| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1541256.8382 | 1424838.6461 | 116418.1921 | 103121445.3736 | 105711369.3941 | -2589924.0205 |
| Total P&L (%) | 1541.2568 | 1424.8386 | 116.4182 | 103121.4454 | 105711.3694 | -2589.924 |
| Avg Daily Profit (%) | 0.7401 | 0.6842 | 0.0559 | 0.3338 | 0.335 | 0 |
| Buy And Hold Return (%) | 10830.4888 | 10830.4888 | 10830.4888 | 10830.4888 | 10830.4888 | 10830.4888 |
| Max Trade Drawdown | -123711 | -92288 | -122271 | -59201172 | -71200344 | -73152780 |
| Profit Factor | 2.1462 | 3.1363 | 1.1718 | 1.1937 | 1.3745 | 0.9896 |
| Total Trades | 391 | 196 | 195 | 391 | 196 | 195 |
| Winning Trades | 191 | 90 | 101 | 191 | 90 | 101 |
| Losing Trades | 200 | 106 | 94 | 200 | 106 | 94 |
| Profitability (%) | 48.8491 | 45.9184 | 51.7949 | 48.8491 | 45.9184 | 51.7949 |
| Ratio Avg Win / Avg Loss | 2.2474 | 3.6939 | 1.0906 | 1.2499 | 1.6189 | 0.9211 |
| Largest Winning Trade | 482024 | 482024 | 39602 | 54687689 | 54687689 | 17863675 |
| Largest Losing Trade | -65773 | -25104 | -65773 | -32653865 | -32653865 | -32542624 |
| Avg Bars in Trades | 63 | 66 | 60 | 63 | 66 | 60 |
| Avg Bars in Winners | 77 | 81 | 72 | 77 | 81 | 72 |
| Avg Bars in Losers | 49 | 52 | 46 | 49 | 52 | 46 |
| Bars Traded | 24696 | 12962 | 11734 | 24696 | 12962 | 11734 |
| Profit Streak | 27.5064 | 31.7564 | 0 | 27.5064 | 31.7564 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -146904 | -148184 | -314902 | 138521 | 369550 | -580079 |
{
"trading_pair": "DOGE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1578722400000,
"first_datapoint_time": 1579780800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758938951166,
"expiration_time": 1765200067200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 148,
"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": [
[
1541256.8382079012,
1424838.6460589012,
116418.1921489981,
103121445.37355751,
105711369.39409259,
-2589924.020535102
],
[
1541.256838,
1424.838646,
116.418192,
103121.445374,
105711.369394,
-2589.924021
],
[
0.740071,
0.68417,
0.055901,
0.33377,
0.334964,
0
],
[
10830.488826,
10830.488826,
10830.488826,
10830.488826,
10830.488826,
10830.488826
],
[
-123711,
-92288,
-122271,
-59201172,
-71200344,
-73152780
],
[
2.146249,
3.13633,
1.171796,
1.193688,
1.374505,
0.989646
],
[
391,
196,
195,
391,
196,
195
],
[
191,
90,
101,
191,
90,
101
],
[
200,
106,
94,
200,
106,
94
],
[
48.849105,
45.918367,
51.794872,
48.849105,
45.918367,
51.794872
],
[
2.247381,
3.6939,
1.090583,
1.249936,
1.618862,
0.921057
],
[
482024,
482024,
39602,
54687689,
54687689,
17863675
],
[
-65773,
-25104,
-65773,
-32653865,
-32653865,
-32542624
],
[
63,
66,
60,
63,
66,
60
],
[
77,
81,
72,
77,
81,
72
],
[
49,
52,
46,
49,
52,
46
],
[
24696,
12962,
11734,
24696,
12962,
11734
],
[
27.506379,
31.756379,
0,
27.506379,
31.756379,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146904,
-148184,
-314902,
138521,
369550,
-580079
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1578722400000,
"first_datapoint_time": 1579780800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758938951166,
"expiration_time": 1765200067200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 148,
"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) |
|---|