| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 165427.8271 | 758640.0464 | -593212.2193 | 103869097.8273 | 60537586.2777 | 43331511.5496 |
| Total P&L (%) | 165.4278 | 758.64 | -593.2122 | 103869.0978 | 60537.5863 | 43331.5116 |
| Avg Daily Profit (%) | 0.0733 | 0.336 | -0.2627 | 0.3081 | 0.2842 | 0.2694 |
| Buy And Hold Return (%) | 11116.1079 | 11116.1079 | 11116.1079 | 11116.1079 | 11116.1079 | 11116.1079 |
| Max Trade Drawdown | -731290 | -54776 | -798651 | -49003067 | -53291458 | -12160176 |
| Profit Factor | 1.149 | 4.853 | 0.3508 | 1.8067 | 1.6371 | 2.2846 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 41 | 20 | 21 | 41 | 19 | 22 |
| Losing Trades | 25 | 13 | 12 | 25 | 14 | 11 |
| Profitability (%) | 62.1212 | 60.6061 | 63.6364 | 62.1212 | 57.5758 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.7006 | 3.1544 | 0.2004 | 1.1016 | 1.2062 | 1.1423 |
| Largest Winning Trade | 327270 | 327270 | 39669 | 81857018 | 81857018 | 22949023 |
| Largest Losing Trade | -407953 | -33449 | -407953 | -36243447 | -36243447 | -7683118 |
| Avg Bars in Trades | 97 | 109 | 85 | 97 | 109 | 85 |
| Avg Bars in Winners | 111 | 123 | 100 | 113 | 126 | 103 |
| Avg Bars in Losers | 74 | 88 | 59 | 71 | 87 | 50 |
| Bars Traded | 6447 | 3622 | 2825 | 6447 | 3622 | 2825 |
| 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 | -446177 | -147540 | -579035 | -115650 | 384013 | 420900 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6774,
"evaluation_days": 2258,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1569398400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757378757062,
"expiration_time": 1763228736000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 58,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
165427.8271030845,
758640.0464412537,
-593212.2193381692,
103869097.82730894,
60537586.2777164,
43331511.54959252
],
[
165.427827,
758.640046,
-593.212219,
103869.097827,
60537.586278,
43331.51155
],
[
0.073263,
0.335979,
-0.262716,
0.308121,
0.284172,
0.269351
],
[
11116.107889,
11116.107889,
11116.107889,
11116.107889,
11116.107889,
11116.107889
],
[
-731290,
-54776,
-798651,
-49003067,
-53291458,
-12160176
],
[
1.14895,
4.852976,
0.35078,
1.80669,
1.63705,
2.284596
],
[
66,
33,
33,
66,
33,
33
],
[
41,
20,
21,
41,
19,
22
],
[
25,
13,
12,
25,
14,
11
],
[
62.121212,
60.606061,
63.636364,
62.121212,
57.575758,
66.666667
],
[
0.700579,
3.154434,
0.200446,
1.10164,
1.206247,
1.142298
],
[
327270,
327270,
39669,
81857018,
81857018,
22949023
],
[
-407953,
-33449,
-407953,
-36243447,
-36243447,
-7683118
],
[
97,
109,
85,
97,
109,
85
],
[
111,
123,
100,
113,
126,
103
],
[
74,
88,
59,
71,
87,
50
],
[
6447,
3622,
2825,
6447,
3622,
2825
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-446177,
-147540,
-579035,
-115650,
384013,
420900
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6774,
"evaluation_days": 2258,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1569398400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757378757062,
"expiration_time": 1763228736000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 58,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|