| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 206384.6166 | 149023.4141 | 57361.2026 | 251022.179 | 216238.169 | 34784.01 |
| Total P&L (%) | 206.3846 | 149.0234 | 57.3612 | 251.0222 | 216.2382 | 34.784 |
| Avg Daily Profit (%) | 0.3963 | 0.2861 | 0.1101 | 0.2414 | 0.2213 | 0.0573 |
| Buy And Hold Return (%) | 24.4236 | 24.4236 | 24.4236 | 24.4236 | 24.4236 | 24.4236 |
| Max Trade Drawdown | -58845 | -35321 | -47962 | -294861 | -171483 | -238717 |
| Profit Factor | 1.2699 | 1.3747 | 1.1563 | 1.1012 | 1.1656 | 1.0296 |
| Total Trades | 584 | 292 | 292 | 584 | 292 | 292 |
| Winning Trades | 235 | 115 | 120 | 235 | 115 | 120 |
| Losing Trades | 349 | 177 | 172 | 349 | 177 | 172 |
| Profitability (%) | 40.2397 | 39.3836 | 41.0959 | 40.2397 | 39.3836 | 41.0959 |
| Ratio Avg Win / Avg Loss | 1.8859 | 2.1159 | 1.6573 | 1.6354 | 1.794 | 1.4758 |
| Largest Winning Trade | 93518 | 93518 | 18651 | 188239 | 188239 | 64476 |
| Largest Losing Trade | -11742 | -11742 | -9778 | -63922 | -63922 | -51979 |
| Avg Bars in Trades | 42 | 41 | 43 | 42 | 41 | 43 |
| Avg Bars in Winners | 63 | 62 | 65 | 63 | 62 | 65 |
| Avg Bars in Losers | 27 | 27 | 28 | 27 | 27 | 28 |
| Bars Traded | 24665 | 11997 | 12668 | 24665 | 11997 | 12668 |
| Profit Streak | 6.7122 | 6.7122 | 7.9206 | 6.7122 | 6.7122 | 7.9206 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 380522 | 229381 | -99965 | -99894 | -32516 | -340069 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712556000000,
"first_datapoint_time": 1712782800000,
"last_datapoint_time": 1757554200000,
"evaluation_time": 1757554536522,
"expiration_time": 1764034200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 127,
"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": [
[
206384.6166224296,
149023.4140724042,
57361.2025500252,
251022.179041273,
216238.1689927034,
34784.010048569
],
[
206.384617,
149.023414,
57.361203,
251.022179,
216.238169,
34.78401
],
[
0.396261,
0.286127,
0.110134,
0.241383,
0.2213,
0.057329
],
[
24.423591,
24.423591,
24.423591,
24.423591,
24.423591,
24.423591
],
[
-58845,
-35321,
-47962,
-294861,
-171483,
-238717
],
[
1.269881,
1.374741,
1.156275,
1.101169,
1.165577,
1.029597
],
[
584,
292,
292,
584,
292,
292
],
[
235,
115,
120,
235,
115,
120
],
[
349,
177,
172,
349,
177,
172
],
[
40.239726,
39.383562,
41.09589,
40.239726,
39.383562,
41.09589
],
[
1.885909,
2.115906,
1.657328,
1.635353,
1.793975,
1.475756
],
[
93518,
93518,
18651,
188239,
188239,
64476
],
[
-11742,
-11742,
-9778,
-63922,
-63922,
-51979
],
[
42,
41,
43,
42,
41,
43
],
[
63,
62,
65,
63,
62,
65
],
[
27,
27,
28,
27,
27,
28
],
[
24665,
11997,
12668,
24665,
11997,
12668
],
[
6.712228,
6.712228,
7.920561,
6.712228,
6.712228,
7.920562
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
380522,
229381,
-99965,
-99894,
-32516,
-340069
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712556000000,
"first_datapoint_time": 1712782800000,
"last_datapoint_time": 1757554200000,
"evaluation_time": 1757554536522,
"expiration_time": 1764034200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 38,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 127,
"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) |
|---|