| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1477965.7628 | 1347798.8123 | 130166.9505 | 127396429.3128 | 97010919.1581 | 30385510.1547 |
| Total P&L (%) | 1477.9658 | 1347.7988 | 130.167 | 127396.4293 | 97010.9192 | 30385.5102 |
| Avg Daily Profit (%) | 0.653 | 0.5955 | 0.0575 | 0.3164 | 0.3044 | 0.253 |
| Buy And Hold Return (%) | 9847.9789 | 9847.9789 | 9847.9789 | 9847.9789 | 9847.9789 | 9847.9789 |
| Max Trade Drawdown | -102783 | -104518 | -66007 | -37110664 | -28894652 | -19983036 |
| Profit Factor | 3.1087 | 5.6096 | 1.3187 | 1.8961 | 2.4914 | 1.394 |
| Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
| Winning Trades | 80 | 44 | 36 | 80 | 44 | 36 |
| Losing Trades | 102 | 47 | 55 | 102 | 47 | 55 |
| Profitability (%) | 43.956 | 48.3516 | 39.5604 | 43.956 | 48.3516 | 39.5604 |
| Ratio Avg Win / Avg Loss | 3.9636 | 5.9921 | 2.0146 | 2.4175 | 2.6613 | 2.1297 |
| Largest Winning Trade | 419204 | 419204 | 38253 | 60536053 | 60536053 | 22929798 |
| Largest Losing Trade | -24702 | -20039 | -24702 | -19983036 | -11883236 | -19983036 |
| Avg Bars in Trades | 36 | 31 | 41 | 36 | 31 | 41 |
| Avg Bars in Winners | 58 | 47 | 71 | 58 | 47 | 71 |
| Avg Bars in Losers | 19 | 16 | 22 | 19 | 16 | 22 |
| Bars Traded | 6683 | 2881 | 3802 | 6683 | 2881 | 3802 |
| 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 | -149325 | -147069 | -284964 | 404471 | 458147 | 102754 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6790,
"evaluation_days": 2263.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1563868800000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757854350645,
"expiration_time": 1763703360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 12,
"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": [
[
1477965.7627866033,
1347798.8122825942,
130166.9505040085,
127396429.31277063,
97010919.15807354,
30385510.15469715
],
[
1477.965763,
1347.798812,
130.166951,
127396.429313,
97010.919158,
30385.510155
],
[
0.653005,
0.595494,
0.057511,
0.316436,
0.30437,
0.253037
],
[
9847.97891,
9847.97891,
9847.97891,
9847.97891,
9847.97891,
9847.97891
],
[
-102783,
-104518,
-66007,
-37110664,
-28894652,
-19983036
],
[
3.10874,
5.609637,
1.318655,
1.896083,
2.491443,
1.393976
],
[
182,
91,
91,
182,
91,
91
],
[
80,
44,
36,
80,
44,
36
],
[
102,
47,
55,
102,
47,
55
],
[
43.956044,
48.351648,
39.56044,
43.956044,
48.351648,
39.56044
],
[
3.963643,
5.992112,
2.014611,
2.417506,
2.661314,
2.129685
],
[
419204,
419204,
38253,
60536053,
60536053,
22929798
],
[
-24702,
-20039,
-24702,
-19983036,
-11883236,
-19983036
],
[
36,
31,
41,
36,
31,
41
],
[
58,
47,
71,
58,
47,
71
],
[
19,
16,
22,
19,
16,
22
],
[
6683,
2881,
3802,
6683,
2881,
3802
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149325,
-147069,
-284964,
404471,
458147,
102754
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6790,
"evaluation_days": 2263.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1563868800000,
"last_datapoint_time": 1757836800000,
"evaluation_time": 1757854350645,
"expiration_time": 1763703360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 12,
"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) |
|---|