| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -1636259.991 | 218996.8495 | -1855256.8405 | -17383739.3238 | 26488250.1281 | -43871989.4519 |
| Total P&L (%) | -1636.26 | 218.9969 | -1855.2568 | -17383.7393 | 26488.2501 | -43871.9895 |
| Avg Daily Profit (%) | -0.7239 | 0.0969 | -0.8208 | 0 | 0.2473 | 0 |
| Buy And Hold Return (%) | 9250.0834 | 9250.0834 | 9250.0834 | 9250.0834 | 9250.0834 | 9250.0834 |
| Max Trade Drawdown | -1885654 | -29326 | -1963550 | -88113088 | -7527497 | -93402469 |
| Profit Factor | 0.3011 | 2.8242 | 0.1648 | 0.88 | 2.0491 | 0.6331 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 39 | 19 | 20 | 40 | 21 | 19 |
| Losing Trades | 28 | 15 | 13 | 27 | 13 | 14 |
| Profitability (%) | 58.209 | 55.8824 | 60.6061 | 59.7015 | 61.7647 | 57.5758 |
| Ratio Avg Win / Avg Loss | 0.2162 | 2.2296 | 0.1071 | 0.594 | 1.2685 | 0.4665 |
| Largest Winning Trade | 42782 | 42782 | 37232 | 14221371 | 10565830 | 14221371 |
| Largest Losing Trade | -1548727 | -26514 | -1548727 | -41765342 | -7527497 | -41765342 |
| Avg Bars in Trades | 131 | 117 | 145 | 131 | 117 | 145 |
| Avg Bars in Winners | 115 | 125 | 106 | 117 | 108 | 128 |
| Avg Bars in Losers | 152 | 106 | 205 | 150 | 132 | 168 |
| Bars Traded | 8789 | 3986 | 4803 | 8789 | 3986 | 4803 |
| Profit Streak | 0 | 0 | 0 | 61.4106 | 61.4106 | 65.1606 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -700713 | -223260 | -579427 | -699544 | 362205 | -579261 |
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9041,
"evaluation_days": 2260.25,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1566799200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757605872347,
"expiration_time": 1763450568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 112,
"offset": 0,
"poles": 3
}
}
}
{
"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": [
[
-1636259.9909686241,
218996.8495391024,
-1855256.8405077264,
-17383739.323754616,
26488250.128117662,
-43871989.45187229
],
[
-1636.259991,
218.99685,
-1855.256841,
-17383.739324,
26488.250128,
-43871.989452
],
[
-0.723929,
0.096891,
-0.820819,
0,
0.247316,
0
],
[
9250.083371,
9250.083371,
9250.083371,
9250.083371,
9250.083371,
9250.083371
],
[
-1885654,
-29326,
-1963550,
-88113088,
-7527497,
-93402469
],
[
0.301149,
2.824163,
0.164789,
0.87997,
2.049136,
0.633119
],
[
67,
34,
33,
67,
34,
33
],
[
39,
19,
20,
40,
21,
19
],
[
28,
15,
13,
27,
13,
14
],
[
58.208955,
55.882353,
60.606061,
59.701493,
61.764706,
57.575758
],
[
0.216209,
2.229603,
0.107113,
0.59398,
1.268513,
0.466509
],
[
42782,
42782,
37232,
14221371,
10565830,
14221371
],
[
-1548727,
-26514,
-1548727,
-41765342,
-7527497,
-41765342
],
[
131,
117,
145,
131,
117,
145
],
[
115,
125,
106,
117,
108,
128
],
[
152,
106,
205,
150,
132,
168
],
[
8789,
3986,
4803,
8789,
3986,
4803
],
[
0,
0,
0,
61.41056,
61.41056,
65.16056
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-700713,
-223260,
-579427,
-699544,
362205,
-579261
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9041,
"evaluation_days": 2260.25,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1566799200000,
"last_datapoint_time": 1757592000000,
"evaluation_time": 1757605872347,
"expiration_time": 1763450568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 208,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 112,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|