| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 204163.4539 | 188657.3759 | 15506.078 | 76280.5925 | 55726.2642 | 20554.3283 |
| Total P&L (%) | 204.1635 | 188.6574 | 15.5061 | 76.2806 | 55.7263 | 20.5543 |
| Avg Daily Profit (%) | 0.392 | 0.3622 | 0.0298 | 0.1089 | 0.0851 | 0.0359 |
| Buy And Hold Return (%) | 22.1693 | 22.1693 | 22.1693 | 22.1693 | 22.1693 | 22.1693 |
| Max Trade Drawdown | -92889 | -79084 | -19095 | -246523 | -206651 | -49300 |
| Profit Factor | 1.8371 | 2.0441 | 1.2453 | 1.175 | 1.1678 | 1.1982 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 50.7937 | 48.3871 | 53.125 | 50.7937 | 48.3871 | 53.125 |
| Ratio Avg Win / Avg Loss | 1.7797 | 2.1803 | 1.0988 | 1.1383 | 1.2456 | 1.0573 |
| Largest Winning Trade | 236159 | 236159 | 18512 | 213011 | 213011 | 33579 |
| Largest Losing Trade | -26599 | -26599 | -12900 | -93312 | -93312 | -18719 |
| Avg Bars in Trades | 381 | 724 | 49 | 381 | 724 | 49 |
| Avg Bars in Winners | 539 | 1086 | 56 | 539 | 1086 | 56 |
| Avg Bars in Losers | 218 | 384 | 41 | 218 | 384 | 41 |
| Bars Traded | 24022 | 22454 | 1568 | 24022 | 22454 | 1568 |
| Profit Streak | 0 | 78.2755 | 0 | 0 | 78.2755 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -138717 | 454339 | -319334 | -229807 | -119185 | -313379 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712340000000,
"first_datapoint_time": 1712665800000,
"last_datapoint_time": 1757338200000,
"evaluation_time": 1757338602266,
"expiration_time": 1763818200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 182,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 57,
"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": [
[
204163.453876642,
188657.3758713171,
15506.0780053249,
76280.5925088434,
55726.2641611172,
20554.3283477262
],
[
204.163454,
188.657376,
15.506078,
76.280593,
55.726264,
20.554328
],
[
0.391996,
0.362224,
0.029772,
0.108906,
0.085079,
0.035897
],
[
22.169304,
22.169304,
22.169304,
22.169304,
22.169304,
22.169304
],
[
-92889,
-79084,
-19095,
-246523,
-206651,
-49300
],
[
1.837064,
2.044055,
1.24532,
1.175003,
1.16775,
1.198241
],
[
63,
31,
32,
63,
31,
32
],
[
32,
15,
17,
32,
15,
17
],
[
31,
16,
15,
31,
16,
15
],
[
50.793651,
48.387097,
53.125,
50.793651,
48.387097,
53.125
],
[
1.779656,
2.180325,
1.098812,
1.138284,
1.2456,
1.057271
],
[
236159,
236159,
18512,
213011,
213011,
33579
],
[
-26599,
-26599,
-12900,
-93312,
-93312,
-18719
],
[
381,
724,
49,
381,
724,
49
],
[
539,
1086,
56,
539,
1086,
56
],
[
218,
384,
41,
218,
384,
41
],
[
24022,
22454,
1568,
24022,
22454,
1568
],
[
0,
78.275489,
0,
0,
78.275489,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-138717,
454339,
-319334,
-229807,
-119185,
-313379
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712340000000,
"first_datapoint_time": 1712665800000,
"last_datapoint_time": 1757338200000,
"evaluation_time": 1757338602266,
"expiration_time": 1763818200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 182,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 57,
"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) |
|---|