| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1662106.4171 | 1503384.9998 | 158721.4172 | 191587354.3081 | 141709078.5679 | 49878275.7402 |
| Total P&L (%) | 1662.1064 | 1503.385 | 158.7214 | 191587.3543 | 141709.0786 | 49878.2757 |
| Avg Daily Profit (%) | 0.7338 | 0.6637 | 0.0701 | 0.3343 | 0.3209 | 0.2747 |
| Buy And Hold Return (%) | 9673.2042 | 9673.2042 | 9673.2042 | 9673.2042 | 9673.2042 | 9673.2042 |
| Max Trade Drawdown | -92076 | -84805 | -133021 | -20696793 | -11854065 | -34497230 |
| Profit Factor | 3.5475 | 6.3246 | 1.4289 | 2.7653 | 4.4267 | 1.7425 |
| Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
| Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
| Profitability (%) | 50.8333 | 50 | 51.6667 | 50.8333 | 50 | 51.6667 |
| Ratio Avg Win / Avg Loss | 3.4312 | 6.3246 | 1.3367 | 2.6747 | 4.4267 | 1.6301 |
| Largest Winning Trade | 631922 | 631922 | 39826 | 52254639 | 52254639 | 23995742 |
| Largest Losing Trade | -71229 | -30492 | -71229 | -20019828 | -11854065 | -20019828 |
| Avg Bars in Trades | 37 | 30 | 43 | 37 | 30 | 43 |
| Avg Bars in Winners | 43 | 32 | 54 | 43 | 32 | 54 |
| Avg Bars in Losers | 30 | 28 | 31 | 30 | 28 | 31 |
| Bars Traded | 4445 | 1823 | 2622 | 4445 | 1823 | 2622 |
| Profit Streak | 8.4813 | 11.9813 | 0 | 8.4813 | 11.9813 | 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 | -145349 | -313804 | -433242 | 560171 | -152110 | -158213 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4530,
"evaluation_days": 2265,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565784000000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1758022382005,
"expiration_time": 1763851680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 52,
"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": [
[
1662106.4170532785,
1503384.999814392,
158721.4172388867,
191587354.30810598,
141709078.56787804,
49878275.74022792
],
[
1662.106417,
1503.385,
158.721417,
191587.354308,
141709.078568,
49878.27574
],
[
0.733822,
0.663746,
0.070076,
0.334264,
0.320914,
0.274733
],
[
9673.204227,
9673.204227,
9673.204227,
9673.204227,
9673.204227,
9673.204227
],
[
-92076,
-84805,
-133021,
-20696793,
-11854065,
-34497230
],
[
3.547532,
6.324596,
1.428872,
2.765335,
4.42665,
1.74254
],
[
120,
60,
60,
120,
60,
60
],
[
61,
30,
31,
61,
30,
31
],
[
59,
30,
29,
59,
30,
29
],
[
50.833333,
50,
51.666667,
50.833333,
50,
51.666667
],
[
3.431219,
6.324596,
1.336686,
2.674668,
4.42665,
1.630118
],
[
631922,
631922,
39826,
52254639,
52254639,
23995742
],
[
-71229,
-30492,
-71229,
-20019828,
-11854065,
-20019828
],
[
37,
30,
43,
37,
30,
43
],
[
43,
32,
54,
43,
32,
54
],
[
30,
28,
31,
30,
28,
31
],
[
4445,
1823,
2622,
4445,
1823,
2622
],
[
8.481273,
11.981273,
0,
8.481273,
11.981273,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-145349,
-313804,
-433242,
560171,
-152110,
-158213
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4530,
"evaluation_days": 2265,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565784000000,
"last_datapoint_time": 1757980800000,
"evaluation_time": 1758022382005,
"expiration_time": 1763851680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 52,
"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) |
|---|