| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 214712.9918 | 173428.2264 | 41284.7654 | 260375.747 | 256612.2573 | 3763.4897 |
| Total P&L (%) | 214.713 | 173.4282 | 41.2848 | 260.3757 | 256.6123 | 3.7635 |
| Avg Daily Profit (%) | 0.4123 | 0.333 | 0.0793 | 0.2464 | 0.2444 | 0.0071 |
| Buy And Hold Return (%) | 47.0262 | 47.0262 | 47.0262 | 47.0262 | 47.0262 | 47.0262 |
| Max Trade Drawdown | -58785 | -49070 | -56933 | -192666 | -111174 | -128329 |
| Profit Factor | 1.6226 | 1.9958 | 1.2419 | 1.3059 | 1.6118 | 1.0087 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
| Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Profitability (%) | 50.9434 | 51.25 | 50.6329 | 50.9434 | 51.25 | 50.6329 |
| Ratio Avg Win / Avg Loss | 1.5625 | 1.8984 | 1.2108 | 1.2575 | 1.5331 | 0.9835 |
| Largest Winning Trade | 116138 | 116138 | 30945 | 170024 | 170024 | 50402 |
| Largest Losing Trade | -21905 | -13662 | -21905 | -78422 | -43400 | -78422 |
| Avg Bars in Trades | 155 | 165 | 146 | 155 | 165 | 146 |
| Avg Bars in Winners | 192 | 198 | 185 | 192 | 198 | 185 |
| Avg Bars in Losers | 117 | 130 | 105 | 117 | 130 | 105 |
| Bars Traded | 24746 | 13211 | 11535 | 24746 | 13211 | 11535 |
| Profit Streak | 0 | 0 | 16.8176 | 0 | 0 | 16.8176 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402281 | -9814 | -280038 | 271766 | -9841 | -588602 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713567600000,
"first_datapoint_time": 1713934800000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758634636635,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 205,
"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": [
[
214712.9918376706,
173428.2264272444,
41284.7654104264,
260375.746992119,
256612.257282811,
3763.4897093082
],
[
214.712992,
173.428226,
41.284765,
260.375747,
256.612257,
3.76349
],
[
0.412252,
0.332984,
0.079267,
0.246444,
0.244424,
0.007094
],
[
47.026228,
47.026228,
47.026228,
47.026228,
47.026228,
47.026228
],
[
-58785,
-49070,
-56933,
-192666,
-111174,
-128329
],
[
1.622637,
1.995804,
1.241876,
1.3059,
1.61175,
1.008718
],
[
159,
80,
79,
159,
80,
79
],
[
81,
41,
40,
81,
41,
40
],
[
78,
39,
39,
78,
39,
39
],
[
50.943396,
51.25,
50.632911,
50.943396,
51.25,
50.632911
],
[
1.562539,
1.898448,
1.210829,
1.257534,
1.533128,
0.9835
],
[
116138,
116138,
30945,
170024,
170024,
50402
],
[
-21905,
-13662,
-21905,
-78422,
-43400,
-78422
],
[
155,
165,
146,
155,
165,
146
],
[
192,
198,
185,
192,
198,
185
],
[
117,
130,
105,
117,
130,
105
],
[
24746,
13211,
11535,
24746,
13211,
11535
],
[
0,
0,
16.817554,
0,
0,
16.817554
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402281,
-9814,
-280038,
271766,
-9841,
-588602
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713567600000,
"first_datapoint_time": 1713934800000,
"last_datapoint_time": 1758565800000,
"evaluation_time": 1758634636635,
"expiration_time": 1765045800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 205,
"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) |
|---|