| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1526203.9931 | 1418110.1333 | 108093.8599 | 101909588.2182 | 69459285.1808 | 32450303.0375 |
| Total P&L (%) | 1526.204 | 1418.1101 | 108.0939 | 101909.5882 | 69459.2852 | 32450.303 |
| Avg Daily Profit (%) | 0.6762 | 0.6283 | 0.0479 | 0.3074 | 0.2904 | 0.2567 |
| Buy And Hold Return (%) | 8887.661 | 8887.661 | 8887.661 | 8887.661 | 8887.661 | 8887.661 |
| Max Trade Drawdown | -67892 | -73318 | -132033 | -9750956 | -7300507 | -10906533 |
| Profit Factor | 3.7034 | 7.1408 | 1.324 | 2.8309 | 3.4417 | 2.1925 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Losing Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Profitability (%) | 40.1515 | 40.9091 | 39.3939 | 40.1515 | 40.9091 | 39.3939 |
| Ratio Avg Win / Avg Loss | 5.5201 | 10.3145 | 2.0369 | 4.2197 | 4.9713 | 3.373 |
| Largest Winning Trade | 438071 | 438071 | 58325 | 37003750 | 37003750 | 18843682 |
| Largest Losing Trade | -49580 | -30770 | -49580 | -8356429 | -6098869 | -8356429 |
| Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
| Avg Bars in Winners | 67 | 73 | 61 | 67 | 73 | 61 |
| Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
| Bars Traded | 4309 | 2296 | 2013 | 4309 | 2296 | 2013 |
| 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 | -150305 | -273544 | -421967 | 391656 | -112600 | -118421 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4514,
"evaluation_days": 2257,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569067200000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757311674729,
"expiration_time": 1763139744000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
1526203.9931446959,
1418110.1332716967,
108093.8598729993,
101909588.21823785,
69459285.18077122,
32450303.037466604
],
[
1526.203993,
1418.110133,
108.09386,
101909.588218,
69459.285181,
32450.303037
],
[
0.676209,
0.628316,
0.047893,
0.307412,
0.290397,
0.256659
],
[
8887.661027,
8887.661027,
8887.661027,
8887.661027,
8887.661027,
8887.661027
],
[
-67892,
-73318,
-132033,
-9750956,
-7300507,
-10906533
],
[
3.703391,
7.140841,
1.324002,
2.830919,
3.441669,
2.192461
],
[
132,
66,
66,
132,
66,
66
],
[
53,
27,
26,
53,
27,
26
],
[
79,
39,
40,
79,
39,
40
],
[
40.151515,
40.909091,
39.393939,
40.151515,
40.909091,
39.393939
],
[
5.520148,
10.314548,
2.036926,
4.219671,
4.9713,
3.373016
],
[
438071,
438071,
58325,
37003750,
37003750,
18843682
],
[
-49580,
-30770,
-49580,
-8356429,
-6098869,
-8356429
],
[
32,
34,
30,
32,
34,
30
],
[
67,
73,
61,
67,
73,
61
],
[
9,
8,
10,
9,
8,
10
],
[
4309,
2296,
2013,
4309,
2296,
2013
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-150305,
-273544,
-421967,
391656,
-112600,
-118421
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4514,
"evaluation_days": 2257,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569067200000,
"last_datapoint_time": 1757289600000,
"evaluation_time": 1757311674729,
"expiration_time": 1763139744000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|