| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -8231712.7995 | 253809.0904 | -8485521.8899 | 341404418.1677 | -141724323.0353 | 483128741.203 |
| Total P&L (%) | -8231.7128 | 253.8091 | -8485.5219 | 341404.4182 | -141724.323 | 483128.7412 |
| Avg Daily Profit (%) | -3.6399 | 0.1122 | -3.7522 | 0.3604 | 0 | 0.3758 |
| Buy And Hold Return (%) | 12724.424 | 12724.424 | 12724.424 | 12724.424 | 12724.424 | 12724.424 |
| Max Trade Drawdown | -8557006 | -63434 | -8571628 | -369418169 | -260688271 | -197229525 |
| Profit Factor | 0.0754 | 3.2285 | 0.0345 | 1.597 | 0.5792 | 3.0554 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 48 | 25 | 23 | 22 | 12 | 10 |
| Losing Trades | 13 | 6 | 7 | 39 | 19 | 20 |
| Profitability (%) | 78.6885 | 80.6452 | 76.6667 | 36.0656 | 38.7097 | 33.3333 |
| Ratio Avg Win / Avg Loss | 0.0204 | 0.7748 | 0.0105 | 2.8311 | 0.9171 | 6.1108 |
| Largest Winning Trade | 44270 | 44270 | 38199 | 482018727 | 68877793 | 482018727 |
| Largest Losing Trade | -8545365 | -36981 | -8545365 | -113271795 | -113271795 | -38569499 |
| Avg Bars in Trades | 70 | 75 | 64 | 70 | 75 | 64 |
| Avg Bars in Winners | 38 | 47 | 29 | 103 | 122 | 80 |
| Avg Bars in Losers | 186 | 194 | 178 | 51 | 46 | 56 |
| Bars Traded | 4279 | 2348 | 1930 | 4279 | 2348 | 1930 |
| Profit Streak | 125.4558 | 125.4558 | 228.9558 | 125.4558 | 125.4558 | 346.4558 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -741673 | -200680 | -576395 | -157892 | -584249 | 366907 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4523,
"evaluation_days": 2261.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569628800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757717783342,
"expiration_time": 1763540208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 170,
"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": [
[
-8231712.799487005,
253809.0904298229,
-8485521.88991683,
341404418.1677047,
-141724323.03528845,
483128741.20299315
],
[
-8231.712799,
253.80909,
-8485.52189,
341404.418168,
-141724.323035,
483128.741203
],
[
-3.639935,
0.11223,
-3.752165,
0.360407,
0,
0.375813
],
[
12724.423963,
12724.423963,
12724.423963,
12724.423963,
12724.423963,
12724.423963
],
[
-8557006,
-63434,
-8571628,
-369418169,
-260688271,
-197229525
],
[
0.075396,
3.228469,
0.034537,
1.597009,
0.579208,
3.055392
],
[
61,
31,
30,
61,
31,
30
],
[
48,
25,
23,
22,
12,
10
],
[
13,
6,
7,
39,
19,
20
],
[
78.688525,
80.645161,
76.666667,
36.065574,
38.709677,
33.333333
],
[
0.02042,
0.774832,
0.010511,
2.831061,
0.91708,
6.110784
],
[
44270,
44270,
38199,
482018727,
68877793,
482018727
],
[
-8545365,
-36981,
-8545365,
-113271795,
-113271795,
-38569499
],
[
70,
75,
64,
70,
75,
64
],
[
38,
47,
29,
103,
122,
80
],
[
186,
194,
178,
51,
46,
56
],
[
4279,
2348,
1930,
4279,
2348,
1930
],
[
125.455826,
125.455826,
228.955826,
125.455826,
125.455826,
346.455826
],
[
4,
2,
2,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-741673,
-200680,
-576395,
-157892,
-584249,
366907
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4523,
"evaluation_days": 2261.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569628800000,
"last_datapoint_time": 1757678400000,
"evaluation_time": 1757717783342,
"expiration_time": 1763540208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 11,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 170,
"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) |
|---|