| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 360788.9415 | 288824.3955 | 71964.5459 | 1070897.1386 | 714517.8271 | 356379.3115 |
| Total P&L (%) | 360.7889 | 288.8244 | 71.9645 | 1070.8971 | 714.5178 | 356.3793 |
| Avg Daily Profit (%) | 0.3464 | 0.2773 | 0.0691 | 0.2365 | 0.2016 | 0.1458 |
| Buy And Hold Return (%) | 241.4057 | 241.4057 | 241.4057 | 241.4057 | 241.4057 | 241.4057 |
| Max Trade Drawdown | -83631 | -44466 | -80946 | -216872 | -146327 | -149982 |
| Profit Factor | 1.4923 | 1.8434 | 1.1844 | 1.5914 | 1.9298 | 1.3419 |
| Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
| Winning Trades | 192 | 99 | 93 | 192 | 99 | 93 |
| Losing Trades | 258 | 126 | 132 | 258 | 126 | 132 |
| Profitability (%) | 42.6667 | 44 | 41.3333 | 42.6667 | 44 | 41.3333 |
| Ratio Avg Win / Avg Loss | 2.0053 | 2.3461 | 1.681 | 2.1384 | 2.4561 | 1.9046 |
| Largest Winning Trade | 91058 | 91058 | 23174 | 197759 | 197759 | 113053 |
| Largest Losing Trade | -17736 | -17736 | -14304 | -132661 | -59812 | -132661 |
| Avg Bars in Trades | 54 | 53 | 56 | 54 | 53 | 56 |
| Avg Bars in Winners | 73 | 74 | 72 | 73 | 74 | 72 |
| Avg Bars in Losers | 40 | 36 | 44 | 40 | 36 | 44 |
| Bars Traded | 24583 | 11930 | 12653 | 24583 | 11930 | 12653 |
| Profit Streak | 0 | 9.5441 | 0 | 0 | 9.5441 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -1180 | -93933 | -285825 | 323659 | 270830 | -17244 |
{
"trading_pair": "DOGE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1667847600000,
"first_datapoint_time": 1668614400000,
"last_datapoint_time": 1757847600000,
"evaluation_time": 1757847814008,
"expiration_time": 1764327600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 214,
"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": [
[
360788.9414572137,
288824.3955124472,
71964.5459447665,
1070897.1386109928,
714517.8270615104,
356379.3115494811
],
[
360.788941,
288.824396,
71.964546,
1070.897139,
714.517827,
356.379312
],
[
0.346356,
0.277271,
0.069086,
0.236473,
0.201555,
0.145849
],
[
241.405698,
241.405698,
241.405698,
241.405698,
241.405698,
241.405698
],
[
-83631,
-44466,
-80946,
-216872,
-146327,
-149982
],
[
1.492345,
1.843351,
1.184371,
1.591381,
1.929794,
1.341892
],
[
450,
225,
225,
450,
225,
225
],
[
192,
99,
93,
192,
99,
93
],
[
258,
126,
132,
258,
126,
132
],
[
42.666667,
44,
41.333333,
42.666667,
44,
41.333333
],
[
2.005338,
2.346083,
1.681042,
2.138418,
2.456102,
1.904621
],
[
91058,
91058,
23174,
197759,
197759,
113053
],
[
-17736,
-17736,
-14304,
-132661,
-59812,
-132661
],
[
54,
53,
56,
54,
53,
56
],
[
73,
74,
72,
73,
74,
72
],
[
40,
36,
44,
40,
36,
44
],
[
24583,
11930,
12653,
24583,
11930,
12653
],
[
0,
9.544143,
0,
0,
9.544144,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-1180,
-93933,
-285825,
323659,
270830,
-17244
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1667847600000,
"first_datapoint_time": 1668614400000,
"last_datapoint_time": 1757847600000,
"evaluation_time": 1757847814008,
"expiration_time": 1764327600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 101,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 214,
"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) |
|---|