| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2990127.5709 | 2860554.3579 | 129573.2131 | 142835141.1903 | 94206935.2617 | 48628205.9286 |
| Total P&L (%) | 2990.1276 | 2860.5544 | 129.5732 | 142835.1412 | 94206.9353 | 48628.2059 |
| Avg Daily Profit (%) | 1.3225 | 1.2652 | 0.0573 | 0.3218 | 0.3034 | 0.2741 |
| Buy And Hold Return (%) | 9643.4359 | 9643.4359 | 9643.4359 | 9643.4359 | 9643.4359 | 9643.4359 |
| Max Trade Drawdown | -53903 | -76500 | -49570 | -38207090 | -38207090 | -32100796 |
| Profit Factor | 6.936 | 10.7644 | 1.6148 | 2.1372 | 2.2718 | 1.9437 |
| Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
| Profitability (%) | 53.3981 | 52.9412 | 53.8462 | 53.3981 | 52.9412 | 53.8462 |
| Ratio Avg Win / Avg Loss | 6.0533 | 9.5684 | 1.3841 | 1.8652 | 2.0194 | 1.666 |
| Largest Winning Trade | 1883305 | 1883305 | 29220 | 48144884 | 48144884 | 22307588 |
| Largest Losing Trade | -36356 | -36356 | -34351 | -38207090 | -38207090 | -32100796 |
| Avg Bars in Trades | 42 | 61 | 24 | 42 | 61 | 24 |
| Avg Bars in Winners | 48 | 67 | 30 | 48 | 67 | 30 |
| Avg Bars in Losers | 36 | 55 | 16 | 36 | 55 | 16 |
| Bars Traded | 4412 | 3149 | 1263 | 4412 | 3149 | 1263 |
| Profit Streak | 0 | 82.8765 | 0 | 0 | 82.8765 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -142915 | -321988 | -459506 | 498909 | -165062 | -168221 |
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4522,
"evaluation_days": 2261,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1566086400000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757667733076,
"expiration_time": 1763495712000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 88,
"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": [
[
2990127.570932948,
2860554.357873168,
129573.2130597792,
142835141.19030946,
94206935.26168856,
48628205.928620875
],
[
2990.127571,
2860.554358,
129.573213,
142835.14119,
94206.935262,
48628.205929
],
[
1.32248,
1.265172,
0.057308,
0.321834,
0.303385,
0.274096
],
[
9643.435859,
9643.435859,
9643.435859,
9643.435859,
9643.435859,
9643.435859
],
[
-53903,
-76500,
-49570,
-38207090,
-38207090,
-32100796
],
[
6.93602,
10.764411,
1.614765,
2.137167,
2.271785,
1.943659
],
[
103,
51,
52,
103,
51,
52
],
[
55,
27,
28,
55,
27,
28
],
[
48,
24,
24,
48,
24,
24
],
[
53.398058,
52.941176,
53.846154,
53.398058,
52.941176,
53.846154
],
[
6.053254,
9.568365,
1.384084,
1.865164,
2.019365,
1.665993
],
[
1883305,
1883305,
29220,
48144884,
48144884,
22307588
],
[
-36356,
-36356,
-34351,
-38207090,
-38207090,
-32100796
],
[
42,
61,
24,
42,
61,
24
],
[
48,
67,
30,
48,
67,
30
],
[
36,
55,
16,
36,
55,
16
],
[
4412,
3149,
1263,
4412,
3149,
1263
],
[
0,
82.87654,
0,
0,
82.87654,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-142915,
-321988,
-459506,
498909,
-165062,
-168221
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4522,
"evaluation_days": 2261,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1566086400000,
"last_datapoint_time": 1757635200000,
"evaluation_time": 1757667733076,
"expiration_time": 1763495712000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 82,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 88,
"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) |
|---|