333,
52.542373,
47.89916,
43.333333,
52.542373
],
[
5.623916,
13.904734,
1.125644,
2.49435,
4.15449,
1.467996
],
[
1180100,
1180100,
51548,
18269331,
18269331,
15750833
],
[
-54699,
-19721,
-54699,
-11284570,
-3311295,
-11284570
],
[
55,
52,
59,
55,
52,
59
],
[
85,
79,
89,
85,
79,
89
],
[
28,
30,
26,
28,
30,
26
],
[
6645,
3120,
3525,
6645,
3120,
3525
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145033,
-315726,
-490127,
408613,
-159569,
-186110
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6769,
"evaluation_days": 2256.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1565193600000,
"last_datapoint_time": 1757232000000,
"evaluation_time": 1757257402335,
"expiration_time": 1763080416000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 101,
"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) |
|---|