| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2647128.1065 | 2559638.4275 | 87489.6791 | 60466626.1799 | 50315638.2431 | 10150987.9369 |
| Total P&L (%) | 2647.1281 | 2559.6384 | 87.4897 | 60466.6262 | 50315.6382 | 10150.9879 |
| Avg Daily Profit (%) | 1.1687 | 1.1301 | 0.0386 | 0.2832 | 0.2751 | 0.2046 |
| Buy And Hold Return (%) | 10294.3684 | 10294.3684 | 10294.3684 | 10294.3684 | 10294.3684 | 10294.3684 |
| Max Trade Drawdown | -89326 | -64412 | -64446 | -15171838 | -8067750 | -9834269 |
| Profit Factor | 6.5639 | 12.6392 | 1.342 | 1.9417 | 2.7168 | 1.2909 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
| Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
| Profitability (%) | 44.1379 | 40.2778 | 47.9452 | 44.1379 | 40.2778 | 47.9452 |
| Ratio Avg Win / Avg Loss | 8.3075 | 18.7408 | 1.457 | 2.4575 | 4.0284 | 1.4015 |
| Largest Winning Trade | 1715335 | 1715335 | 53904 | 31813666 | 31813666 | 15381451 |
| Largest Losing Trade | -31955 | -21575 | -31955 | -8067750 | -8067750 | -7104087 |
| Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
| Avg Bars in Winners | 45 | 52 | 39 | 45 | 52 | 39 |
| Avg Bars in Losers | 16 | 12 | 21 | 16 | 12 | 21 |
| Bars Traded | 4229 | 2045 | 2184 | 4229 | 2045 | 2184 |
| Profit Streak | 64.7176 | 65.2176 | 64.7176 | 64.7176 | 65.2176 | 64.7176 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144409 | -226199 | -378661 | 397448 | -69972 | -229593 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4530,
"evaluation_days": 2265,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1572652800000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757999604240,
"expiration_time": 1763851680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 64
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 240,
"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": [
[
2647128.1065420853,
2559638.427462665,
87489.6790794201,
60466626.179942645,
50315638.243087836,
10150987.9368548
],
[
2647.128107,
2559.638427,
87.489679,
60466.62618,
50315.638243,
10150.987937
],
[
1.16871,
1.130083,
0.038627,
0.283241,
0.275119,
0.204622
],
[
10294.368388,
10294.368388,
10294.368388,
10294.368388,
10294.368388,
10294.368388
],
[
-89326,
-64412,
-64446,
-15171838,
-8067750,
-9834269
],
[
6.56392,
12.639158,
1.341956,
1.941743,
2.716845,
1.290859
],
[
145,
72,
73,
145,
72,
73
],
[
64,
29,
35,
64,
29,
35
],
[
81,
43,
38,
81,
43,
38
],
[
44.137931,
40.277778,
47.945205,
44.137931,
40.277778,
47.945205
],
[
8.307462,
18.740821,
1.456981,
2.457519,
4.028425,
1.401504
],
[
1715335,
1715335,
53904,
31813666,
31813666,
15381451
],
[
-31955,
-21575,
-31955,
-8067750,
-8067750,
-7104087
],
[
29,
28,
29,
29,
28,
29
],
[
45,
52,
39,
45,
52,
39
],
[
16,
12,
21,
16,
12,
21
],
[
4229,
2045,
2184,
4229,
2045,
2184
],
[
64.717642,
65.217642,
64.717642,
64.717642,
65.217642,
64.717642
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144409,
-226199,
-378661,
397448,
-69972,
-229593
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4530,
"evaluation_days": 2265,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1572652800000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757999604240,
"expiration_time": 1763851680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 64
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 240,
"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) |
|---|