| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 144106.8643 | 112316.2045 | 31790.6598 | 109225.9865 | 91970.2388 | 17255.7477 |
| Total P&L (%) | 144.1069 | 112.3162 | 31.7907 | 109.226 | 91.9702 | 17.2557 |
| Avg Daily Profit (%) | 0.2767 | 0.2156 | 0.061 | 0.1418 | 0.1253 | 0.0306 |
| Buy And Hold Return (%) | 22.4141 | 22.4141 | 22.4141 | 22.4141 | 22.4141 | 22.4141 |
| Max Trade Drawdown | -79128 | -43138 | -29908 | -130810 | -103725 | -65478 |
| Profit Factor | 1.2046 | 1.2922 | 1.0993 | 1.0964 | 1.1465 | 1.0342 |
| Total Trades | 531 | 265 | 266 | 531 | 265 | 266 |
| Winning Trades | 237 | 125 | 112 | 237 | 125 | 112 |
| Losing Trades | 294 | 140 | 154 | 294 | 140 | 154 |
| Profitability (%) | 44.6328 | 47.1698 | 42.1053 | 44.6328 | 47.1698 | 42.1053 |
| Ratio Avg Win / Avg Loss | 1.4943 | 1.4473 | 1.5116 | 1.3601 | 1.2841 | 1.422 |
| Largest Winning Trade | 85066 | 85066 | 22488 | 95532 | 95532 | 29277 |
| Largest Losing Trade | -19816 | -19816 | -12570 | -28528 | -28528 | -17762 |
| Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
| Avg Bars in Winners | 61 | 61 | 61 | 61 | 61 | 61 |
| Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
| Bars Traded | 24656 | 11874 | 12782 | 24656 | 11874 | 12782 |
| Profit Streak | 4.6508 | 4.6508 | 5.1299 | 4.6508 | 4.6508 | 5.1299 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316785 | 216540 | -258807 | -118202 | -87731 | -502390 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712377800000,
"first_datapoint_time": 1712795400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757376427563,
"expiration_time": 1763856000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 220,
"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": [
[
144106.8643386134,
112316.204501911,
31790.6598367023,
109225.9865021455,
91970.2388104569,
17255.7476916886
],
[
144.106864,
112.316205,
31.79066,
109.225987,
91.970239,
17.255748
],
[
0.276687,
0.215648,
0.061038,
0.141844,
0.125296,
0.030569
],
[
22.414054,
22.414054,
22.414054,
22.414054,
22.414054,
22.414054
],
[
-79128,
-43138,
-29908,
-130810,
-103725,
-65478
],
[
1.204601,
1.29224,
1.099345,
1.096408,
1.146474,
1.034166
],
[
531,
265,
266,
531,
265,
266
],
[
237,
125,
112,
237,
125,
112
],
[
294,
140,
154,
294,
140,
154
],
[
44.632768,
47.169811,
42.105263,
44.632768,
47.169811,
42.105263
],
[
1.494315,
1.447309,
1.511599,
1.360101,
1.284051,
1.421978
],
[
85066,
85066,
22488,
95532,
95532,
29277
],
[
-19816,
-19816,
-12570,
-28528,
-28528,
-17762
],
[
46,
44,
48,
46,
44,
48
],
[
61,
61,
61,
61,
61,
61
],
[
33,
29,
37,
33,
29,
37
],
[
24656,
11874,
12782,
24656,
11874,
12782
],
[
4.650782,
4.650782,
5.129948,
4.650782,
4.650782,
5.129949
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316785,
216540,
-258807,
-118202,
-87731,
-502390
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712377800000,
"first_datapoint_time": 1712795400000,
"last_datapoint_time": 1757376000000,
"evaluation_time": 1757376427563,
"expiration_time": 1763856000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 220,
"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) |
|---|