| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 106281.3183 | 64951.641 | 41329.6773 | 98493.6878 | 66187.455 | 32306.2328 |
| Total P&L (%) | 106.2813 | 64.9516 | 41.3297 | 98.4937 | 66.1875 | 32.3062 |
| Avg Daily Profit (%) | 0.4081 | 0.2494 | 0.1587 | 0.2636 | 0.1952 | 0.1076 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -72227 | -51411 | -55414 | -154752 | -110930 | -120078 |
| Profit Factor | 1.2292 | 1.2904 | 1.1722 | 1.1034 | 1.1487 | 1.0636 |
| Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
| Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
| Losing Trades | 198 | 102 | 96 | 198 | 102 | 96 |
| Profitability (%) | 43.5897 | 42.0455 | 45.1429 | 43.5897 | 42.0455 | 45.1429 |
| Ratio Avg Win / Avg Loss | 1.5907 | 1.7787 | 1.4244 | 1.4279 | 1.5834 | 1.2925 |
| Largest Winning Trade | 24990 | 22712 | 24990 | 49176 | 49176 | 35953 |
| Largest Losing Trade | -16848 | -10563 | -16848 | -45335 | -20938 | -45335 |
| Avg Bars in Trades | 70 | 71 | 69 | 70 | 71 | 69 |
| Avg Bars in Winners | 77 | 76 | 77 | 77 | 76 | 77 |
| Avg Bars in Losers | 65 | 67 | 62 | 65 | 67 | 62 |
| Bars Traded | 24705 | 12509 | 12196 | 24705 | 12509 | 12196 |
| Profit Streak | 7.2673 | 8.0902 | 7.2673 | 7.2673 | 8.0902 | 7.2673 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 348298 | 225989 | -28235 | -99144 | -51040 | -205098 |
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735415100000,
"first_datapoint_time": 1735595100000,
"last_datapoint_time": 1757914200000,
"evaluation_time": 1757914792799,
"expiration_time": 1764394200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 131,
"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": [
[
106281.3183352098,
64951.641029178,
41329.677306032,
98493.6878146593,
66187.4550428326,
32306.2327718267
],
[
106.281318,
64.951641,
41.329677,
98.493688,
66.187455,
32.306233
],
[
0.408115,
0.249411,
0.158704,
0.263609,
0.195239,
0.107557
],
[
10,
10,
10,
10,
10,
10
],
[
-72227,
-51411,
-55414,
-154752,
-110930,
-120078
],
[
1.229189,
1.290412,
1.172154,
1.103368,
1.148741,
1.063613
],
[
351,
176,
175,
351,
176,
175
],
[
153,
74,
79,
153,
74,
79
],
[
198,
102,
96,
198,
102,
96
],
[
43.589744,
42.045455,
45.142857,
43.589744,
42.045455,
45.142857
],
[
1.590716,
1.778676,
1.42439,
1.427888,
1.583399,
1.292492
],
[
24990,
22712,
24990,
49176,
49176,
35953
],
[
-16848,
-10563,
-16848,
-45335,
-20938,
-45335
],
[
70,
71,
69,
70,
71,
69
],
[
77,
76,
77,
77,
76,
77
],
[
65,
67,
62,
65,
67,
62
],
[
24705,
12509,
12196,
24705,
12509,
12196
],
[
7.267278,
8.090194,
7.267278,
7.267278,
8.090194,
7.267278
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
348298,
225989,
-28235,
-99144,
-51040,
-205098
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735415100000,
"first_datapoint_time": 1735595100000,
"last_datapoint_time": 1757914200000,
"evaluation_time": 1757914792799,
"expiration_time": 1764394200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 201,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 131,
"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) |
|---|