| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 125567.0007 | 66965.0823 | 58601.9184 | 163048.782 | 88186.172 | 74862.6099 |
| Total P&L (%) | 125.567 | 66.9651 | 58.6019 | 163.0488 | 88.1862 | 74.8626 |
| Avg Daily Profit (%) | 0.4822 | 0.2571 | 0.225 | 0.3721 | 0.2431 | 0.2148 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -40330 | -41617 | -23173 | -106527 | -70177 | -57141 |
| Profit Factor | 1.309 | 1.3172 | 1.3001 | 1.2479 | 1.255 | 1.24 |
| Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
| Winning Trades | 166 | 81 | 85 | 166 | 81 | 85 |
| Losing Trades | 158 | 81 | 77 | 158 | 81 | 77 |
| Profitability (%) | 51.2346 | 50 | 52.4691 | 51.2346 | 50 | 52.4691 |
| Ratio Avg Win / Avg Loss | 1.2459 | 1.3172 | 1.1777 | 1.1877 | 1.255 | 1.1233 |
| Largest Winning Trade | 24195 | 24195 | 15070 | 37262 | 37262 | 19757 |
| Largest Losing Trade | -11393 | -11393 | -10749 | -33960 | -33960 | -16937 |
| Avg Bars in Trades | 76 | 77 | 75 | 76 | 77 | 75 |
| Avg Bars in Winners | 78 | 72 | 84 | 78 | 72 | 84 |
| Avg Bars in Losers | 74 | 82 | 65 | 74 | 82 | 65 |
| Bars Traded | 24775 | 12556 | 12219 | 24775 | 12556 | 12219 |
| Profit Streak | 5.4232 | 5.4753 | 5.4232 | 5.4232 | 5.4753 | 5.4232 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 425091 | 277223 | 255077 | 377774 | 266495 | 266067 |
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735616700000,
"first_datapoint_time": 1735793100000,
"last_datapoint_time": 1758115800000,
"evaluation_time": 1758116363015,
"expiration_time": 1764595800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 124,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
125567.000655272,
66965.0822816096,
58601.918373662,
163048.7819714907,
88186.1720293806,
74862.6099421102
],
[
125.567001,
66.965082,
58.601918,
163.048782,
88.186172,
74.86261
],
[
0.482171,
0.257143,
0.225028,
0.372079,
0.24308,
0.214819
],
[
10,
10,
10,
10,
10,
10
],
[
-40330,
-41617,
-23173,
-106527,
-70177,
-57141
],
[
1.308977,
1.317179,
1.300109,
1.247874,
1.254973,
1.240003
],
[
324,
162,
162,
324,
162,
162
],
[
166,
81,
85,
166,
81,
85
],
[
158,
81,
77,
158,
81,
77
],
[
51.234568,
50,
52.469136,
51.234568,
50,
52.469136
],
[
1.245894,
1.317179,
1.177746,
1.187736,
1.254973,
1.123296
],
[
24195,
24195,
15070,
37262,
37262,
19757
],
[
-11393,
-11393,
-10749,
-33960,
-33960,
-16937
],
[
76,
77,
75,
76,
77,
75
],
[
78,
72,
84,
78,
72,
84
],
[
74,
82,
65,
74,
82,
65
],
[
24775,
12556,
12219,
24775,
12556,
12219
],
[
5.423183,
5.475266,
5.423183,
5.423183,
5.475266,
5.423183
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
425091,
277223,
255077,
377774,
266495,
266067
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735616700000,
"first_datapoint_time": 1735793100000,
"last_datapoint_time": 1758115800000,
"evaluation_time": 1758116363015,
"expiration_time": 1764595800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 124,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|