| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 100999.8504 | 53823.0998 | 47176.7507 | 108013.4364 | 63060.595 | 44952.8414 |
| Total P&L (%) | 100.9999 | 53.8231 | 47.1768 | 108.0134 | 63.0606 | 44.9528 |
| Avg Daily Profit (%) | 0.3878 | 0.2067 | 0.1812 | 0.2816 | 0.1879 | 0.1427 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -58048 | -57374 | -20781 | -92751 | -78583 | -41827 |
| Profit Factor | 1.2381 | 1.2103 | 1.2803 | 1.1674 | 1.1644 | 1.1718 |
| Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
| Winning Trades | 176 | 83 | 93 | 176 | 83 | 93 |
| Losing Trades | 159 | 84 | 75 | 159 | 84 | 75 |
| Profitability (%) | 52.5373 | 49.7006 | 55.3571 | 52.5373 | 49.7006 | 55.3571 |
| Ratio Avg Win / Avg Loss | 1.1185 | 1.2249 | 1.0325 | 1.0546 | 1.1784 | 0.945 |
| Largest Winning Trade | 25749 | 25749 | 9945 | 28532 | 28532 | 14243 |
| Largest Losing Trade | -16496 | -16496 | -9729 | -26570 | -26570 | -13312 |
| Avg Bars in Trades | 73 | 104 | 42 | 73 | 104 | 42 |
| Avg Bars in Winners | 62 | 90 | 38 | 62 | 90 | 38 |
| Avg Bars in Losers | 84 | 118 | 47 | 84 | 118 | 47 |
| Bars Traded | 24572 | 17407 | 7165 | 24572 | 17407 | 7165 |
| Profit Streak | 3.0628 | 7.2503 | 3.0628 | 3.0628 | 7.2503 | 3.0628 |
| Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323604 | 239477 | 157439 | -28024 | -32161 | -39025 |
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735326900000,
"first_datapoint_time": 1735510500000,
"last_datapoint_time": 1757826000000,
"evaluation_time": 1757826921684,
"expiration_time": 1764306000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 164,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
100999.8504490667,
53823.0997640353,
47176.7506850313,
108013.4363791419,
63060.5949821125,
44952.8413970293
],
[
100.99985,
53.8231,
47.176751,
108.013436,
63.060595,
44.952841
],
[
0.387834,
0.206678,
0.181156,
0.281646,
0.187931,
0.142655
],
[
10,
10,
10,
10,
10,
10
],
[
-58048,
-57374,
-20781,
-92751,
-78583,
-41827
],
[
1.238072,
1.210322,
1.280259,
1.167388,
1.164358,
1.171832
],
[
335,
167,
168,
335,
167,
168
],
[
176,
83,
93,
176,
83,
93
],
[
159,
84,
75,
159,
84,
75
],
[
52.537313,
49.700599,
55.357143,
52.537313,
49.700599,
55.357143
],
[
1.118485,
1.224904,
1.032467,
1.054629,
1.178386,
0.945026
],
[
25749,
25749,
9945,
28532,
28532,
14243
],
[
-16496,
-16496,
-9729,
-26570,
-26570,
-13312
],
[
73,
104,
42,
73,
104,
42
],
[
62,
90,
38,
62,
90,
38
],
[
84,
118,
47,
84,
118,
47
],
[
24572,
17407,
7165,
24572,
17407,
7165
],
[
3.062751,
7.250251,
3.062751,
3.062751,
7.250251,
3.062751
],
[
2,
6,
1,
2,
6,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323604,
239477,
157439,
-28024,
-32161,
-39025
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735326900000,
"first_datapoint_time": 1735510500000,
"last_datapoint_time": 1757826000000,
"evaluation_time": 1757826921684,
"expiration_time": 1764306000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 205,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 164,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|