| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -11337356.2447 | 18519.2338 | -11355875.4785 | 456028.5894 | 27073086.4297 | -26617057.8403 |
| Total P&L (%) | -11337.3562 | 18.5192 | -11355.8755 | 456.0286 | 27073.0864 | -26617.0578 |
| Avg Daily Profit (%) | -5.0114 | 0.0082 | -5.0195 | 0.0759 | 0.2481 | 0 |
| Buy And Hold Return (%) | 11401.2446 | 11401.2446 | 11401.2446 | 11401.2446 | 11401.2446 | 11401.2446 |
| Max Trade Drawdown | -11559163 | -132121 | -11427041 | -46563118 | -4998738 | -50403907 |
| Profit Factor | 0.0343 | 1.085 | 0.0144 | 1.0065 | 4.3971 | 0.5749 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 36 | 18 | 18 | 40 | 21 | 19 |
| Losing Trades | 36 | 18 | 18 | 32 | 15 | 17 |
| Profitability (%) | 50 | 50 | 50 | 55.5556 | 58.3333 | 52.7778 |
| Ratio Avg Win / Avg Loss | 0.0343 | 1.085 | 0.0144 | 0.8052 | 3.1408 | 0.5144 |
| Largest Winning Trade | 101401 | 101401 | 41671 | 15176343 | 11293708 | 15176343 |
| Largest Losing Trade | -11197413 | -51252 | -11197413 | -46563118 | -1827062 | -46563118 |
| Avg Bars in Trades | 89 | 97 | 82 | 89 | 97 | 82 |
| Avg Bars in Winners | 71 | 80 | 62 | 88 | 102 | 73 |
| Avg Bars in Losers | 107 | 113 | 102 | 91 | 89 | 92 |
| Bars Traded | 6457 | 3494 | 2963 | 6457 | 3494 | 2963 |
| Profit Streak | 8.4945 | 9.1612 | 0 | 8.4945 | 9.1612 | 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 | -663884 | -474055 | -580780 | -554628 | 473580 | -580420 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6787,
"evaluation_days": 2262.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1569052800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757764324837,
"expiration_time": 1763614368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 235,
"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": [
[
-11337356.244696239,
18519.233784127,
-11355875.478480361,
456028.5893997129,
27073086.429654628,
-26617057.840254914
],
[
-11337.356245,
18.519234,
-11355.875478,
456.028589,
27073.08643,
-26617.05784
],
[
-5.011363,
0.008186,
-5.019549,
0.075864,
0.248052,
0
],
[
11401.244555,
11401.244555,
11401.244555,
11401.244555,
11401.244555,
11401.244555
],
[
-11559163,
-132121,
-11427041,
-46563118,
-4998738,
-50403907
],
[
0.034305,
1.084978,
0.014432,
1.00646,
4.397133,
0.574935
],
[
72,
36,
36,
72,
36,
36
],
[
36,
18,
18,
40,
21,
19
],
[
36,
18,
18,
32,
15,
17
],
[
50,
50,
50,
55.555556,
58.333333,
52.777778
],
[
0.034305,
1.084978,
0.014432,
0.805168,
3.140809,
0.514416
],
[
101401,
101401,
41671,
15176343,
11293708,
15176343
],
[
-11197413,
-51252,
-11197413,
-46563118,
-1827062,
-46563118
],
[
89,
97,
82,
89,
97,
82
],
[
71,
80,
62,
88,
102,
73
],
[
107,
113,
102,
91,
89,
92
],
[
6457,
3494,
2963,
6457,
3494,
2963
],
[
8.4945,
9.161167,
0,
8.4945,
9.161167,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-663884,
-474055,
-580780,
-554628,
473580,
-580420
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6787,
"evaluation_days": 2262.33,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1569052800000,
"last_datapoint_time": 1757750400000,
"evaluation_time": 1757764324837,
"expiration_time": 1763614368000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 235,
"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) |
|---|