| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -8899019.7868 | 228045.2914 | -9127065.0782 | 129664681.599 | -122157660.5617 | 251822342.1607 |
| Total P&L (%) | -8899.0198 | 228.0453 | -9127.0651 | 129664.6816 | -122157.6606 | 251822.3422 |
| Avg Daily Profit (%) | -3.935 | 0.1008 | -4.0358 | 0.3175 | 0 | 0.3469 |
| Buy And Hold Return (%) | 10634.6634 | 10634.6634 | 10634.6634 | 10634.6634 | 10634.6634 | 10634.6634 |
| Max Trade Drawdown | -9152517 | -62465 | -9186220 | -218866298 | -172123751 | -89812667 |
| Profit Factor | 0.0637 | 2.6504 | 0.0256 | 1.3776 | 0.4686 | 3.2195 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 40 | 19 | 21 | 24 | 13 | 11 |
| Losing Trades | 20 | 11 | 9 | 36 | 17 | 19 |
| Profitability (%) | 66.6667 | 63.3333 | 70 | 40 | 43.3333 | 36.6667 |
| Ratio Avg Win / Avg Loss | 0.0319 | 1.5344 | 0.011 | 2.0665 | 0.6128 | 5.561 |
| Largest Winning Trade | 113161 | 113161 | 41804 | 304531346 | 50422047 | 304531346 |
| Largest Losing Trade | -9133476 | -35590 | -9133476 | -94104632 | -94104632 | -21604962 |
| Avg Bars in Trades | 69 | 73 | 66 | 69 | 73 | 66 |
| Avg Bars in Winners | 43 | 53 | 34 | 87 | 102 | 69 |
| Avg Bars in Losers | 122 | 107 | 140 | 57 | 50 | 64 |
| Bars Traded | 4186 | 2196 | 1989 | 4186 | 2196 | 1989 |
| Profit Streak | 51.232 | 119.732 | 0 | 51.232 | 119.732 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -751553 | -216438 | -578232 | -166391 | -582459 | 367717 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4523,
"evaluation_days": 2261.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569196800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757698442379,
"expiration_time": 1763540208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 13,
"offset": 147
}
}
}
{
"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": [
[
-8899019.786795236,
228045.2913690945,
-9127065.07816433,
129664681.59896377,
-122157660.5616993,
251822342.16066307
],
[
-8899.019787,
228.045291,
-9127.065078,
129664.681599,
-122157.660562,
251822.342161
],
[
-3.935008,
0.100838,
-4.035846,
0.317474,
0,
0.346906
],
[
10634.663361,
10634.663361,
10634.663361,
10634.663361,
10634.663361,
10634.663361
],
[
-9152517,
-62465,
-9186220,
-218866298,
-172123751,
-89812667
],
[
0.063728,
2.6504,
0.025569,
1.377641,
0.468643,
3.219546
],
[
60,
30,
30,
60,
30,
30
],
[
40,
19,
21,
24,
13,
11
],
[
20,
11,
9,
36,
17,
19
],
[
66.666667,
63.333333,
70,
40,
43.333333,
36.666667
],
[
0.031864,
1.534442,
0.010958,
2.066462,
0.612841,
5.561035
],
[
113161,
113161,
41804,
304531346,
50422047,
304531346
],
[
-9133476,
-35590,
-9133476,
-94104632,
-94104632,
-21604962
],
[
69,
73,
66,
69,
73,
66
],
[
43,
53,
34,
87,
102,
69
],
[
122,
107,
140,
57,
50,
64
],
[
4186,
2196,
1989,
4186,
2196,
1989
],
[
51.231972,
119.731972,
0,
51.231972,
119.731972,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-751553,
-216438,
-578232,
-166391,
-582459,
367717
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4523,
"evaluation_days": 2261.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569196800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757698442379,
"expiration_time": 1763540208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 13,
"offset": 147
}
}
}
| # | 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) |
|---|