| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1433594.4898 | 1312864.3127 | 120730.1771 | 121167171.1749 | 105196940.3069 | 15970230.8679 |
| Total P&L (%) | 1433.5945 | 1312.8643 | 120.7302 | 121167.1712 | 105196.9403 | 15970.2309 |
| Avg Daily Profit (%) | 0.6883 | 0.6303 | 0.058 | 0.3415 | 0.3347 | 0.2442 |
| Buy And Hold Return (%) | 11951.6252 | 11951.6252 | 11951.6252 | 11951.6252 | 11951.6252 | 11951.6252 |
| Max Trade Drawdown | -95820 | -86187 | -114038 | -72435921 | -44758312 | -53334226 |
| Profit Factor | 2.1013 | 3.0363 | 1.1838 | 1.2564 | 1.4369 | 1.0689 |
| Total Trades | 413 | 206 | 207 | 413 | 206 | 207 |
| Winning Trades | 195 | 94 | 101 | 195 | 94 | 101 |
| Losing Trades | 218 | 112 | 106 | 218 | 112 | 106 |
| Profitability (%) | 47.2155 | 45.6311 | 48.7923 | 47.2155 | 45.6311 | 48.7923 |
| Ratio Avg Win / Avg Loss | 2.3491 | 3.6177 | 1.2424 | 1.4046 | 1.712 | 1.1218 |
| Largest Winning Trade | 421304 | 421304 | 32389 | 66658179 | 66658179 | 26579871 |
| Largest Losing Trade | -38654 | -22699 | -38654 | -37609884 | -21123734 | -37609884 |
| Avg Bars in Trades | 59 | 61 | 58 | 59 | 61 | 58 |
| Avg Bars in Winners | 78 | 83 | 73 | 78 | 83 | 73 |
| Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
| Bars Traded | 24755 | 12667 | 12088 | 24755 | 12667 | 12088 |
| 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 | -148495 | -149438 | -299634 | 365062 | 361585 | -197404 |
{
"trading_pair": "DOGE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1577592000000,
"first_datapoint_time": 1578556800000,
"last_datapoint_time": 1757613600000,
"evaluation_time": 1757620006264,
"expiration_time": 1764092044800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 135,
"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": [
[
1433594.4898187546,
1312864.312698472,
120730.1771202845,
121167171.17485087,
105196940.30693386,
15970230.867916945
],
[
1433.59449,
1312.864313,
120.730177,
121167.171175,
105196.940307,
15970.230868
],
[
0.688292,
0.630327,
0.057964,
0.341492,
0.334689,
0.244175
],
[
11951.625239,
11951.625239,
11951.625239,
11951.625239,
11951.625239,
11951.625239
],
[
-95820,
-86187,
-114038,
-72435921,
-44758312,
-53334226
],
[
2.10129,
3.036295,
1.183757,
1.256435,
1.436858,
1.068926
],
[
413,
206,
207,
413,
206,
207
],
[
195,
94,
101,
195,
94,
101
],
[
218,
112,
106,
218,
112,
106
],
[
47.215496,
45.631068,
48.792271,
47.215496,
45.631068,
48.792271
],
[
2.349134,
3.617713,
1.242359,
1.40463,
1.712001,
1.121843
],
[
421304,
421304,
32389,
66658179,
66658179,
26579871
],
[
-38654,
-22699,
-38654,
-37609884,
-21123734,
-37609884
],
[
59,
61,
58,
59,
61,
58
],
[
78,
83,
73,
78,
83,
73
],
[
43,
43,
43,
43,
43,
43
],
[
24755,
12667,
12088,
24755,
12667,
12088
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-148495,
-149438,
-299634,
365062,
361585,
-197404
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24994,
"evaluation_days": 2082.83,
"actual_first_datapoint_time": 1577592000000,
"first_datapoint_time": 1578556800000,
"last_datapoint_time": 1757613600000,
"evaluation_time": 1757620006264,
"expiration_time": 1764092044800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 135,
"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) |
|---|