| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 292376.3102 | 218159.2185 | 74217.0917 | 732773.3381 | 558316.8124 | 174456.5257 |
| Total P&L (%) | 292.3763 | 218.1592 | 74.2171 | 732.7733 | 558.3168 | 174.4565 |
| Avg Daily Profit (%) | 0.5614 | 0.4189 | 0.1425 | 0.4078 | 0.3625 | 0.194 |
| Buy And Hold Return (%) | 80.337 | 80.337 | 80.337 | 80.337 | 80.337 | 80.337 |
| Max Trade Drawdown | -43364 | -33566 | -41933 | -182884 | -144447 | -261843 |
| Profit Factor | 1.5611 | 1.8745 | 1.2732 | 1.3803 | 1.6363 | 1.1662 |
| Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
| Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
| Profitability (%) | 48.6989 | 48.8889 | 48.5075 | 48.6989 | 48.8889 | 48.5075 |
| Ratio Avg Win / Avg Loss | 1.6445 | 1.9598 | 1.3516 | 1.454 | 1.7106 | 1.238 |
| Largest Winning Trade | 82904 | 82904 | 21036 | 147707 | 147707 | 87501 |
| Largest Losing Trade | -13203 | -13052 | -13203 | -91172 | -68311 | -91172 |
| Avg Bars in Trades | 91 | 92 | 90 | 91 | 92 | 90 |
| Avg Bars in Winners | 112 | 116 | 108 | 112 | 116 | 108 |
| Avg Bars in Losers | 71 | 69 | 74 | 71 | 69 | 74 |
| Bars Traded | 24616 | 12465 | 12151 | 24616 | 12465 | 12151 |
| Profit Streak | 3.0195 | 9.957 | 0 | 3.0195 | 9.957 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 365758 | 345335 | -170014 | 345263 | 446324 | -37199 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712885400000,
"first_datapoint_time": 1713238200000,
"last_datapoint_time": 1757883600000,
"evaluation_time": 1757885281696,
"expiration_time": 1764363600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 148,
"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": [
[
292376.3101804761,
218159.2185090411,
74217.091671435,
732773.3380805325,
558316.812358903,
174456.525721629
],
[
292.37631,
218.159219,
74.217092,
732.773338,
558.316812,
174.456526
],
[
0.561366,
0.418868,
0.142498,
0.407793,
0.362485,
0.194037
],
[
80.337043,
80.337043,
80.337043,
80.337043,
80.337043,
80.337043
],
[
-43364,
-33566,
-41933,
-182884,
-144447,
-261843
],
[
1.56109,
1.874544,
1.273227,
1.380263,
1.63625,
1.166228
],
[
269,
135,
134,
269,
135,
134
],
[
131,
66,
65,
131,
66,
65
],
[
138,
69,
69,
138,
69,
69
],
[
48.698885,
48.888889,
48.507463,
48.698885,
48.888889,
48.507463
],
[
1.644507,
1.95975,
1.35158,
1.454018,
1.710625,
1.237995
],
[
82904,
82904,
21036,
147707,
147707,
87501
],
[
-13203,
-13052,
-13203,
-91172,
-68311,
-91172
],
[
91,
92,
90,
91,
92,
90
],
[
112,
116,
108,
112,
116,
108
],
[
71,
69,
74,
71,
69,
74
],
[
24616,
12465,
12151,
24616,
12465,
12151
],
[
3.019464,
9.956964,
0,
3.019464,
9.956964,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
365758,
345335,
-170014,
345263,
446324,
-37199
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712885400000,
"first_datapoint_time": 1713238200000,
"last_datapoint_time": 1757883600000,
"evaluation_time": 1757885281696,
"expiration_time": 1764363600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 148,
"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) |
|---|