| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 125861.9569 | 124748.1034 | 1113.8535 | 111180.4492 | 110978.8516 | 201.5976 |
| Total P&L (%) | 125.862 | 124.7481 | 1.1139 | 111.1804 | 110.9789 | 0.2016 |
| Avg Daily Profit (%) | 0.2417 | 0.2395 | 0.0021 | 0.1436 | 0.1434 | 0.0004 |
| Buy And Hold Return (%) | 46.8183 | 46.8183 | 46.8183 | 46.8183 | 46.8183 | 46.8183 |
| Max Trade Drawdown | -85245 | -83474 | -10179 | -186158 | -180634 | -18226 |
| Profit Factor | 1.4328 | 1.5087 | 1.0244 | 1.2432 | 1.2837 | 1.0031 |
| Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
| Winning Trades | 124 | 68 | 56 | 124 | 68 | 56 |
| Losing Trades | 51 | 19 | 32 | 51 | 19 | 32 |
| Profitability (%) | 70.8571 | 78.1609 | 63.6364 | 70.8571 | 78.1609 | 63.6364 |
| Ratio Avg Win / Avg Loss | 0.5893 | 0.4216 | 0.5854 | 0.5113 | 0.3587 | 0.5732 |
| Largest Winning Trade | 42848 | 42848 | 2690 | 68570 | 68570 | 4748 |
| Largest Losing Trade | -44111 | -44111 | -6063 | -105352 | -105352 | -10329 |
| Avg Bars in Trades | 136 | 271 | 3 | 136 | 271 | 3 |
| Avg Bars in Winners | 65 | 118 | 1 | 65 | 118 | 1 |
| Avg Bars in Losers | 308 | 816 | 6 | 308 | 816 | 6 |
| Bars Traded | 23890 | 23584 | 306 | 23890 | 23584 | 306 |
| Profit Streak | 10.1367 | 16.0117 | 10.1367 | 10.1367 | 16.0117 | 10.1367 |
| Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 286960 | 320347 | -548684 | -3464 | -2986 | -574530 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713567600000,
"first_datapoint_time": 1713650400000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758640609175,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 47,
"offset": 0,
"scalar": 5
}
}
}
{
"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": [
[
125861.9568823022,
124748.1034014661,
1113.853480836,
111180.4492313652,
110978.8516195751,
201.5976117902
],
[
125.861957,
124.748103,
1.113853,
111.180449,
110.978852,
0.201598
],
[
0.241657,
0.239518,
0.002139,
0.143632,
0.143449,
0.000387
],
[
46.818322,
46.818322,
46.818322,
46.818322,
46.818322,
46.818322
],
[
-85245,
-83474,
-10179,
-186158,
-180634,
-18226
],
[
1.432796,
1.508742,
1.024425,
1.243156,
1.283687,
1.003053
],
[
175,
87,
88,
175,
87,
88
],
[
124,
68,
56,
124,
68,
56
],
[
51,
19,
32,
51,
19,
32
],
[
70.857143,
78.16092,
63.636364,
70.857143,
78.16092,
63.636364
],
[
0.589295,
0.42156,
0.585386,
0.511298,
0.358677,
0.573173
],
[
42848,
42848,
2690,
68570,
68570,
4748
],
[
-44111,
-44111,
-6063,
-105352,
-105352,
-10329
],
[
136,
271,
3,
136,
271,
3
],
[
65,
118,
1,
65,
118,
1
],
[
308,
816,
6,
308,
816,
6
],
[
23890,
23584,
306,
23890,
23584,
306
],
[
10.13668,
16.01168,
10.13668,
10.13668,
16.01168,
10.13668
],
[
2,
6,
1,
2,
6,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
286960,
320347,
-548684,
-3464,
-2986,
-574530
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713567600000,
"first_datapoint_time": 1713650400000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758640609175,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 47,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|