| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1986971.0626 | 1928093.9145 | 58877.1481 | 32108118.6901 | 24171715.1475 | 7936403.5427 |
| Total P&L (%) | 1986.9711 | 1928.0939 | 58.8771 | 32108.1187 | 24171.7151 | 7936.4035 |
| Avg Daily Profit (%) | 0.8779 | 0.8519 | 0.026 | 0.2555 | 0.2429 | 0.194 |
| Buy And Hold Return (%) | 9609.0821 | 9609.0821 | 9609.0821 | 9609.0821 | 9609.0821 | 9609.0821 |
| Max Trade Drawdown | -112237 | -46294 | -92082 | -12925858 | -3312587 | -12657203 |
| Profit Factor | 6.2436 | 15.0646 | 1.2434 | 2.2613 | 4.1389 | 1.447 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 50 | 47.0588 | 52.9412 | 50 | 47.0588 | 52.9412 |
| Ratio Avg Win / Avg Loss | 6.2436 | 16.9477 | 1.1053 | 2.2613 | 4.6563 | 1.2862 |
| Largest Winning Trade | 1131226 | 1131226 | 49930 | 19054785 | 19054785 | 13282514 |
| Largest Losing Trade | -60367 | -28105 | -60367 | -5355705 | -3053784 | -5355705 |
| Avg Bars in Trades | 192 | 184 | 200 | 192 | 184 | 200 |
| Avg Bars in Winners | 283 | 268 | 296 | 283 | 268 | 296 |
| Avg Bars in Losers | 101 | 109 | 92 | 101 | 109 | 92 |
| Bars Traded | 13085 | 6263 | 6822 | 13085 | 6263 | 6822 |
| 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 | -257515 | -145199 | -323796 | -103491 | 391157 | -156445 |
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13580,
"evaluation_days": 2263.33,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565582400000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757900693209,
"expiration_time": 1763760960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 59,
"offset": 56,
"std": 2.28533
}
}
}
{
"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": [
[
1986971.062624393,
1928093.914493306,
58877.1481310868,
32108118.690141827,
24171715.147487473,
7936403.542654364
],
[
1986.971063,
1928.093914,
58.877148,
32108.11869,
24171.715147,
7936.403543
],
[
0.877897,
0.851884,
0.026014,
0.255472,
0.242941,
0.193998
],
[
9609.082062,
9609.082062,
9609.082062,
9609.082062,
9609.082062,
9609.082062
],
[
-112237,
-46294,
-92082,
-12925858,
-3312587,
-12657203
],
[
6.243575,
15.064599,
1.243449,
2.261255,
4.138946,
1.446953
],
[
68,
34,
34,
68,
34,
34
],
[
34,
16,
18,
34,
16,
18
],
[
34,
18,
16,
34,
18,
16
],
[
50,
47.058824,
52.941176,
50,
47.058824,
52.941176
],
[
6.243575,
16.947674,
1.105288,
2.261255,
4.656315,
1.28618
],
[
1131226,
1131226,
49930,
19054785,
19054785,
13282514
],
[
-60367,
-28105,
-60367,
-5355705,
-3053784,
-5355705
],
[
192,
184,
200,
192,
184,
200
],
[
283,
268,
296,
283,
268,
296
],
[
101,
109,
92,
101,
109,
92
],
[
13085,
6263,
6822,
13085,
6263,
6822
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-257515,
-145199,
-323796,
-103491,
391157,
-156445
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13580,
"evaluation_days": 2263.33,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565582400000,
"last_datapoint_time": 1757894400000,
"evaluation_time": 1757900693209,
"expiration_time": 1763760960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 59,
"offset": 56,
"std": 2.28533
}
}
}
| # | 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) |
|---|