| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 176670.1145 | 89649.7896 | 87020.3249 | 324899.3597 | 223283.0197 | 101616.34 |
| Total P&L (%) | 176.6701 | 89.6498 | 87.0203 | 324.8994 | 223.283 | 101.6163 |
| Avg Daily Profit (%) | 0.6784 | 0.3443 | 0.3342 | 0.5571 | 0.4516 | 0.2696 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -48163 | -49884 | -19764 | -77355 | -45836 | -64439 |
| Profit Factor | 1.5989 | 1.593 | 1.605 | 1.6186 | 1.8754 | 1.3761 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
| Losing Trades | 121 | 59 | 62 | 121 | 59 | 62 |
| Profitability (%) | 39.5 | 41 | 38 | 39.5 | 41 | 38 |
| Ratio Avg Win / Avg Loss | 2.4489 | 2.2923 | 2.6187 | 2.4791 | 2.6988 | 2.2453 |
| Largest Winning Trade | 39056 | 39056 | 20206 | 55629 | 55629 | 30997 |
| Largest Losing Trade | -8677 | -5665 | -8677 | -25406 | -14125 | -25406 |
| Avg Bars in Trades | 123 | 127 | 118 | 123 | 127 | 118 |
| Avg Bars in Winners | 205 | 205 | 205 | 205 | 205 | 205 |
| Avg Bars in Losers | 69 | 73 | 65 | 69 | 73 | 65 |
| Bars Traded | 24624 | 12751 | 11873 | 24624 | 12751 | 11873 |
| Profit Streak | 9.6327 | 9.9556 | 9.6327 | 9.6327 | 9.9556 | 9.6327 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426412 | 279368 | 220356 | 390621 | 333068 | 150900 |
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735893900000,
"first_datapoint_time": 1736004600000,
"last_datapoint_time": 1758393000000,
"evaluation_time": 1758393666343,
"expiration_time": 1764873000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 124,
"offset": 0,
"a": 0.77525
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 61,
"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": [
[
176670.1145227473,
89649.7896185074,
87020.3249042399,
324899.3596915936,
223283.0197191633,
101616.3399724302
],
[
176.670115,
89.64979,
87.020325,
324.89936,
223.28302,
101.61634
],
[
0.678405,
0.344251,
0.334154,
0.557065,
0.45158,
0.269619
],
[
10,
10,
10,
10,
10,
10
],
[
-48163,
-49884,
-19764,
-77355,
-45836,
-64439
],
[
1.598853,
1.592985,
1.605021,
1.618595,
1.875404,
1.376136
],
[
200,
100,
100,
200,
100,
100
],
[
79,
41,
38,
79,
41,
38
],
[
121,
59,
62,
121,
59,
62
],
[
39.5,
41,
38,
39.5,
41,
38
],
[
2.448876,
2.292344,
2.618719,
2.479114,
2.698752,
2.245275
],
[
39056,
39056,
20206,
55629,
55629,
30997
],
[
-8677,
-5665,
-8677,
-25406,
-14125,
-25406
],
[
123,
127,
118,
123,
127,
118
],
[
205,
205,
205,
205,
205,
205
],
[
69,
73,
65,
69,
73,
65
],
[
24624,
12751,
11873,
24624,
12751,
11873
],
[
9.632712,
9.955629,
9.632712,
9.632712,
9.955629,
9.632712
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426412,
279368,
220356,
390621,
333068,
150900
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735893900000,
"first_datapoint_time": 1736004600000,
"last_datapoint_time": 1758393000000,
"evaluation_time": 1758393666343,
"expiration_time": 1764873000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 124,
"offset": 0,
"a": 0.77525
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 61,
"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) |
|---|