| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 208493.7354 | 157514.0484 | 50979.687 | 286729.9777 | 164831.3973 | 121898.5804 |
| Total P&L (%) | 208.4937 | 157.514 | 50.9797 | 286.73 | 164.8314 | 121.8986 |
| Avg Daily Profit (%) | 0.4003 | 0.3024 | 0.0979 | 0.26 | 0.1872 | 0.1532 |
| Buy And Hold Return (%) | 21.2276 | 21.2276 | 21.2276 | 21.2276 | 21.2276 | 21.2276 |
| Max Trade Drawdown | -50397 | -58064 | -15348 | -267545 | -276281 | -49433 |
| Profit Factor | 2.0681 | 2.0031 | 2.3359 | 1.4682 | 1.325 | 2.1587 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
| Profitability (%) | 64.4068 | 62.069 | 66.6667 | 64.4068 | 62.069 | 66.6667 |
| Ratio Avg Win / Avg Loss | 1.1429 | 1.2241 | 1.1679 | 0.8114 | 0.8097 | 1.0794 |
| Largest Winning Trade | 70744 | 70744 | 10834 | 138941 | 138941 | 36706 |
| Largest Losing Trade | -47289 | -47289 | -15348 | -237852 | -237852 | -46373 |
| Avg Bars in Trades | 387 | 725 | 60 | 387 | 725 | 60 |
| Avg Bars in Winners | 229 | 419 | 59 | 229 | 419 | 59 |
| Avg Bars in Losers | 672 | 1227 | 62 | 672 | 1227 | 62 |
| Bars Traded | 22856 | 21047 | 1809 | 22856 | 21047 | 1809 |
| Profit Streak | 29.039 | 0 | 48.914 | 29.039 | 0 | 48.914 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -165507 | 436758 | -60210 | -170081 | 252790 | 444200 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712340000000,
"first_datapoint_time": 1712885400000,
"last_datapoint_time": 1757338200000,
"evaluation_time": 1757339768728,
"expiration_time": 1763818200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 142,
"offset": 7,
"std": 2.84576
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 196,
"offset": 108
}
}
}
{
"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": [
[
208493.7354396246,
157514.0484121819,
50979.6870274426,
286729.977706758,
164831.3973275053,
121898.5803792529
],
[
208.493735,
157.514048,
50.979687,
286.729978,
164.831397,
121.89858
],
[
0.400311,
0.302429,
0.097882,
0.26003,
0.187169,
0.153152
],
[
21.227648,
21.227648,
21.227648,
21.227648,
21.227648,
21.227648
],
[
-50397,
-58064,
-15348,
-267545,
-276281,
-49433
],
[
2.068139,
2.003073,
2.335873,
1.468221,
1.324996,
2.158714
],
[
59,
29,
30,
59,
29,
30
],
[
38,
18,
20,
38,
18,
20
],
[
21,
11,
10,
21,
11,
10
],
[
64.40678,
62.068966,
66.666667,
64.40678,
62.068966,
66.666667
],
[
1.142919,
1.2241,
1.167937,
0.811386,
0.80972,
1.079357
],
[
70744,
70744,
10834,
138941,
138941,
36706
],
[
-47289,
-47289,
-15348,
-237852,
-237852,
-46373
],
[
387,
725,
60,
387,
725,
60
],
[
229,
419,
59,
229,
419,
59
],
[
672,
1227,
62,
672,
1227,
62
],
[
22856,
21047,
1809,
22856,
21047,
1809
],
[
29.03899,
0,
48.91399,
29.03899,
0,
48.91399
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-165507,
436758,
-60210,
-170081,
252790,
444200
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712340000000,
"first_datapoint_time": 1712885400000,
"last_datapoint_time": 1757338200000,
"evaluation_time": 1757339768728,
"expiration_time": 1763818200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 142,
"offset": 7,
"std": 2.84576
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 196,
"offset": 108
}
}
}
| # | 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) |
|---|