| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2569714.654 | 2501398.0578 | 68316.5961 | 42128050.955 | 60608155.6093 | -18480104.6543 |
| Total P&L (%) | 2569.7147 | 2501.3981 | 68.3166 | 42128.051 | 60608.1556 | -18480.1047 |
| Avg Daily Profit (%) | 1.1345 | 1.1044 | 0.0302 | 0.2673 | 0.2833 | 0 |
| Buy And Hold Return (%) | 11198.8491 | 11198.8491 | 11198.8491 | 11198.8491 | 11198.8491 | 11198.8491 |
| Max Trade Drawdown | -73724 | -67252 | -41613 | -32156425 | -14043648 | -24623878 |
| Profit Factor | 9.2933 | 17.9106 | 1.4219 | 1.4833 | 2.9066 | 0.6663 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
| Ratio Avg Win / Avg Loss | 11.438 | 25.3733 | 1.5234 | 1.8256 | 4.1177 | 0.7139 |
| Largest Winning Trade | 1800560 | 1800560 | 51213 | 47556115 | 47556115 | 20444493 |
| Largest Losing Trade | -38645 | -25489 | -38645 | -14094111 | -5448126 | -14094111 |
| Avg Bars in Trades | 111 | 107 | 115 | 111 | 107 | 115 |
| Avg Bars in Winners | 183 | 187 | 179 | 183 | 187 | 179 |
| Avg Bars in Losers | 52 | 50 | 55 | 52 | 50 | 55 |
| Bars Traded | 6467 | 3116 | 3351 | 6467 | 3116 | 3351 |
| Profit Streak | 0 | 95.4339 | 0 | 0 | 95.4339 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -325304 | -146667 | -317153 | -173017 | 374151 | -581503 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6795,
"evaluation_days": 2265,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1568332800000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757989491757,
"expiration_time": 1763851680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 15,
"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": [
[
2569714.6539611192,
2501398.057837416,
68316.596123704,
42128050.95499299,
60608155.609341204,
-18480104.65434822
],
[
2569.714654,
2501.398058,
68.316596,
42128.050955,
60608.155609,
-18480.104654
],
[
1.134532,
1.10437,
0.030162,
0.267274,
0.283344,
0
],
[
11198.849121,
11198.849121,
11198.849121,
11198.849121,
11198.849121,
11198.849121
],
[
-73724,
-67252,
-41613,
-32156425,
-14043648,
-24623878
],
[
9.293349,
17.910573,
1.421881,
1.483307,
2.90664,
0.666293
],
[
58,
29,
29,
58,
29,
29
],
[
26,
12,
14,
26,
12,
14
],
[
32,
17,
15,
32,
17,
15
],
[
44.827586,
41.37931,
48.275862,
44.827586,
41.37931,
48.275862
],
[
11.437968,
25.373311,
1.523444,
1.825609,
4.11774,
0.713886
],
[
1800560,
1800560,
51213,
47556115,
47556115,
20444493
],
[
-38645,
-25489,
-38645,
-14094111,
-5448126,
-14094111
],
[
111,
107,
115,
111,
107,
115
],
[
183,
187,
179,
183,
187,
179
],
[
52,
50,
55,
52,
50,
55
],
[
6467,
3116,
3351,
6467,
3116,
3351
],
[
0,
95.433932,
0,
0,
95.433932,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-325304,
-146667,
-317153,
-173017,
374151,
-581503
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6795,
"evaluation_days": 2265,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1568332800000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1757989491757,
"expiration_time": 1763851680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 210,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 15,
"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) |
|---|