| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 239714.3461 | 168107.345 | 71607.0011 | 453363.0317 | 283536.6542 | 169826.3775 |
| Total P&L (%) | 239.7143 | 168.1073 | 71.607 | 453.363 | 283.5367 | 169.8264 |
| Avg Daily Profit (%) | 0.4603 | 0.3228 | 0.1375 | 0.329 | 0.2584 | 0.1908 |
| Buy And Hold Return (%) | 23.0309 | 23.0309 | 23.0309 | 23.0309 | 23.0309 | 23.0309 |
| Max Trade Drawdown | -38670 | -50043 | -42078 | -220375 | -168387 | -116127 |
| Profit Factor | 1.4892 | 1.6629 | 1.3029 | 1.3341 | 1.3886 | 1.2708 |
| Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
| Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Losing Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Profitability (%) | 38.8186 | 38.9831 | 38.6555 | 38.8186 | 38.9831 | 38.6555 |
| Ratio Avg Win / Avg Loss | 2.3472 | 2.6028 | 2.0677 | 2.1027 | 2.1735 | 2.0167 |
| Largest Winning Trade | 71367 | 71367 | 17737 | 144069 | 144069 | 79270 |
| Largest Losing Trade | -11114 | -11114 | -10697 | -46752 | -46752 | -28658 |
| Avg Bars in Trades | 103 | 105 | 102 | 103 | 105 | 102 |
| Avg Bars in Winners | 151 | 150 | 152 | 151 | 150 | 152 |
| Avg Bars in Losers | 73 | 76 | 70 | 73 | 76 | 70 |
| Bars Traded | 24611 | 12421 | 12190 | 24611 | 12421 | 12190 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306716 | 242146 | -16511 | 232215 | 171472 | 120235 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712370600000,
"first_datapoint_time": 1712806200000,
"last_datapoint_time": 1757368800000,
"evaluation_time": 1757369458930,
"expiration_time": 1763848800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 107,
"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": [
[
239714.3461113688,
168107.3449836489,
71607.0011277198,
453363.0317016491,
283536.6542129574,
169826.3774886921
],
[
239.714346,
168.107345,
71.607001,
453.363032,
283.536654,
169.826377
],
[
0.460254,
0.322768,
0.137486,
0.329024,
0.258434,
0.190764
],
[
23.030857,
23.030857,
23.030857,
23.030857,
23.030857,
23.030857
],
[
-38670,
-50043,
-42078,
-220375,
-168387,
-116127
],
[
1.489232,
1.662913,
1.302917,
1.334133,
1.388602,
1.270769
],
[
237,
118,
119,
237,
118,
119
],
[
92,
46,
46,
92,
46,
46
],
[
145,
72,
73,
145,
72,
73
],
[
38.818565,
38.983051,
38.655462,
38.818565,
38.983051,
38.655462
],
[
2.34716,
2.60282,
2.067672,
2.102709,
2.173463,
2.016654
],
[
71367,
71367,
17737,
144069,
144069,
79270
],
[
-11114,
-11114,
-10697,
-46752,
-46752,
-28658
],
[
103,
105,
102,
103,
105,
102
],
[
151,
150,
152,
151,
150,
152
],
[
73,
76,
70,
73,
76,
70
],
[
24611,
12421,
12190,
24611,
12421,
12190
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306716,
242146,
-16511,
232215,
171472,
120235
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712370600000,
"first_datapoint_time": 1712806200000,
"last_datapoint_time": 1757368800000,
"evaluation_time": 1757369458930,
"expiration_time": 1763848800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 107,
"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) |
|---|