| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -11309816.1812 | 39269.4465 | -11349085.6277 | 741794.2774 | 28979667.2098 | -28237872.9323 |
| Total P&L (%) | -11309.8162 | 39.2694 | -11349.0856 | 741.7943 | 28979.6672 | -28237.8729 |
| Avg Daily Profit (%) | -5.0021 | 0.0174 | -5.0195 | 0.0943 | 0.2512 | 0 |
| Buy And Hold Return (%) | 10733.1614 | 10733.1614 | 10733.1614 | 10733.1614 | 10733.1614 | 10733.1614 |
| Max Trade Drawdown | -11553386 | -125898 | -11434493 | -52401274 | -6673054 | -57589574 |
| Profit Factor | 0.0365 | 1.1803 | 0.0149 | 1.0093 | 4.23 | 0.5988 |
| Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Winning Trades | 38 | 18 | 20 | 42 | 23 | 19 |
| Losing Trades | 30 | 16 | 14 | 26 | 11 | 15 |
| Profitability (%) | 55.8824 | 52.9412 | 58.8235 | 61.7647 | 67.6471 | 55.8824 |
| Ratio Avg Win / Avg Loss | 0.0288 | 1.0492 | 0.0104 | 0.6248 | 2.023 | 0.4728 |
| Largest Winning Trade | 102129 | 102129 | 41671 | 18231179 | 14522722 | 18231179 |
| Largest Losing Trade | -11197413 | -50492 | -11197413 | -51164540 | -2343547 | -51164540 |
| Avg Bars in Trades | 94 | 102 | 87 | 94 | 102 | 87 |
| Avg Bars in Winners | 72 | 89 | 57 | 88 | 101 | 73 |
| Avg Bars in Losers | 122 | 116 | 130 | 105 | 105 | 104 |
| Bars Traded | 6456 | 3482 | 2974 | 6456 | 3482 | 2974 |
| Profit Streak | 7.0453 | 7.712 | 0 | 7.0453 | 7.712 | 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 | -692831 | -356559 | -579651 | -555681 | 549913 | -580032 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6783,
"evaluation_days": 2261,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1569312000000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757639116134,
"expiration_time": 1763495712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 244,
"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": [
[
-11309816.181234509,
39269.4465153445,
-11349085.62774985,
741794.2774437948,
28979667.20976534,
-28237872.932321552
],
[
-11309.816181,
39.269447,
-11349.085628,
741.794277,
28979.66721,
-28237.872932
],
[
-5.00213,
0.017368,
-5.019498,
0.094267,
0.251205,
0
],
[
10733.161391,
10733.161391,
10733.161391,
10733.161391,
10733.161391,
10733.161391
],
[
-11553386,
-125898,
-11434493,
-52401274,
-6673054,
-57589574
],
[
0.036505,
1.180321,
0.014883,
1.009347,
4.229983,
0.598845
],
[
68,
34,
34,
68,
34,
34
],
[
38,
18,
20,
42,
23,
19
],
[
30,
16,
14,
26,
11,
15
],
[
55.882353,
52.941176,
58.823529,
61.764706,
67.647059,
55.882353
],
[
0.02882,
1.049175,
0.010418,
0.624834,
2.023035,
0.472772
],
[
102129,
102129,
41671,
18231179,
14522722,
18231179
],
[
-11197413,
-50492,
-11197413,
-51164540,
-2343547,
-51164540
],
[
94,
102,
87,
94,
102,
87
],
[
72,
89,
57,
88,
101,
73
],
[
122,
116,
130,
105,
105,
104
],
[
6456,
3482,
2974,
6456,
3482,
2974
],
[
7.045325,
7.711992,
0,
7.045326,
7.711992,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-692831,
-356559,
-579651,
-555681,
549913,
-580032
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6783,
"evaluation_days": 2261,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1569312000000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757639116134,
"expiration_time": 1763495712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 244,
"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) |
|---|