| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -7652895.5345 | 277057.2655 | -7929952.8 | 726193941.3916 | -137347741.2496 | 863541682.6412 |
| Total P&L (%) | -7652.8955 | 277.0573 | -7929.9528 | 726193.9414 | -137347.7413 | 863541.6826 |
| Avg Daily Profit (%) | -3.3832 | 0.1225 | -3.5057 | 0.3938 | 0 | 0.4015 |
| Buy And Hold Return (%) | 10670.859 | 10670.859 | 10670.859 | 10670.859 | 10670.859 | 10670.859 |
| Max Trade Drawdown | -7981411 | -59963 | -8038227 | -464627658 | -436094889 | -186600408 |
| Profit Factor | 0.0869 | 2.9277 | 0.0373 | 1.8826 | 0.7582 | 4.3883 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 54 | 25 | 29 | 30 | 18 | 12 |
| Losing Trades | 16 | 10 | 6 | 40 | 17 | 23 |
| Profitability (%) | 77.1429 | 71.4286 | 82.8571 | 42.8571 | 51.4286 | 34.2857 |
| Ratio Avg Win / Avg Loss | 0.0258 | 1.1711 | 0.0077 | 2.5102 | 0.716 | 8.4108 |
| Largest Winning Trade | 67695 | 67695 | 37763 | 814570714 | 110232814 | 814570714 |
| Largest Losing Trade | -7972403 | -37422 | -7972403 | -167142704 | -167142704 | -38492534 |
| Avg Bars in Trades | 92 | 100 | 85 | 92 | 100 | 85 |
| Avg Bars in Winners | 58 | 73 | 45 | 119 | 117 | 122 |
| Avg Bars in Losers | 208 | 167 | 277 | 73 | 83 | 65 |
| Bars Traded | 6504 | 3521 | 2983 | 6504 | 3521 | 2983 |
| Profit Streak | 126.0617 | 126.0617 | 232.0617 | 126.0617 | 126.0617 | 347.395 |
| Trades During Streak | 8 | 4 | 4 | 8 | 4 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -674238 | -186640 | -575241 | -86766 | -579217 | 445275 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6786,
"evaluation_days": 2262,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1566864000000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757726930223,
"expiration_time": 1763584704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 137,
"offset": 158,
"poles": 3
}
}
}
{
"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": [
[
-7652895.534493304,
277057.265465214,
-7929952.799958516,
726193941.3915962,
-137347741.24956506,
863541682.6411612
],
[
-7652.895534,
277.057265,
-7929.9528,
726193.941392,
-137347.74125,
863541.682641
],
[
-3.383243,
0.122483,
-3.505726,
0.393812,
0,
0.4015
],
[
10670.85899,
10670.85899,
10670.85899,
10670.85899,
10670.85899,
10670.85899
],
[
-7981411,
-59963,
-8038227,
-464627658,
-436094889,
-186600408
],
[
0.086907,
2.927738,
0.037343,
1.882614,
0.758154,
4.388266
],
[
70,
35,
35,
70,
35,
35
],
[
54,
25,
29,
30,
18,
12
],
[
16,
10,
6,
40,
17,
23
],
[
77.142857,
71.428571,
82.857143,
42.857143,
51.428571,
34.285714
],
[
0.02575,
1.171095,
0.007726,
2.510152,
0.716034,
8.410843
],
[
67695,
67695,
37763,
814570714,
110232814,
814570714
],
[
-7972403,
-37422,
-7972403,
-167142704,
-167142704,
-38492534
],
[
92,
100,
85,
92,
100,
85
],
[
58,
73,
45,
119,
117,
122
],
[
208,
167,
277,
73,
83,
65
],
[
6504,
3521,
2983,
6504,
3521,
2983
],
[
126.061692,
126.061692,
232.061692,
126.061692,
126.061692,
347.395026
],
[
8,
4,
4,
8,
4,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-674238,
-186640,
-575241,
-86766,
-579217,
445275
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6786,
"evaluation_days": 2262,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1566864000000,
"last_datapoint_time": 1757721600000,
"evaluation_time": 1757726930223,
"expiration_time": 1763584704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 137,
"offset": 158,
"poles": 3
}
}
}
| # | 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) |
|---|