| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2951380.2806 | 2807852.573 | 143527.7076 | 164353451.0627 | 113730926.2 | 50622524.8627 |
| Total P&L (%) | 2951.3803 | 2807.8526 | 143.5277 | 164353.4511 | 113730.9262 | 50622.5249 |
| Avg Daily Profit (%) | 1.3055 | 1.242 | 0.0635 | 0.3281 | 0.3118 | 0.2759 |
| Buy And Hold Return (%) | 8582.4183 | 8582.4183 | 8582.4183 | 8582.4183 | 8582.4183 | 8582.4183 |
| Max Trade Drawdown | -61817 | -42426 | -52763 | -64700177 | -64700177 | -11923633 |
| Profit Factor | 9.9601 | 16.659 | 1.9563 | 2.2537 | 2.0985 | 2.8372 |
| Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
| Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
| Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
| Profitability (%) | 56.1404 | 48.2759 | 64.2857 | 56.1404 | 48.2759 | 64.2857 |
| Ratio Avg Win / Avg Loss | 7.7813 | 17.8489 | 1.0869 | 1.7607 | 2.2483 | 1.5762 |
| Largest Winning Trade | 1833175 | 1833175 | 61203 | 134016174 | 134016174 | 34639463 |
| Largest Losing Trade | -52763 | -34869 | -52763 | -64700177 | -64700177 | -11923633 |
| Avg Bars in Trades | 115 | 132 | 97 | 115 | 132 | 97 |
| Avg Bars in Winners | 141 | 182 | 110 | 141 | 182 | 110 |
| Avg Bars in Losers | 81 | 85 | 73 | 81 | 85 | 73 |
| Bars Traded | 6563 | 3839 | 2724 | 6563 | 3839 | 2724 |
| Profit Streak | 62.753 | 214.4197 | 0 | 62.753 | 214.4197 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -321789 | -143450 | -290530 | -164721 | 476378 | -5835 |
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6782,
"evaluation_days": 2260.67,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1565251200000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757613863066,
"expiration_time": 1763466048000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 177,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 103,
"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": [
[
2951380.2805648427,
2807852.572978088,
143527.7075867543,
164353451.0626722,
113730926.19998588,
50622524.86268632
],
[
2951.380281,
2807.852573,
143.527708,
164353.451063,
113730.9262,
50622.524863
],
[
1.305533,
1.242044,
0.063489,
0.328104,
0.311778,
0.275916
],
[
8582.418346,
8582.418346,
8582.418346,
8582.418346,
8582.418346,
8582.418346
],
[
-61817,
-42426,
-52763,
-64700177,
-64700177,
-11923633
],
[
9.960083,
16.659008,
1.956343,
2.253722,
2.098451,
2.83715
],
[
57,
29,
28,
57,
29,
28
],
[
32,
14,
18,
32,
14,
18
],
[
25,
15,
10,
25,
15,
10
],
[
56.140351,
48.275862,
64.285714,
56.140351,
48.275862,
64.285714
],
[
7.781315,
17.848938,
1.086857,
1.76072,
2.248341,
1.576195
],
[
1833175,
1833175,
61203,
134016174,
134016174,
34639463
],
[
-52763,
-34869,
-52763,
-64700177,
-64700177,
-11923633
],
[
115,
132,
97,
115,
132,
97
],
[
141,
182,
110,
141,
182,
110
],
[
81,
85,
73,
81,
85,
73
],
[
6563,
3839,
2724,
6563,
3839,
2724
],
[
62.753045,
214.419711,
0,
62.753045,
214.419711,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-321789,
-143450,
-290530,
-164721,
476378,
-5835
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6782,
"evaluation_days": 2260.67,
"actual_first_datapoint_time": 1562313600000,
"first_datapoint_time": 1565251200000,
"last_datapoint_time": 1757606400000,
"evaluation_time": 1757613863066,
"expiration_time": 1763466048000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 177,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 103,
"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) |
|---|