| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -385970.2953 | 940827.2574 | -1326797.5528 | 1621448540.2379 | -303830637.9964 | 1925279178.2343 |
| Total P&L (%) | -385.9703 | 940.8273 | -1326.7976 | 1621448.5402 | -303830.638 | 1925279.1782 |
| Avg Daily Profit (%) | -0.1701 | 0.4147 | -0.5848 | 0.4282 | 0 | 0.4358 |
| Buy And Hold Return (%) | 10678.3673 | 10678.3673 | 10678.3673 | 10678.3673 | 10678.3673 | 10678.3673 |
| Max Trade Drawdown | -1446050 | -51782 | -1468299 | -959637822 | -1073283467 | -274658472 |
| Profit Factor | 0.8006 | 6.5913 | 0.2492 | 1.883 | 0.7633 | 4.4822 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 51 | 21 | 30 | 37 | 21 | 16 |
| Losing Trades | 28 | 18 | 10 | 42 | 18 | 24 |
| Profitability (%) | 64.557 | 53.8462 | 75 | 46.8354 | 53.8462 | 40 |
| Ratio Avg Win / Avg Loss | 0.4395 | 5.6497 | 0.0831 | 2.1374 | 0.6542 | 6.7233 |
| Largest Winning Trade | 491834 | 491834 | 43734 | 1825791715 | 532072357 | 1825791715 |
| Largest Losing Trade | -1446050 | -39236 | -1446050 | -340069563 | -340069563 | -81802381 |
| Avg Bars in Trades | 166 | 160 | 172 | 166 | 160 | 172 |
| Avg Bars in Winners | 168 | 189 | 153 | 163 | 159 | 169 |
| Avg Bars in Losers | 162 | 125 | 228 | 168 | 160 | 174 |
| Bars Traded | 13148 | 6245 | 6903 | 13148 | 6245 | 6903 |
| Profit Streak | 0 | 140.1131 | 0 | 0 | 140.1131 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -609890 | -145896 | -577509 | -18945 | -579297 | 489876 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13612,
"evaluation_days": 2268.67,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1567872000000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758364973735,
"expiration_time": 1764235584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 135,
"offset": 176
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 136,
"offset": 249
}
}
}
{
"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": [
[
-385970.2953103351,
940827.2574495404,
-1326797.5527598748,
1621448540.2378929,
-303830637.9963935,
1925279178.2342865
],
[
-385.970295,
940.827257,
-1326.797553,
1621448.540238,
-303830.637996,
1925279.178234
],
[
-0.170131,
0.414704,
-0.584835,
0.428201,
0,
0.435804
],
[
10678.367347,
10678.367347,
10678.367347,
10678.367347,
10678.367347,
10678.367347
],
[
-1446050,
-51782,
-1468299,
-959637822,
-1073283467,
-274658472
],
[
0.800569,
6.591306,
0.249162,
1.882984,
0.763268,
4.482211
],
[
79,
39,
40,
79,
39,
40
],
[
51,
21,
30,
37,
21,
16
],
[
28,
18,
10,
42,
18,
24
],
[
64.556962,
53.846154,
75,
46.835443,
53.846154,
40
],
[
0.439528,
5.649691,
0.083054,
2.137441,
0.65423,
6.723316
],
[
491834,
491834,
43734,
1825791715,
532072357,
1825791715
],
[
-1446050,
-39236,
-1446050,
-340069563,
-340069563,
-81802381
],
[
166,
160,
172,
166,
160,
172
],
[
168,
189,
153,
163,
159,
169
],
[
162,
125,
228,
168,
160,
174
],
[
13148,
6245,
6903,
13148,
6245,
6903
],
[
0,
140.113122,
0,
0,
140.113122,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-609890,
-145896,
-577509,
-18945,
-579297,
489876
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13612,
"evaluation_days": 2268.67,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1567872000000,
"last_datapoint_time": 1758355200000,
"evaluation_time": 1758364973735,
"expiration_time": 1764235584000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 135,
"offset": 176
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 136,
"offset": 249
}
}
}
| # | 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) |
|---|