| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -8168576.4759 | 187889.9843 | -8356466.4602 | 207785320.3079 | -172524124.5417 | 380309444.8496 |
| Total P&L (%) | -8168.5765 | 187.89 | -8356.4665 | 207785.3203 | -172524.1245 | 380309.4449 |
| Avg Daily Profit (%) | -3.6025 | 0.0829 | -3.6853 | 0.3375 | 0 | 0.3642 |
| Buy And Hold Return (%) | 10755.8193 | 10755.8193 | 10755.8193 | 10755.8193 | 10755.8193 | 10755.8193 |
| Max Trade Drawdown | -8352381 | -52628 | -8431559 | -340594968 | -237451894 | -179487408 |
| Profit Factor | 0.072 | 2.253 | 0.0342 | 1.3775 | 0.4728 | 2.7037 |
| Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
| Winning Trades | 74 | 35 | 39 | 36 | 20 | 16 |
| Losing Trades | 19 | 12 | 7 | 57 | 27 | 30 |
| Profitability (%) | 79.5699 | 74.4681 | 84.7826 | 38.7097 | 42.5532 | 34.7826 |
| Ratio Avg Win / Avg Loss | 0.0185 | 0.7725 | 0.0061 | 2.181 | 0.6383 | 5.0694 |
| Largest Winning Trade | 44657 | 44657 | 39744 | 335264033 | 47487170 | 335264033 |
| Largest Losing Trade | -8345227 | -43597 | -8345227 | -92550645 | -92550645 | -30584166 |
| Avg Bars in Trades | 46 | 50 | 41 | 46 | 50 | 41 |
| Avg Bars in Winners | 24 | 30 | 18 | 64 | 64 | 64 |
| Avg Bars in Losers | 131 | 109 | 170 | 34 | 39 | 30 |
| Bars Traded | 4290 | 2361 | 1928 | 4290 | 2361 | 1928 |
| Profit Streak | 132.6141 | 132.6141 | 241.1141 | 132.6141 | 132.6141 | 343.6141 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575035 | -242377 | -574996 | 292406 | -582633 | 364283 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4535,
"evaluation_days": 2267.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1568851200000,
"last_datapoint_time": 1758196800000,
"evaluation_time": 1758206659416,
"expiration_time": 1764074160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 152,
"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": [
[
-8168576.475921889,
187889.9842589688,
-8356466.460180856,
207785320.30789867,
-172524124.54167378,
380309444.84957236
],
[
-8168.576476,
187.889984,
-8356.46646,
207785.320308,
-172524.124542,
380309.44485
],
[
-3.602459,
0.082862,
-3.685321,
0.337484,
0,
0.364227
],
[
10755.81934,
10755.81934,
10755.81934,
10755.81934,
10755.81934,
10755.81934
],
[
-8352381,
-52628,
-8431559,
-340594968,
-237451894,
-179487408
],
[
0.071986,
2.253048,
0.034188,
1.377459,
0.472815,
2.70367
],
[
93,
47,
46,
93,
47,
46
],
[
74,
35,
39,
36,
20,
16
],
[
19,
12,
7,
57,
27,
30
],
[
79.569892,
74.468085,
84.782609,
38.709677,
42.553191,
34.782609
],
[
0.018483,
0.772474,
0.006136,
2.180976,
0.6383,
5.069382
],
[
44657,
44657,
39744,
335264033,
47487170,
335264033
],
[
-8345227,
-43597,
-8345227,
-92550645,
-92550645,
-30584166
],
[
46,
50,
41,
46,
50,
41
],
[
24,
30,
18,
64,
64,
64
],
[
131,
109,
170,
34,
39,
30
],
[
4290,
2361,
1928,
4290,
2361,
1928
],
[
132.614113,
132.614114,
241.114114,
132.614114,
132.614114,
343.614114
],
[
4,
2,
3,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575035,
-242377,
-574996,
292406,
-582633,
364283
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4535,
"evaluation_days": 2267.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1568851200000,
"last_datapoint_time": 1758196800000,
"evaluation_time": 1758206659416,
"expiration_time": 1764074160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 152,
"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) |
|---|