| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 240908.991 | 175610.2537 | 65298.7374 | 448739.0969 | 297266.1572 | 151472.9397 |
| Total P&L (%) | 240.909 | 175.6103 | 65.2987 | 448.7391 | 297.2662 | 151.4729 |
| Avg Daily Profit (%) | 0.4625 | 0.3372 | 0.1254 | 0.3274 | 0.2652 | 0.1772 |
| Buy And Hold Return (%) | 68.7081 | 68.7081 | 68.7081 | 68.7081 | 68.7081 | 68.7081 |
| Max Trade Drawdown | -49231 | -33055 | -40802 | -378279 | -196331 | -313014 |
| Profit Factor | 1.5939 | 1.8988 | 1.3106 | 1.2521 | 1.3416 | 1.1665 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
| Profitability (%) | 46 | 46 | 46 | 46 | 46 | 46 |
| Ratio Avg Win / Avg Loss | 1.8711 | 2.229 | 1.5385 | 1.4698 | 1.5749 | 1.3693 |
| Largest Winning Trade | 84191 | 84191 | 24005 | 152208 | 152208 | 118075 |
| Largest Losing Trade | -16628 | -16426 | -16628 | -113459 | -113459 | -101356 |
| Avg Bars in Trades | 121 | 117 | 125 | 121 | 117 | 125 |
| Avg Bars in Winners | 162 | 153 | 170 | 162 | 153 | 170 |
| Avg Bars in Losers | 86 | 86 | 86 | 86 | 86 | 86 |
| Bars Traded | 24273 | 11720 | 12553 | 24273 | 11720 | 12553 |
| Profit Streak | 7.8236 | 8.407 | 7.8236 | 7.8236 | 8.407 | 7.8236 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369110 | 273791 | -191894 | 296875 | 230706 | -37237 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712928600000,
"first_datapoint_time": 1713312000000,
"last_datapoint_time": 1757926800000,
"evaluation_time": 1757927761848,
"expiration_time": 1764406800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 136,
"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": [
[
240908.9910451263,
175610.2536751323,
65298.7373699938,
448739.0968891827,
297266.1572349163,
151472.9396542667
],
[
240.908991,
175.610254,
65.298737,
448.739097,
297.266157,
151.47294
],
[
0.462548,
0.337174,
0.125374,
0.327408,
0.265205,
0.177214
],
[
68.70814,
68.70814,
68.70814,
68.70814,
68.70814,
68.70814
],
[
-49231,
-33055,
-40802,
-378279,
-196331,
-313014
],
[
1.593898,
1.898761,
1.310578,
1.252092,
1.341612,
1.166477
],
[
200,
100,
100,
200,
100,
100
],
[
92,
46,
46,
92,
46,
46
],
[
108,
54,
54,
108,
54,
54
],
[
46,
46,
46,
46,
46,
46
],
[
1.871098,
2.228981,
1.538505,
1.469847,
1.574935,
1.369343
],
[
84191,
84191,
24005,
152208,
152208,
118075
],
[
-16628,
-16426,
-16628,
-113459,
-113459,
-101356
],
[
121,
117,
125,
121,
117,
125
],
[
162,
153,
170,
162,
153,
170
],
[
86,
86,
86,
86,
86,
86
],
[
24273,
11720,
12553,
24273,
11720,
12553
],
[
7.823632,
8.406966,
7.823632,
7.823632,
8.406966,
7.823632
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369110,
273791,
-191894,
296875,
230706,
-37237
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712928600000,
"first_datapoint_time": 1713312000000,
"last_datapoint_time": 1757926800000,
"evaluation_time": 1757927761848,
"expiration_time": 1764406800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 136,
"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) |
|---|