| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1750767.841 | 1517903.3975 | 232864.4434 | 985590168.3991 | 631864473.7992 | 353725694.5999 |
| Total P&L (%) | 1750.7678 | 1517.9034 | 232.8644 | 985590.1684 | 631864.4738 | 353725.6946 |
| Avg Daily Profit (%) | 0.7759 | 0.6727 | 0.1032 | 0.4084 | 0.3886 | 0.3628 |
| Buy And Hold Return (%) | 7687.2191 | 7687.2191 | 7687.2191 | 7687.2191 | 7687.2191 | 7687.2191 |
| Max Trade Drawdown | -96983 | -79296 | -57655 | -97662869 | -85891602 | -161054570 |
| Profit Factor | 3.8632 | 5.9569 | 1.7628 | 2.8294 | 3.415 | 2.2764 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
| Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
| Profitability (%) | 51.4925 | 47.7612 | 55.2239 | 51.4925 | 47.7612 | 55.2239 |
| Ratio Avg Win / Avg Loss | 3.6392 | 6.5154 | 1.4293 | 2.6654 | 3.7352 | 1.8458 |
| Largest Winning Trade | 531002 | 531002 | 40073 | 229228143 | 229228143 | 132344310 |
| Largest Losing Trade | -38276 | -32863 | -38276 | -97450021 | -85891602 | -97450021 |
| Avg Bars in Trades | 32 | 27 | 38 | 32 | 27 | 38 |
| Avg Bars in Winners | 39 | 32 | 46 | 39 | 32 | 46 |
| Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
| Bars Traded | 4420 | 1861 | 2559 | 4420 | 1861 | 2559 |
| Profit Streak | 62.7463 | 81.7463 | 62.7463 | 62.7463 | 81.7463 | 62.7463 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -143919 | -261792 | -334200 | 617636 | -100408 | -101681 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4513,
"evaluation_days": 2256.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565568000000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757267682240,
"expiration_time": 1763095248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 50,
"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": [
[
1750767.840954527,
1517903.3975248039,
232864.4434297231,
985590168.3990767,
631864473.799224,
353725694.5998526
],
[
1750.767841,
1517.903398,
232.864443,
985590.168399,
631864.473799,
353725.6946
],
[
0.775878,
0.67268,
0.103197,
0.408362,
0.388585,
0.362783
],
[
7687.219101,
7687.219101,
7687.219101,
7687.219101,
7687.219101,
7687.219101
],
[
-96983,
-79296,
-57655,
-97662869,
-85891602,
-161054570
],
[
3.863186,
5.956946,
1.762845,
2.829381,
3.41503,
2.276446
],
[
134,
67,
67,
134,
67,
67
],
[
69,
32,
37,
69,
32,
37
],
[
65,
35,
30,
65,
35,
30
],
[
51.492537,
47.761194,
55.223881,
51.492537,
47.761194,
55.223881
],
[
3.639233,
6.515409,
1.429334,
2.665359,
3.735189,
1.845767
],
[
531002,
531002,
40073,
229228143,
229228143,
132344310
],
[
-38276,
-32863,
-38276,
-97450021,
-85891602,
-97450021
],
[
32,
27,
38,
32,
27,
38
],
[
39,
32,
46,
39,
32,
46
],
[
25,
23,
28,
25,
23,
28
],
[
4420,
1861,
2559,
4420,
1861,
2559
],
[
62.746322,
81.746322,
62.746322,
62.746322,
81.746322,
62.746322
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143919,
-261792,
-334200,
617636,
-100408,
-101681
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4513,
"evaluation_days": 2256.5,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1565568000000,
"last_datapoint_time": 1757246400000,
"evaluation_time": 1757267682240,
"expiration_time": 1763095248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 50,
"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) |
|---|