| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1476547.133 | 1412013.2571 | 64533.8759 | 31349343.7542 | 27320081.8433 | 4029261.911 |
| Total P&L (%) | 1476.5471 | 1412.0133 | 64.5339 | 31349.3438 | 27320.0818 | 4029.2619 |
| Avg Daily Profit (%) | 0.6496 | 0.6212 | 0.0284 | 0.2533 | 0.2473 | 0.1638 |
| Buy And Hold Return (%) | 9300.7782 | 9300.7782 | 9300.7782 | 9300.7782 | 9300.7782 | 9300.7782 |
| Max Trade Drawdown | -84878 | -70361 | -143677 | -11719062 | -4925324 | -9879809 |
| Profit Factor | 3.9887 | 8.4461 | 1.212 | 1.9425 | 2.723 | 1.2315 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
| Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
| Profitability (%) | 46.8085 | 46.8085 | 46.8085 | 46.8085 | 46.8085 | 46.8085 |
| Ratio Avg Win / Avg Loss | 4.5326 | 9.5978 | 1.3773 | 2.2074 | 3.0943 | 1.3994 |
| Largest Winning Trade | 537215 | 537215 | 58666 | 20292862 | 20292862 | 10330661 |
| Largest Losing Trade | -68572 | -16576 | -68572 | -6266315 | -3705469 | -6266315 |
| Avg Bars in Trades | 45 | 46 | 43 | 45 | 46 | 43 |
| Avg Bars in Winners | 78 | 83 | 73 | 78 | 83 | 73 |
| Avg Bars in Losers | 16 | 14 | 17 | 16 | 14 | 17 |
| Bars Traded | 4268 | 2202 | 2066 | 4268 | 2202 | 2066 |
| Profit Streak | 16.5629 | 40.0629 | 0 | 16.5629 | 40.0629 | 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 | -147260 | -146223 | -322343 | 323439 | 354907 | -159544 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4546,
"evaluation_days": 2273,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569110400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758720637884,
"expiration_time": 1764563616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 49,
"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": [
[
1476547.1330136815,
1412013.2571446882,
64533.8758689944,
31349343.75421374,
27320081.84325304,
4029261.9109607
],
[
1476.547133,
1412.013257,
64.533876,
31349.343754,
27320.081843,
4029.261911
],
[
0.649603,
0.621211,
0.028391,
0.253332,
0.247285,
0.163824
],
[
9300.77821,
9300.77821,
9300.77821,
9300.77821,
9300.77821,
9300.77821
],
[
-84878,
-70361,
-143677,
-11719062,
-4925324,
-9879809
],
[
3.988719,
8.446072,
1.211998,
1.942508,
2.723,
1.231493
],
[
94,
47,
47,
94,
47,
47
],
[
44,
22,
22,
44,
22,
22
],
[
50,
25,
25,
50,
25,
25
],
[
46.808511,
46.808511,
46.808511,
46.808511,
46.808511,
46.808511
],
[
4.532636,
9.597809,
1.37727,
2.207395,
3.094319,
1.399424
],
[
537215,
537215,
58666,
20292862,
20292862,
10330661
],
[
-68572,
-16576,
-68572,
-6266315,
-3705469,
-6266315
],
[
45,
46,
43,
45,
46,
43
],
[
78,
83,
73,
78,
83,
73
],
[
16,
14,
17,
16,
14,
17
],
[
4268,
2202,
2066,
4268,
2202,
2066
],
[
16.562938,
40.062938,
0,
16.562938,
40.062938,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-147260,
-146223,
-322343,
323439,
354907,
-159544
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4546,
"evaluation_days": 2273,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1569110400000,
"last_datapoint_time": 1758672000000,
"evaluation_time": 1758720637884,
"expiration_time": 1764563616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 49,
"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) |
|---|