| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -9871869.2937 | 103193.0838 | -9975062.3775 | 84629685.9652 | 10350097.915 | 74279588.0502 |
| Total P&L (%) | -9871.8693 | 103.1931 | -9975.0624 | 84629.686 | 10350.0979 | 74279.5881 |
| Avg Daily Profit (%) | -4.3671 | 0.0457 | -4.4128 | 0.2987 | 0.2059 | 0.2929 |
| Buy And Hold Return (%) | 8706.1189 | 8706.1189 | 8706.1189 | 8706.1189 | 8706.1189 | 8706.1189 |
| Max Trade Drawdown | -10050412 | -44887 | -10110843 | -48162621 | -18966274 | -45079696 |
| Profit Factor | 0.0679 | 1.7157 | 0.0452 | 1.6389 | 1.2211 | 1.8673 |
| Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
| Winning Trades | 190 | 88 | 102 | 106 | 50 | 56 |
| Losing Trades | 49 | 32 | 17 | 133 | 70 | 63 |
| Profitability (%) | 79.4979 | 73.3333 | 85.7143 | 44.3515 | 41.6667 | 47.0588 |
| Ratio Avg Win / Avg Loss | 0.0175 | 0.6239 | 0.0075 | 2.0564 | 1.7095 | 2.1008 |
| Largest Winning Trade | 22112 | 12463 | 22112 | 44707759 | 11018619 | 44707759 |
| Largest Losing Trade | -9942319 | -27653 | -9942319 | -11494889 | -5494613 | -11494889 |
| Avg Bars in Trades | 17 | 6 | 29 | 17 | 6 | 29 |
| Avg Bars in Winners | 7 | 3 | 10 | 18 | 6 | 29 |
| Avg Bars in Losers | 60 | 13 | 148 | 17 | 5 | 30 |
| Bars Traded | 4297 | 734 | 3563 | 4297 | 734 | 3563 |
| Profit Streak | 79.4792 | 79.4792 | 103.9792 | 79.4792 | 79.4792 | 103.9792 |
| Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -574010 | -292934 | -574545 | 458346 | -100465 | 458753 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4521,
"evaluation_days": 2260.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1564790400000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757633403826,
"expiration_time": 1763451216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 58,
"offset": 0,
"scalar": 2
}
}
}
{
"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": [
[
-9871869.293717114,
103193.0837727296,
-9975062.377489842,
84629685.96519881,
10350097.915033432,
74279588.05016539
],
[
-9871.869294,
103.193084,
-9975.062377,
84629.685965,
10350.097915,
74279.58805
],
[
-4.367118,
0.045651,
-4.412768,
0.2987,
0.205883,
0.29292
],
[
8706.118941,
8706.118941,
8706.118941,
8706.118941,
8706.118941,
8706.118941
],
[
-10050412,
-44887,
-10110843,
-48162621,
-18966274,
-45079696
],
[
0.067899,
1.715663,
0.045155,
1.638904,
1.221058,
1.867348
],
[
239,
120,
119,
239,
120,
119
],
[
190,
88,
102,
106,
50,
56
],
[
49,
32,
17,
133,
70,
63
],
[
79.497908,
73.333333,
85.714286,
44.351464,
41.666667,
47.058824
],
[
0.017511,
0.623877,
0.007526,
2.056361,
1.709481,
2.100767
],
[
22112,
12463,
22112,
44707759,
11018619,
44707759
],
[
-9942319,
-27653,
-9942319,
-11494889,
-5494613,
-11494889
],
[
17,
6,
29,
17,
6,
29
],
[
7,
3,
10,
18,
6,
29
],
[
60,
13,
148,
17,
5,
30
],
[
4297,
734,
3563,
4297,
734,
3563
],
[
79.479211,
79.479211,
103.979211,
79.479211,
79.479211,
103.979211
],
[
4,
2,
6,
4,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-574010,
-292934,
-574545,
458346,
-100465,
458753
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4521,
"evaluation_days": 2260.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1564790400000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757633403826,
"expiration_time": 1763451216000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 3,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 58,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|