| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 114684.7388 | 70232.4034 | 44452.3354 | 126627.4617 | 97592.5103 | 29034.9513 |
| Total P&L (%) | 114.6847 | 70.2324 | 44.4523 | 126.6275 | 97.5925 | 29.035 |
| Avg Daily Profit (%) | 0.4404 | 0.2697 | 0.1707 | 0.3147 | 0.2619 | 0.0979 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -66880 | -39583 | -51247 | -198587 | -126819 | -130583 |
| Profit Factor | 1.2565 | 1.3454 | 1.1824 | 1.1209 | 1.2079 | 1.0503 |
| Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
| Winning Trades | 200 | 99 | 101 | 200 | 99 | 101 |
| Losing Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Profitability (%) | 57.3066 | 56.8966 | 57.7143 | 57.3066 | 56.8966 | 57.7143 |
| Ratio Avg Win / Avg Loss | 0.9361 | 1.0193 | 0.8663 | 0.8351 | 0.9151 | 0.7695 |
| Largest Winning Trade | 26649 | 26649 | 15494 | 28860 | 28860 | 24741 |
| Largest Losing Trade | -16742 | -16742 | -13457 | -44050 | -44050 | -35085 |
| Avg Bars in Trades | 70 | 70 | 70 | 70 | 70 | 70 |
| Avg Bars in Winners | 57 | 60 | 54 | 57 | 60 | 54 |
| Avg Bars in Losers | 88 | 83 | 92 | 88 | 83 | 92 |
| Bars Traded | 24658 | 12244 | 12414 | 24658 | 12244 | 12414 |
| Profit Streak | 0 | 0.2812 | 0 | 0 | 0.2812 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 331323 | 185075 | -16095 | -79186 | 92410 | -232361 |
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735306200000,
"first_datapoint_time": 1735493400000,
"last_datapoint_time": 1757805300000,
"evaluation_time": 1757806192329,
"expiration_time": 1764285300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 161,
"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": [
[
114684.7388030322,
70232.4034366726,
44452.3353663596,
126627.4616716322,
97592.5103441348,
29034.9513274975
],
[
114.684739,
70.232403,
44.452335,
126.627462,
97.59251,
29.034951
],
[
0.440384,
0.269689,
0.170695,
0.314655,
0.261857,
0.097933
],
[
10,
10,
10,
10,
10,
10
],
[
-66880,
-39583,
-51247,
-198587,
-126819,
-130583
],
[
1.25651,
1.345418,
1.182353,
1.120936,
1.207891,
1.050266
],
[
349,
174,
175,
349,
174,
175
],
[
200,
99,
101,
200,
99,
101
],
[
149,
75,
74,
149,
75,
74
],
[
57.30659,
56.896552,
57.714286,
57.30659,
56.896552,
57.714286
],
[
0.9361,
1.019256,
0.866279,
0.835097,
0.915069,
0.769502
],
[
26649,
26649,
15494,
28860,
28860,
24741
],
[
-16742,
-16742,
-13457,
-44050,
-44050,
-35085
],
[
70,
70,
70,
70,
70,
70
],
[
57,
60,
54,
57,
60,
54
],
[
88,
83,
92,
88,
83,
92
],
[
24658,
12244,
12414,
24658,
12244,
12414
],
[
0,
0.281161,
0,
0,
0.281161,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331323,
185075,
-16095,
-79186,
92410,
-232361
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735306200000,
"first_datapoint_time": 1735493400000,
"last_datapoint_time": 1757805300000,
"evaluation_time": 1757806192329,
"expiration_time": 1764285300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 161,
"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) |
|---|