| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267626.8739 | 200165.5232 | 67461.3507 | 558901.4576 | 432985.2945 | 125916.1631 |
| Total P&L (%) | 267.6269 | 200.1655 | 67.4614 | 558.9015 | 432.9853 | 125.9162 |
| Avg Daily Profit (%) | 0.5138 | 0.3843 | 0.1295 | 0.3627 | 0.3218 | 0.1566 |
| Buy And Hold Return (%) | 77.0526 | 77.0526 | 77.0526 | 77.0526 | 77.0526 | 77.0526 |
| Max Trade Drawdown | -67318 | -62320 | -35355 | -253682 | -168956 | -179329 |
| Profit Factor | 1.4824 | 1.7194 | 1.244 | 1.3481 | 1.5451 | 1.1552 |
| Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
| Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Losing Trades | 170 | 85 | 85 | 170 | 85 | 85 |
| Profitability (%) | 39.5018 | 39.2857 | 39.7163 | 39.5018 | 39.2857 | 39.7163 |
| Ratio Avg Win / Avg Loss | 2.2704 | 2.6573 | 1.8882 | 2.0646 | 2.3878 | 1.7534 |
| Largest Winning Trade | 76848 | 76848 | 17590 | 130158 | 130158 | 89601 |
| Largest Losing Trade | -13302 | -13302 | -13142 | -94087 | -51633 | -94087 |
| Avg Bars in Trades | 87 | 89 | 86 | 87 | 89 | 86 |
| Avg Bars in Winners | 135 | 134 | 136 | 135 | 134 | 136 |
| Avg Bars in Losers | 56 | 59 | 53 | 56 | 59 | 53 |
| Bars Traded | 24637 | 12468 | 12169 | 24637 | 12468 | 12169 |
| Profit Streak | 5.2693 | 11.061 | 5.2693 | 5.2693 | 11.061 | 5.2693 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 285184 | 185805 | -189066 | 320955 | 237918 | -54815 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713094200000,
"first_datapoint_time": 1713511800000,
"last_datapoint_time": 1758092400000,
"evaluation_time": 1758094066173,
"expiration_time": 1764572400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 67,
"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": [
[
267626.8738883126,
200165.5231814062,
67461.3507069064,
558901.4576290199,
432985.2945078955,
125916.1631211244
],
[
267.626874,
200.165523,
67.461351,
558.901458,
432.985295,
125.916163
],
[
0.513847,
0.38432,
0.129527,
0.362656,
0.321797,
0.156602
],
[
77.052632,
77.052632,
77.052632,
77.052632,
77.052632,
77.052632
],
[
-67318,
-62320,
-35355,
-253682,
-168956,
-179329
],
[
1.482447,
1.719448,
1.243977,
1.348069,
1.545057,
1.155196
],
[
281,
140,
141,
281,
140,
141
],
[
111,
55,
56,
111,
55,
56
],
[
170,
85,
85,
170,
85,
85
],
[
39.501779,
39.285714,
39.716312,
39.501779,
39.285714,
39.716312
],
[
2.270414,
2.657329,
1.888179,
2.06461,
2.387816,
1.753423
],
[
76848,
76848,
17590,
130158,
130158,
89601
],
[
-13302,
-13302,
-13142,
-94087,
-51633,
-94087
],
[
87,
89,
86,
87,
89,
86
],
[
135,
134,
136,
135,
134,
136
],
[
56,
59,
53,
56,
59,
53
],
[
24637,
12468,
12169,
24637,
12468,
12169
],
[
5.269284,
11.060951,
5.269284,
5.269284,
11.060951,
5.269284
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
285184,
185805,
-189066,
320955,
237918,
-54815
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713094200000,
"first_datapoint_time": 1713511800000,
"last_datapoint_time": 1758092400000,
"evaluation_time": 1758094066173,
"expiration_time": 1764572400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 67,
"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) |
|---|