| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 106877.5383 | 59453.8153 | 47423.723 | 108663.0874 | 75930.8656 | 32732.2219 |
| Total P&L (%) | 106.8775 | 59.4538 | 47.4237 | 108.6631 | 75.9309 | 32.7322 |
| Avg Daily Profit (%) | 0.4104 | 0.2283 | 0.1821 | 0.2828 | 0.2172 | 0.1088 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -78762 | -61681 | -30373 | -65228 | -47752 | -23427 |
| Profit Factor | 1.2817 | 1.3329 | 1.2362 | 1.3078 | 1.4631 | 1.1731 |
| Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
| Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
| Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
| Profitability (%) | 42.5439 | 41.2281 | 43.8596 | 42.5439 | 41.2281 | 43.8596 |
| Ratio Avg Win / Avg Loss | 1.731 | 1.9002 | 1.5823 | 1.7662 | 2.0857 | 1.5016 |
| Largest Winning Trade | 23490 | 23490 | 19844 | 29727 | 29727 | 16936 |
| Largest Losing Trade | -11666 | -11666 | -11252 | -19733 | -8576 | -19733 |
| Avg Bars in Trades | 108 | 114 | 102 | 108 | 114 | 102 |
| Avg Bars in Winners | 166 | 172 | 160 | 166 | 172 | 160 |
| Avg Bars in Losers | 65 | 73 | 57 | 65 | 73 | 57 |
| Bars Traded | 24716 | 13017 | 11699 | 24716 | 13017 | 11699 |
| Profit Streak | 5.6489 | 9.6281 | 5.6489 | 5.6489 | 9.6281 | 5.6489 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308711 | 165813 | 121682 | 275193 | 216328 | -82938 |
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735549200000,
"first_datapoint_time": 1735719300000,
"last_datapoint_time": 1758048300000,
"evaluation_time": 1758048566282,
"expiration_time": 1764528300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 148,
"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": [
[
106877.5383042333,
59453.8152545409,
47423.7230496923,
108663.0874451433,
75930.8655579133,
32732.2218872301
],
[
106.877538,
59.453815,
47.423723,
108.663087,
75.930866,
32.732222
],
[
0.410404,
0.2283,
0.182105,
0.282847,
0.217162,
0.108793
],
[
10,
10,
10,
10,
10,
10
],
[
-78762,
-61681,
-30373,
-65228,
-47752,
-23427
],
[
1.281743,
1.332944,
1.236205,
1.307787,
1.463085,
1.173114
],
[
228,
114,
114,
228,
114,
114
],
[
97,
47,
50,
97,
47,
50
],
[
131,
67,
64,
131,
67,
64
],
[
42.54386,
41.22807,
43.859649,
42.54386,
41.22807,
43.859649
],
[
1.731014,
1.900154,
1.582343,
1.766186,
2.085674,
1.501586
],
[
23490,
23490,
19844,
29727,
29727,
16936
],
[
-11666,
-11666,
-11252,
-19733,
-8576,
-19733
],
[
108,
114,
102,
108,
114,
102
],
[
166,
172,
160,
166,
172,
160
],
[
65,
73,
57,
65,
73,
57
],
[
24716,
13017,
11699,
24716,
13017,
11699
],
[
5.648915,
9.628082,
5.648915,
5.648915,
9.628082,
5.648915
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308711,
165813,
121682,
275193,
216328,
-82938
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735549200000,
"first_datapoint_time": 1735719300000,
"last_datapoint_time": 1758048300000,
"evaluation_time": 1758048566282,
"expiration_time": 1764528300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 148,
"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) |
|---|