| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 255785.978 | 199599.227 | 56186.751 | 417507.88 | 322712.973 | 94794.9071 |
| Total P&L (%) | 255.786 | 199.5992 | 56.1868 | 417.5079 | 322.713 | 94.7949 |
| Avg Daily Profit (%) | 0.4911 | 0.3832 | 0.1079 | 0.3161 | 0.2772 | 0.1281 |
| Buy And Hold Return (%) | 62.5961 | 62.5961 | 62.5961 | 62.5961 | 62.5961 | 62.5961 |
| Max Trade Drawdown | -53833 | -43397 | -52059 | -229909 | -180550 | -179362 |
| Profit Factor | 1.3966 | 1.5916 | 1.1827 | 1.2128 | 1.3209 | 1.0991 |
| Total Trades | 392 | 196 | 196 | 392 | 196 | 196 |
| Winning Trades | 159 | 76 | 83 | 158 | 76 | 82 |
| Losing Trades | 233 | 120 | 113 | 233 | 120 | 113 |
| Profitability (%) | 40.5612 | 38.7755 | 42.3469 | 40.3061 | 38.7755 | 41.8367 |
| Ratio Avg Win / Avg Loss | 2.0465 | 2.513 | 1.6101 | 1.7884 | 2.0856 | 1.5146 |
| Largest Winning Trade | 98604 | 98604 | 21200 | 129420 | 129420 | 74303 |
| Largest Losing Trade | -24065 | -12069 | -24065 | -112471 | -57149 | -112471 |
| Avg Bars in Trades | 63 | 63 | 63 | 63 | 63 | 63 |
| Avg Bars in Winners | 91 | 93 | 89 | 92 | 93 | 90 |
| Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
| Bars Traded | 24783 | 12372 | 12411 | 24783 | 12372 | 12411 |
| Profit Streak | 8.9297 | 15.8255 | 8.9297 | 8.9297 | 15.8255 | 8.9297 |
| Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327904 | 224710 | -235640 | 299367 | 194207 | -145139 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713364200000,
"first_datapoint_time": 1713682800000,
"last_datapoint_time": 1758362400000,
"evaluation_time": 1758363526300,
"expiration_time": 1764842400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 172,
"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": [
[
255785.9780415747,
199599.2270428121,
56186.7509987623,
417507.8800467378,
322712.9729573635,
94794.9070893746
],
[
255.785978,
199.599227,
56.186751,
417.50788,
322.712973,
94.794907
],
[
0.491112,
0.383233,
0.107879,
0.316121,
0.277158,
0.128104
],
[
62.596077,
62.596077,
62.596077,
62.596077,
62.596077,
62.596077
],
[
-53833,
-43397,
-52059,
-229909,
-180550,
-179362
],
[
1.396571,
1.591594,
1.182661,
1.212764,
1.320874,
1.099098
],
[
392,
196,
196,
392,
196,
196
],
[
159,
76,
83,
158,
76,
82
],
[
233,
120,
113,
233,
120,
113
],
[
40.561224,
38.77551,
42.346939,
40.306122,
38.77551,
41.836735
],
[
2.046547,
2.513043,
1.610128,
1.788443,
2.085591,
1.514611
],
[
98604,
98604,
21200,
129420,
129420,
74303
],
[
-24065,
-12069,
-24065,
-112471,
-57149,
-112471
],
[
63,
63,
63,
63,
63,
63
],
[
91,
93,
89,
92,
93,
90
],
[
43,
43,
43,
43,
43,
43
],
[
24783,
12372,
12411,
24783,
12372,
12411
],
[
8.929702,
15.825536,
8.929702,
8.929702,
15.825536,
8.929703
],
[
3,
3,
1,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327904,
224710,
-235640,
299367,
194207,
-145139
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713364200000,
"first_datapoint_time": 1713682800000,
"last_datapoint_time": 1758362400000,
"evaluation_time": 1758363526300,
"expiration_time": 1764842400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 172,
"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) |
|---|