| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 159053.7588 | 182500.4901 | -23446.7313 | -13673.6859 | 12441.8441 | -26115.53 |
| Total P&L (%) | 159.0538 | 182.5005 | -23.4467 | -13.6737 | 12.4418 | -26.1155 |
| Avg Daily Profit (%) | 0.3054 | 0.3504 | -0.045 | -0.0282 | 0.0225 | -0.0581 |
| Buy And Hold Return (%) | 18.3242 | 18.3242 | 18.3242 | 18.3242 | 18.3242 | 18.3242 |
| Max Trade Drawdown | -91863 | -84421 | -19506 | -129309 | -118837 | -22175 |
| Profit Factor | 1.5928 | 1.9452 | 0.6883 | 0.9485 | 1.0611 | 0.5779 |
| Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
| Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
| Profitability (%) | 41.2698 | 48.3871 | 34.375 | 41.2698 | 48.3871 | 34.375 |
| Ratio Avg Win / Avg Loss | 2.2667 | 2.0749 | 1.314 | 1.3498 | 1.1319 | 1.1033 |
| Largest Winning Trade | 273709 | 273709 | 14433 | 142267 | 142267 | 10383 |
| Largest Losing Trade | -24766 | -24766 | -13497 | -43089 | -43089 | -6993 |
| Avg Bars in Trades | 380 | 731 | 41 | 380 | 731 | 41 |
| Avg Bars in Winners | 641 | 1084 | 37 | 641 | 1084 | 37 |
| Avg Bars in Losers | 197 | 399 | 44 | 197 | 399 | 44 |
| Bars Traded | 24001 | 22661 | 1340 | 24001 | 22661 | 1340 |
| Profit Streak | 0 | 78.1023 | 0 | 0 | 78.1023 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -143735 | 458451 | -585788 | -734352 | -481712 | -585788 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712341800000,
"first_datapoint_time": 1712588400000,
"last_datapoint_time": 1757340000000,
"evaluation_time": 1757341636106,
"expiration_time": 1763820000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 138,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 45,
"offset": 0,
"a": 0.70996
}
}
}
{
"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": [
[
159053.7587917467,
182500.4900991141,
-23446.7313073676,
-13673.6859450875,
12441.8440558722,
-26115.5300009596
],
[
159.053759,
182.50049,
-23.446731,
-13.673686,
12.441844,
-26.11553
],
[
0.305385,
0.350403,
-0.045018,
-0.028227,
0.022518,
-0.058096
],
[
18.324166,
18.324166,
18.324166,
18.324166,
18.324166,
18.324166
],
[
-91863,
-84421,
-19506,
-129309,
-118837,
-22175
],
[
1.59284,
1.94523,
0.688274,
0.948481,
1.061128,
0.577939
],
[
63,
31,
32,
63,
31,
32
],
[
26,
15,
11,
26,
15,
11
],
[
37,
16,
21,
37,
16,
21
],
[
41.269841,
48.387097,
34.375,
41.269841,
48.387097,
34.375
],
[
2.266734,
2.074912,
1.313978,
1.349762,
1.13187,
1.103339
],
[
273709,
273709,
14433,
142267,
142267,
10383
],
[
-24766,
-24766,
-13497,
-43089,
-43089,
-6993
],
[
380,
731,
41,
380,
731,
41
],
[
641,
1084,
37,
641,
1084,
37
],
[
197,
399,
44,
197,
399,
44
],
[
24001,
22661,
1340,
24001,
22661,
1340
],
[
0,
78.10227,
0,
0,
78.10227,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-143735,
458451,
-585788,
-734352,
-481712,
-585788
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712341800000,
"first_datapoint_time": 1712588400000,
"last_datapoint_time": 1757340000000,
"evaluation_time": 1757341636106,
"expiration_time": 1763820000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 138,
"offset": 0,
"scalar": 4
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 45,
"offset": 0,
"a": 0.70996
}
}
}
| # | 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) |
|---|