| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -2154810.4235 | 180521.6735 | -2335332.097 | -57848369.9307 | 60223496.3531 | -118071866.2838 |
| Total P&L (%) | -2154.8104 | 180.5217 | -2335.3321 | -57848.3699 | 60223.4964 | -118071.8663 |
| Avg Daily Profit (%) | -0.9497 | 0.0796 | -1.0292 | 0 | 0.2826 | 0 |
| Buy And Hold Return (%) | 10833.3772 | 10833.3772 | 10833.3772 | 10833.3772 | 10833.3772 | 10833.3772 |
| Max Trade Drawdown | -2291442 | -54836 | -2388275 | -221243323 | -32633248 | -209202433 |
| Profit Factor | 0.2268 | 2.1117 | 0.1101 | 0.8183 | 1.7387 | 0.5016 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 67 | 33 | 34 | 62 | 30 | 32 |
| Losing Trades | 17 | 9 | 8 | 22 | 12 | 10 |
| Profitability (%) | 79.7619 | 78.5714 | 80.9524 | 73.8095 | 71.4286 | 76.1905 |
| Ratio Avg Win / Avg Loss | 0.0575 | 0.5759 | 0.0259 | 0.2904 | 0.6955 | 0.1567 |
| Largest Winning Trade | 58514 | 58514 | 27557 | 46030329 | 46030329 | 17216358 |
| Largest Losing Trade | -1948386 | -54443 | -1948386 | -122243392 | -18779961 | -122243392 |
| Avg Bars in Trades | 75 | 80 | 69 | 75 | 80 | 69 |
| Avg Bars in Winners | 36 | 42 | 30 | 44 | 53 | 35 |
| Avg Bars in Losers | 226 | 217 | 237 | 162 | 146 | 181 |
| Bars Traded | 6303 | 3370 | 2933 | 6303 | 3370 | 2933 |
| Profit Streak | 135.304 | 135.304 | 254.304 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575457 | -246949 | -575782 | -577189 | 400391 | -577339 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6807,
"evaluation_days": 2269,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1568016000000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758352668097,
"expiration_time": 1764207648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 67,
"offset": 132
}
}
}
{
"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": [
[
-2154810.423516359,
180521.6734683175,
-2335332.0969846775,
-57848369.93066678,
60223496.35312832,
-118071866.28379509
],
[
-2154.810424,
180.521673,
-2335.332097,
-57848.369931,
60223.496353,
-118071.866284
],
[
-0.949674,
0.07956,
-1.029234,
0,
0.282563,
0
],
[
10833.377173,
10833.377173,
10833.377173,
10833.377173,
10833.377173,
10833.377173
],
[
-2291442,
-54836,
-2388275,
-221243323,
-32633248,
-209202433
],
[
0.226759,
2.111695,
0.110126,
0.818322,
1.738651,
0.501553
],
[
84,
42,
42,
84,
42,
42
],
[
67,
33,
34,
62,
30,
32
],
[
17,
9,
8,
22,
12,
10
],
[
79.761905,
78.571429,
80.952381,
73.809524,
71.428571,
76.190476
],
[
0.057536,
0.575917,
0.025912,
0.290372,
0.69546,
0.156735
],
[
58514,
58514,
27557,
46030329,
46030329,
17216358
],
[
-1948386,
-54443,
-1948386,
-122243392,
-18779961,
-122243392
],
[
75,
80,
69,
75,
80,
69
],
[
36,
42,
30,
44,
53,
35
],
[
226,
217,
237,
162,
146,
181
],
[
6303,
3370,
2933,
6303,
3370,
2933
],
[
135.304029,
135.304029,
254.304029,
0,
0,
0
],
[
2,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575457,
-246949,
-575782,
-577189,
400391,
-577339
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6807,
"evaluation_days": 2269,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1568016000000,
"last_datapoint_time": 1758326400000,
"evaluation_time": 1758352668097,
"expiration_time": 1764207648000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 67,
"offset": 132
}
}
}
| # | 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) |
|---|