| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 3100035.3236 | 3005109.5494 | 94925.7742 | 54916156.926 | 36382204.5817 | 18533952.3442 |
| Total P&L (%) | 3100.0353 | 3005.1095 | 94.9258 | 54916.1569 | 36382.2046 | 18533.9523 |
| Avg Daily Profit (%) | 1.371 | 1.329 | 0.042 | 0.2795 | 0.2612 | 0.2315 |
| Buy And Hold Return (%) | 9266.3837 | 9266.3837 | 9266.3837 | 9266.3837 | 9266.3837 | 9266.3837 |
| Max Trade Drawdown | -132027 | -132533 | -28508 | -47271814 | -49987780 | -17600289 |
| Profit Factor | 6.1126 | 7.9507 | 1.5455 | 1.3583 | 1.3244 | 1.4511 |
| Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
| Winning Trades | 130 | 59 | 71 | 130 | 59 | 71 |
| Losing Trades | 73 | 43 | 30 | 73 | 43 | 30 |
| Profitability (%) | 64.0394 | 57.8431 | 70.297 | 64.0394 | 57.8431 | 70.297 |
| Ratio Avg Win / Avg Loss | 3.4325 | 5.7946 | 0.653 | 0.7628 | 0.9652 | 0.6131 |
| Largest Winning Trade | 2077351 | 2077351 | 26040 | 49175203 | 49175203 | 6559148 |
| Largest Losing Trade | -39879 | -39879 | -24241 | -18277976 | -18277976 | -5450491 |
| Avg Bars in Trades | 65 | 115 | 15 | 65 | 115 | 15 |
| Avg Bars in Winners | 46 | 86 | 12 | 46 | 86 | 12 |
| Avg Bars in Losers | 100 | 155 | 22 | 100 | 155 | 22 |
| Bars Traded | 13349 | 11787 | 1563 | 13349 | 11787 | 1563 |
| Profit Streak | 4.1409 | 4.1409 | 53.4743 | 4.1409 | 4.1409 | 53.4743 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -139861 | -142516 | -298804 | 378029 | 214083 | 167254 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13567,
"evaluation_days": 2261.17,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565107200000,
"last_datapoint_time": 1757707200000,
"evaluation_time": 1757719377258,
"expiration_time": 1763568144000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 13,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 194,
"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": [
[
3100035.3235894693,
3005109.549390202,
94925.7741992689,
54916156.92595356,
36382204.58172602,
18533952.344227552
],
[
3100.035324,
3005.109549,
94.925774,
54916.156926,
36382.204582,
18533.952344
],
[
1.370987,
1.329006,
0.041981,
0.279458,
0.261241,
0.231456
],
[
9266.383701,
9266.383701,
9266.383701,
9266.383701,
9266.383701,
9266.383701
],
[
-132027,
-132533,
-28508,
-47271814,
-49987780,
-17600289
],
[
6.112621,
7.950734,
1.545534,
1.358332,
1.324351,
1.451103
],
[
203,
102,
101,
203,
102,
101
],
[
130,
59,
71,
130,
59,
71
],
[
73,
43,
30,
73,
43,
30
],
[
64.039409,
57.843137,
70.29703,
64.039409,
57.843137,
70.29703
],
[
3.432472,
5.794603,
0.653042,
0.762755,
0.965205,
0.613142
],
[
2077351,
2077351,
26040,
49175203,
49175203,
6559148
],
[
-39879,
-39879,
-24241,
-18277976,
-18277976,
-5450491
],
[
65,
115,
15,
65,
115,
15
],
[
46,
86,
12,
46,
86,
12
],
[
100,
155,
22,
100,
155,
22
],
[
13349,
11787,
1563,
13349,
11787,
1563
],
[
4.14094,
4.14094,
53.474274,
4.14094,
4.14094,
53.474274
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-139861,
-142516,
-298804,
378029,
214083,
167254
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13567,
"evaluation_days": 2261.17,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565107200000,
"last_datapoint_time": 1757707200000,
"evaluation_time": 1757719377258,
"expiration_time": 1763568144000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 13,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 194,
"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) |
|---|