| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 210727.997 | 145879.6664 | 64848.3306 | 326315.0725 | 191982.6644 | 134332.4081 |
| Total P&L (%) | 210.728 | 145.8797 | 64.8483 | 326.3151 | 191.9827 | 134.3324 |
| Avg Daily Profit (%) | 0.4046 | 0.2801 | 0.1245 | 0.2788 | 0.2059 | 0.1636 |
| Buy And Hold Return (%) | 24.2554 | 24.2554 | 24.2554 | 24.2554 | 24.2554 | 24.2554 |
| Max Trade Drawdown | -46158 | -40770 | -39772 | -299893 | -247952 | -241901 |
| Profit Factor | 1.4912 | 1.6826 | 1.3012 | 1.1866 | 1.2198 | 1.1535 |
| Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
| Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
| Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
| Profitability (%) | 49.0909 | 45.4545 | 52.7273 | 49.0909 | 45.4545 | 52.7273 |
| Ratio Avg Win / Avg Loss | 1.5465 | 2.0192 | 1.1666 | 1.2305 | 1.4637 | 1.0341 |
| Largest Winning Trade | 82257 | 82257 | 23759 | 183496 | 183496 | 98580 |
| Largest Losing Trade | -12280 | -12280 | -12223 | -76512 | -67586 | -76512 |
| Avg Bars in Trades | 112 | 109 | 115 | 112 | 109 | 115 |
| Avg Bars in Winners | 146 | 146 | 146 | 146 | 146 | 146 |
| Avg Bars in Losers | 79 | 78 | 80 | 79 | 78 | 80 |
| Bars Traded | 24681 | 11999 | 12682 | 24681 | 11999 | 12682 |
| Profit Streak | 1.3459 | 1.6375 | 1.3459 | 1.3459 | 1.6375 | 1.3459 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349421 | 210334 | -33222 | -9007 | 81787 | -48495 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712365200000,
"first_datapoint_time": 1712759400000,
"last_datapoint_time": 1757363400000,
"evaluation_time": 1757364484215,
"expiration_time": 1763843400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 168,
"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": [
[
210727.9969718097,
145879.6664163194,
64848.3305554901,
326315.0725261333,
191982.6643994199,
134332.4081267134
],
[
210.727997,
145.879666,
64.848331,
326.315073,
191.982664,
134.332408
],
[
0.4046,
0.280091,
0.12451,
0.278791,
0.205946,
0.163636
],
[
24.255386,
24.255386,
24.255386,
24.255386,
24.255386,
24.255386
],
[
-46158,
-40770,
-39772,
-299893,
-247952,
-241901
],
[
1.491222,
1.682648,
1.301213,
1.186593,
1.219787,
1.153468
],
[
220,
110,
110,
220,
110,
110
],
[
108,
50,
58,
108,
50,
58
],
[
112,
60,
52,
112,
60,
52
],
[
49.090909,
45.454545,
52.727273,
49.090909,
45.454545,
52.727273
],
[
1.546452,
2.019178,
1.166605,
1.230541,
1.463744,
1.034144
],
[
82257,
82257,
23759,
183496,
183496,
98580
],
[
-12280,
-12280,
-12223,
-76512,
-67586,
-76512
],
[
112,
109,
115,
112,
109,
115
],
[
146,
146,
146,
146,
146,
146
],
[
79,
78,
80,
79,
78,
80
],
[
24681,
11999,
12682,
24681,
11999,
12682
],
[
1.345882,
1.637549,
1.345882,
1.345882,
1.637549,
1.345882
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349421,
210334,
-33222,
-9007,
81787,
-48495
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712365200000,
"first_datapoint_time": 1712759400000,
"last_datapoint_time": 1757363400000,
"evaluation_time": 1757364484215,
"expiration_time": 1763843400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 168,
"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) |
|---|