| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 95830.4391 | 52826.8925 | 43003.5467 | 86093.1192 | 39725.7677 | 46367.3515 |
| Total P&L (%) | 95.8304 | 52.8269 | 43.0035 | 86.0931 | 39.7258 | 46.3674 |
| Avg Daily Profit (%) | 0.368 | 0.2029 | 0.1651 | 0.2388 | 0.1285 | 0.1464 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -41741 | -31776 | -40816 | -83402 | -61207 | -67816 |
| Profit Factor | 1.2077 | 1.2248 | 1.1899 | 1.1156 | 1.1054 | 1.1261 |
| Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
| Winning Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Losing Trades | 161 | 80 | 81 | 161 | 80 | 81 |
| Profitability (%) | 53.1977 | 53.4884 | 52.907 | 53.1977 | 53.4884 | 52.907 |
| Ratio Avg Win / Avg Loss | 1.0625 | 1.0651 | 1.0592 | 0.9815 | 0.9612 | 1.0024 |
| Largest Winning Trade | 27241 | 27241 | 15494 | 27433 | 27433 | 21299 |
| Largest Losing Trade | -17724 | -17724 | -14999 | -27407 | -27201 | -27407 |
| Avg Bars in Trades | 71 | 73 | 70 | 71 | 73 | 70 |
| Avg Bars in Winners | 63 | 64 | 63 | 63 | 64 | 63 |
| Avg Bars in Losers | 81 | 83 | 79 | 81 | 83 | 79 |
| Bars Traded | 24751 | 12581 | 12169 | 24751 | 12581 | 12169 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338191 | 198973 | -6924 | -86223 | -130536 | -81720 |
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735632000000,
"first_datapoint_time": 1735825500000,
"last_datapoint_time": 1758131100000,
"evaluation_time": 1758131795012,
"expiration_time": 1764611100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 216,
"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": [
[
95830.4391492901,
52826.8924583987,
43003.5466908914,
86093.1192476923,
39725.7677376039,
46367.3515100885
],
[
95.830439,
52.826892,
43.003547,
86.093119,
39.725768,
46.367352
],
[
0.367984,
0.202853,
0.165132,
0.238775,
0.128533,
0.14639
],
[
10,
10,
10,
10,
10,
10
],
[
-41741,
-31776,
-40816,
-83402,
-61207,
-67816
],
[
1.207689,
1.224814,
1.189917,
1.115637,
1.105392,
1.126142
],
[
344,
172,
172,
344,
172,
172
],
[
183,
92,
91,
183,
92,
91
],
[
161,
80,
81,
161,
80,
81
],
[
53.197674,
53.488372,
52.906977,
53.197674,
53.488372,
52.906977
],
[
1.062502,
1.065055,
1.059157,
0.981516,
0.961211,
1.00239
],
[
27241,
27241,
15494,
27433,
27433,
21299
],
[
-17724,
-17724,
-14999,
-27407,
-27201,
-27407
],
[
71,
73,
70,
71,
73,
70
],
[
63,
64,
63,
63,
64,
63
],
[
81,
83,
79,
81,
83,
79
],
[
24751,
12581,
12169,
24751,
12581,
12169
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338191,
198973,
-6924,
-86223,
-130536,
-81720
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735632000000,
"first_datapoint_time": 1735825500000,
"last_datapoint_time": 1758131100000,
"evaluation_time": 1758131795012,
"expiration_time": 1764611100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 216,
"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) |
|---|