| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1511191.9789 | 1391129.5938 | 120062.3852 | 139902280.2372 | 112993546.637 | 26908733.6002 |
| Total P&L (%) | 1511.192 | 1391.1296 | 120.0624 | 139902.2802 | 112993.5466 | 26908.7336 |
| Avg Daily Profit (%) | 0.6659 | 0.613 | 0.0529 | 0.3197 | 0.3103 | 0.247 |
| Buy And Hold Return (%) | 10816.8914 | 10816.8914 | 10816.8914 | 10816.8914 | 10816.8914 | 10816.8914 |
| Max Trade Drawdown | -64118 | -56335 | -106042 | -33499230 | -10949986 | -38526800 |
| Profit Factor | 4.7625 | 11.4297 | 1.4475 | 2.694 | 5.4493 | 1.4705 |
| Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Profitability (%) | 57.1429 | 57.8947 | 56.4103 | 57.1429 | 57.8947 | 56.4103 |
| Ratio Avg Win / Avg Loss | 3.5718 | 8.3125 | 1.1186 | 2.0205 | 3.9631 | 1.1363 |
| Largest Winning Trade | 406916 | 406916 | 53550 | 62987694 | 62987694 | 42106909 |
| Largest Losing Trade | -55545 | -27502 | -55545 | -21508473 | -8186226 | -21508473 |
| Avg Bars in Trades | 56 | 60 | 52 | 56 | 60 | 52 |
| Avg Bars in Winners | 82 | 88 | 75 | 82 | 88 | 75 |
| Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
| Bars Traded | 4355 | 2303 | 2052 | 4355 | 2303 | 2052 |
| Profit Streak | 0 | 244.9917 | 0 | 0 | 244.9917 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -191211 | -143292 | -286209 | -30873 | 701803 | 244048 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4539,
"evaluation_days": 2269.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569240000000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758412078819,
"expiration_time": 1764252144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 45,
"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": [
[
1511191.9789485617,
1391129.593780607,
120062.3851679545,
139902280.23716822,
112993546.63699196,
26908733.600176256
],
[
1511.191979,
1391.129594,
120.062385,
139902.280237,
112993.546637,
26908.7336
],
[
0.66587,
0.612967,
0.052903,
0.31971,
0.310275,
0.247
],
[
10816.891395,
10816.891395,
10816.891395,
10816.891395,
10816.891395,
10816.891395
],
[
-64118,
-56335,
-106042,
-33499230,
-10949986,
-38526800
],
[
4.76245,
11.429681,
1.447544,
2.694035,
5.449257,
1.470521
],
[
77,
38,
39,
77,
38,
39
],
[
44,
22,
22,
44,
22,
22
],
[
33,
16,
17,
33,
16,
17
],
[
57.142857,
57.894737,
56.410256,
57.142857,
57.894737,
56.410256
],
[
3.571838,
8.312495,
1.118557,
2.020526,
3.963096,
1.136312
],
[
406916,
406916,
53550,
62987694,
62987694,
42106909
],
[
-55545,
-27502,
-55545,
-21508473,
-8186226,
-21508473
],
[
56,
60,
52,
56,
60,
52
],
[
82,
88,
75,
82,
88,
75
],
[
22,
22,
22,
22,
22,
22
],
[
4355,
2303,
2052,
4355,
2303,
2052
],
[
0,
244.991653,
0,
0,
244.991653,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-191211,
-143292,
-286209,
-30873,
701803,
244048
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4539,
"evaluation_days": 2269.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569240000000,
"last_datapoint_time": 1758369600000,
"evaluation_time": 1758412078819,
"expiration_time": 1764252144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 45,
"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) |
|---|