| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 202650.7911 | 155722.3035 | 46928.4876 | 287495.3411 | 188450.8298 | 99044.5113 |
| Total P&L (%) | 202.6508 | 155.7223 | 46.9285 | 287.4953 | 188.4508 | 99.0445 |
| Avg Daily Profit (%) | 0.3891 | 0.299 | 0.0901 | 0.2604 | 0.2036 | 0.1323 |
| Buy And Hold Return (%) | 41.7048 | 41.7048 | 41.7048 | 41.7048 | 41.7048 | 41.7048 |
| Max Trade Drawdown | -51417 | -58641 | -19826 | -164175 | -170745 | -44482 |
| Profit Factor | 1.6661 | 1.704 | 1.5651 | 1.4018 | 1.3571 | 1.5272 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 56.5574 | 54.0984 | 59.0164 | 56.5574 | 54.0984 | 59.0164 |
| Ratio Avg Win / Avg Loss | 1.2798 | 1.4458 | 1.0869 | 1.0767 | 1.1515 | 1.0605 |
| Largest Winning Trade | 60752 | 60752 | 12358 | 80773 | 80773 | 31746 |
| Largest Losing Trade | -31952 | -31952 | -10972 | -110736 | -110736 | -39149 |
| Avg Bars in Trades | 199 | 349 | 49 | 199 | 349 | 49 |
| Avg Bars in Winners | 156 | 275 | 47 | 156 | 275 | 47 |
| Avg Bars in Losers | 254 | 435 | 52 | 254 | 435 | 52 |
| Bars Traded | 24318 | 21297 | 3021 | 24318 | 21297 | 3021 |
| Profit Streak | 33.3705 | 33.3705 | 50.2038 | 33.3705 | 33.3705 | 50.2038 |
| Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 431854 | -152143 | -357372 | 394014 | -153945 | -178983 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712547000000,
"first_datapoint_time": 1712952000000,
"last_datapoint_time": 1757545200000,
"evaluation_time": 1757546608396,
"expiration_time": 1764025200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 226,
"offset": 0,
"a": 0.70582
}
}
}
{
"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": [
[
202650.7910804871,
155722.3034631178,
46928.4876173691,
287495.34110959,
188450.8298345334,
99044.5112750565
],
[
202.650791,
155.722303,
46.928488,
287.495341,
188.45083,
99.044511
],
[
0.389092,
0.298989,
0.090103,
0.260411,
0.203604,
0.132253
],
[
41.704789,
41.704789,
41.704789,
41.704789,
41.704789,
41.704789
],
[
-51417,
-58641,
-19826,
-164175,
-170745,
-44482
],
[
1.666089,
1.704017,
1.565073,
1.401785,
1.357139,
1.527176
],
[
122,
61,
61,
122,
61,
61
],
[
69,
33,
36,
69,
33,
36
],
[
53,
28,
25,
53,
28,
25
],
[
56.557377,
54.098361,
59.016393,
56.557377,
54.098361,
59.016393
],
[
1.27975,
1.445832,
1.086856,
1.076734,
1.151512,
1.060539
],
[
60752,
60752,
12358,
80773,
80773,
31746
],
[
-31952,
-31952,
-10972,
-110736,
-110736,
-39149
],
[
199,
349,
49,
199,
349,
49
],
[
156,
275,
47,
156,
275,
47
],
[
254,
435,
52,
254,
435,
52
],
[
24318,
21297,
3021,
24318,
21297,
3021
],
[
33.370467,
33.370467,
50.203801,
33.370467,
33.370468,
50.203801
],
[
6,
3,
4,
6,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
431854,
-152143,
-357372,
394014,
-153945,
-178983
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712547000000,
"first_datapoint_time": 1712952000000,
"last_datapoint_time": 1757545200000,
"evaluation_time": 1757546608396,
"expiration_time": 1764025200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 115,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 226,
"offset": 0,
"a": 0.70582
}
}
}
| # | 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) |
|---|