| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 224972.6663 | 170194.2138 | 54778.4525 | 409135.2104 | 283983.7767 | 125151.4338 |
| Total P&L (%) | 224.9727 | 170.1942 | 54.7785 | 409.1352 | 283.9838 | 125.1514 |
| Avg Daily Profit (%) | 0.432 | 0.3268 | 0.1052 | 0.313 | 0.2587 | 0.156 |
| Buy And Hold Return (%) | 69.5652 | 69.5652 | 69.5652 | 69.5652 | 69.5652 | 69.5652 |
| Max Trade Drawdown | -64657 | -56333 | -41471 | -262284 | -266013 | -199012 |
| Profit Factor | 1.2186 | 1.3612 | 1.0982 | 1.1304 | 1.192 | 1.0755 |
| Total Trades | 832 | 416 | 416 | 832 | 416 | 416 |
| Winning Trades | 451 | 225 | 226 | 451 | 225 | 226 |
| Losing Trades | 381 | 191 | 190 | 381 | 191 | 190 |
| Profitability (%) | 54.2067 | 54.0865 | 54.3269 | 54.2067 | 54.0865 | 54.3269 |
| Ratio Avg Win / Avg Loss | 1.0295 | 1.1555 | 0.9233 | 0.9549 | 1.0118 | 0.9041 |
| Largest Winning Trade | 28189 | 28189 | 16426 | 83509 | 83509 | 68582 |
| Largest Losing Trade | -18395 | -14021 | -18395 | -68856 | -68856 | -49355 |
| Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
| Avg Bars in Winners | 24 | 25 | 23 | 24 | 25 | 23 |
| Avg Bars in Losers | 36 | 37 | 34 | 36 | 37 | 34 |
| Bars Traded | 24823 | 12864 | 11959 | 24823 | 12864 | 11959 |
| Profit Streak | 0 | 0 | 4.2297 | 0 | 0 | 4.2297 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 406929 | 245896 | -329740 | -65912 | -1812 | -137392 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713061800000,
"first_datapoint_time": 1713211200000,
"last_datapoint_time": 1758060000000,
"evaluation_time": 1758061848229,
"expiration_time": 1764540000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 59,
"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": [
[
224972.6663180452,
170194.2138428895,
54778.4524751555,
409135.2104462776,
283983.7766811019,
125151.433765176
],
[
224.972666,
170.194214,
54.778452,
409.13521,
283.983777,
125.151434
],
[
0.43195,
0.326775,
0.105175,
0.312979,
0.258658,
0.15595
],
[
69.565217,
69.565217,
69.565217,
69.565217,
69.565217,
69.565217
],
[
-64657,
-56333,
-41471,
-262284,
-266013,
-199012
],
[
1.218638,
1.361222,
1.098203,
1.130385,
1.191965,
1.075458
],
[
832,
416,
416,
832,
416,
416
],
[
451,
225,
226,
451,
225,
226
],
[
381,
191,
190,
381,
191,
190
],
[
54.206731,
54.086538,
54.326923,
54.206731,
54.086538,
54.326923
],
[
1.029492,
1.155526,
0.923268,
0.954937,
1.011846,
0.904146
],
[
28189,
28189,
16426,
83509,
83509,
68582
],
[
-18395,
-14021,
-18395,
-68856,
-68856,
-49355
],
[
29,
30,
28,
29,
30,
28
],
[
24,
25,
23,
24,
25,
23
],
[
36,
37,
34,
36,
37,
34
],
[
24823,
12864,
11959,
24823,
12864,
11959
],
[
0,
0,
4.229725,
0,
0,
4.229725
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
406929,
245896,
-329740,
-65912,
-1812,
-137392
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713061800000,
"first_datapoint_time": 1713211200000,
"last_datapoint_time": 1758060000000,
"evaluation_time": 1758061848229,
"expiration_time": 1764540000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 59,
"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) |
|---|