| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 189353.736 | 152071.428 | 37282.308 | 251409.0298 | 187241.9958 | 64167.034 |
| Total P&L (%) | 189.3537 | 152.0714 | 37.2823 | 251.409 | 187.242 | 64.167 |
| Avg Daily Profit (%) | 0.3636 | 0.292 | 0.0716 | 0.2416 | 0.2028 | 0.0952 |
| Buy And Hold Return (%) | 68.9124 | 68.9124 | 68.9124 | 68.9124 | 68.9124 | 68.9124 |
| Max Trade Drawdown | -65099 | -72091 | -19426 | -219582 | -250729 | -46204 |
| Profit Factor | 1.7408 | 1.8058 | 1.5575 | 1.4117 | 1.3992 | 1.4534 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
| Profitability (%) | 65.625 | 64.5833 | 66.6667 | 65.625 | 64.5833 | 66.6667 |
| Ratio Avg Win / Avg Loss | 0.9119 | 0.9903 | 0.7788 | 0.7395 | 0.7673 | 0.7267 |
| Largest Winning Trade | 63784 | 63784 | 8077 | 119159 | 119159 | 25096 |
| Largest Losing Trade | -34503 | -34503 | -15650 | -114244 | -114244 | -34662 |
| Avg Bars in Trades | 255 | 440 | 71 | 255 | 440 | 71 |
| Avg Bars in Winners | 167 | 273 | 64 | 167 | 273 | 64 |
| Avg Bars in Losers | 424 | 745 | 83 | 424 | 745 | 83 |
| Bars Traded | 24568 | 21150 | 3418 | 24568 | 21150 | 3418 |
| Profit Streak | 7.6666 | 25.7916 | 7.6666 | 7.6666 | 25.7916 | 7.6666 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336052 | 215096 | -260792 | 276135 | 206503 | -229907 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713331800000,
"first_datapoint_time": 1713753000000,
"last_datapoint_time": 1758330000000,
"evaluation_time": 1758331793846,
"expiration_time": 1764810000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 143,
"offset": 0,
"std": 1.99143
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 235,
"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": [
[
189353.7359940962,
152071.4280383522,
37282.3079557441,
251409.0297710472,
187241.9957618797,
64167.0340091674
],
[
189.353736,
152.071428,
37.282308,
251.40903,
187.241996,
64.167034
],
[
0.363561,
0.291979,
0.071582,
0.241595,
0.202796,
0.095223
],
[
68.91241,
68.91241,
68.91241,
68.91241,
68.91241,
68.91241
],
[
-65099,
-72091,
-19426,
-219582,
-250729,
-46204
],
[
1.740839,
1.805806,
1.557501,
1.411728,
1.399158,
1.453391
],
[
96,
48,
48,
96,
48,
48
],
[
63,
31,
32,
63,
31,
32
],
[
33,
17,
16,
33,
17,
16
],
[
65.625,
64.583333,
66.666667,
65.625,
64.583333,
66.666667
],
[
0.911868,
0.990281,
0.778751,
0.739476,
0.76728,
0.726695
],
[
63784,
63784,
8077,
119159,
119159,
25096
],
[
-34503,
-34503,
-15650,
-114244,
-114244,
-34662
],
[
255,
440,
71,
255,
440,
71
],
[
167,
273,
64,
167,
273,
64
],
[
424,
745,
83,
424,
745,
83
],
[
24568,
21150,
3418,
24568,
21150,
3418
],
[
7.666595,
25.791595,
7.666595,
7.666595,
25.791595,
7.666595
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336052,
215096,
-260792,
276135,
206503,
-229907
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713331800000,
"first_datapoint_time": 1713753000000,
"last_datapoint_time": 1758330000000,
"evaluation_time": 1758331793846,
"expiration_time": 1764810000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 143,
"offset": 0,
"std": 1.99143
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 235,
"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) |
|---|