| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 94700.9283 | 709790.3943 | -615089.4661 | 73705100.173 | 45978938.8842 | 27726161.2888 |
| Total P&L (%) | 94.7009 | 709.7904 | -615.0895 | 73705.1002 | 45978.9389 | 27726.1613 |
| Avg Daily Profit (%) | 0.0419 | 0.3139 | -0.272 | 0.2924 | 0.2716 | 0.2492 |
| Buy And Hold Return (%) | 10786.1606 | 10786.1606 | 10786.1606 | 10786.1606 | 10786.1606 | 10786.1606 |
| Max Trade Drawdown | -734554 | -65543 | -829983 | -35571442 | -14932650 | -24671635 |
| Profit Factor | 1.0754 | 3.7702 | 0.3845 | 1.6806 | 1.7828 | 1.5595 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 50 | 22 | 28 | 50 | 21 | 29 |
| Losing Trades | 42 | 24 | 18 | 42 | 25 | 17 |
| Profitability (%) | 54.3478 | 47.8261 | 60.8696 | 54.3478 | 45.6522 | 63.0435 |
| Ratio Avg Win / Avg Loss | 0.9034 | 4.1129 | 0.2471 | 1.4117 | 2.1224 | 0.9142 |
| Largest Winning Trade | 214650 | 214650 | 38185 | 39948137 | 39948137 | 14270129 |
| Largest Losing Trade | -479230 | -34898 | -479230 | -22291967 | -13279474 | -22291967 |
| Avg Bars in Trades | 46 | 52 | 41 | 46 | 52 | 41 |
| Avg Bars in Winners | 59 | 71 | 50 | 61 | 73 | 52 |
| Avg Bars in Losers | 31 | 34 | 27 | 29 | 34 | 22 |
| Bars Traded | 4301 | 2411 | 1890 | 4301 | 2411 | 1890 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -441162 | -150645 | -579295 | 417549 | 303282 | 242390 |
{
"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": 1757717122581,
"expiration_time": 1763540208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 21,
"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": [
[
94700.928289016,
709790.3943454268,
-615089.4660564107,
73705100.1729996,
45978938.88418072,
27726161.28881888
],
[
94.700928,
709.790394,
-615.089466,
73705.100173,
45978.938884,
27726.161289
],
[
0.041875,
0.313858,
-0.271983,
0.292446,
0.271557,
0.249196
],
[
10786.160626,
10786.160626,
10786.160626,
10786.160626,
10786.160626,
10786.160626
],
[
-734554,
-65543,
-829983,
-35571442,
-14932650,
-24671635
],
[
1.07543,
3.77018,
0.384452,
1.680644,
1.782806,
1.559546
],
[
92,
46,
46,
92,
46,
46
],
[
50,
22,
28,
50,
21,
29
],
[
42,
24,
18,
42,
25,
17
],
[
54.347826,
47.826087,
60.869565,
54.347826,
45.652174,
63.043478
],
[
0.903361,
4.112924,
0.247148,
1.411741,
2.122388,
0.914216
],
[
214650,
214650,
38185,
39948137,
39948137,
14270129
],
[
-479230,
-34898,
-479230,
-22291967,
-13279474,
-22291967
],
[
46,
52,
41,
46,
52,
41
],
[
59,
71,
50,
61,
73,
52
],
[
31,
34,
27,
29,
34,
22
],
[
4301,
2411,
1890,
4301,
2411,
1890
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-441162,
-150645,
-579295,
417549,
303282,
242390
]
]
}
{
"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": 1757717122581,
"expiration_time": 1763540208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 21,
"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) |
|---|