| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1761074.3796 | 1628651.7196 | 132422.6601 | 193991139.8089 | 142556851.56 | 51434288.2489 |
| Total P&L (%) | 1761.0744 | 1628.6517 | 132.4227 | 193991.1398 | 142556.8516 | 51434.2882 |
| Avg Daily Profit (%) | 0.7792 | 0.7206 | 0.0586 | 0.3356 | 0.3219 | 0.2767 |
| Buy And Hold Return (%) | 9343.3362 | 9343.3362 | 9343.3362 | 9343.3362 | 9343.3362 | 9343.3362 |
| Max Trade Drawdown | -43356 | -47483 | -96358 | -77651211 | -59092744 | -54242412 |
| Profit Factor | 4.1489 | 7.4369 | 1.4324 | 1.8216 | 2.19 | 1.4422 |
| Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
| Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
| Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
| Profitability (%) | 37.2549 | 35.5263 | 38.961 | 37.2549 | 35.5263 | 38.961 |
| Ratio Avg Win / Avg Loss | 6.9876 | 13.4965 | 2.2441 | 3.0679 | 3.9744 | 2.2594 |
| Largest Winning Trade | 579547 | 579547 | 59905 | 108504372 | 108504372 | 77767524 |
| Largest Losing Trade | -30173 | -21472 | -30173 | -47631047 | -47631047 | -24823043 |
| Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
| Avg Bars in Winners | 88 | 94 | 82 | 88 | 94 | 82 |
| Avg Bars in Losers | 13 | 14 | 13 | 13 | 14 | 13 |
| Bars Traded | 6360 | 3267 | 3093 | 6360 | 3267 | 3093 |
| Profit Streak | 24.6077 | 0 | 24.941 | 24.6077 | 0 | 24.941 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -149229 | -199848 | -324162 | 325490 | -41840 | -35947 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6780,
"evaluation_days": 2260,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1568937600000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757572501121,
"expiration_time": 1763406720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1761074.3796410135,
1628651.7195516063,
132422.6600894071,
193991139.80890802,
142556851.56001595,
51434288.24889203
],
[
1761.07438,
1628.65172,
132.42266,
193991.139809,
142556.85156,
51434.288249
],
[
0.779236,
0.720642,
0.058594,
0.335558,
0.32189,
0.276702
],
[
9343.336219,
9343.336219,
9343.336219,
9343.336219,
9343.336219,
9343.336219
],
[
-43356,
-47483,
-96358,
-77651211,
-59092744,
-54242412
],
[
4.148861,
7.436854,
1.432395,
1.821578,
2.190001,
1.442161
],
[
153,
76,
77,
153,
76,
77
],
[
57,
27,
30,
57,
27,
30
],
[
96,
49,
47,
96,
49,
47
],
[
37.254902,
35.526316,
38.961039,
37.254902,
35.526316,
38.961039
],
[
6.987555,
13.496512,
2.244086,
3.06792,
3.974447,
2.259386
],
[
579547,
579547,
59905,
108504372,
108504372,
77767524
],
[
-30173,
-21472,
-30173,
-47631047,
-47631047,
-24823043
],
[
41,
42,
40,
41,
42,
40
],
[
88,
94,
82,
88,
94,
82
],
[
13,
14,
13,
13,
14,
13
],
[
6360,
3267,
3093,
6360,
3267,
3093
],
[
24.607652,
0,
24.940985,
24.607652,
0,
24.940985
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149229,
-199848,
-324162,
325490,
-41840,
-35947
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6780,
"evaluation_days": 2260,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1568937600000,
"last_datapoint_time": 1757548800000,
"evaluation_time": 1757572501121,
"expiration_time": 1763406720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|