| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 187366.2975 | 146065.7761 | 41300.5214 | 173579.6613 | 132359.8811 | 41219.7802 |
| Total P&L (%) | 187.3663 | 146.0658 | 41.3005 | 173.5797 | 132.3599 | 41.2198 |
| Avg Daily Profit (%) | 0.3597 | 0.2804 | 0.0793 | 0.1934 | 0.162 | 0.0663 |
| Buy And Hold Return (%) | 25.9454 | 25.9454 | 25.9454 | 25.9454 | 25.9454 | 25.9454 |
| Max Trade Drawdown | -58002 | -51429 | -63722 | -194102 | -114611 | -91813 |
| Profit Factor | 1.215 | 1.31 | 1.1032 | 1.1291 | 1.1825 | 1.0666 |
| Total Trades | 779 | 389 | 390 | 779 | 389 | 390 |
| Winning Trades | 302 | 154 | 148 | 302 | 154 | 148 |
| Losing Trades | 477 | 235 | 242 | 477 | 235 | 242 |
| Profitability (%) | 38.7677 | 39.5887 | 37.9487 | 38.7677 | 39.5887 | 37.9487 |
| Ratio Avg Win / Avg Loss | 1.9191 | 1.999 | 1.8039 | 1.7834 | 1.8045 | 1.744 |
| Largest Winning Trade | 98128 | 98128 | 19433 | 83501 | 83501 | 31824 |
| Largest Losing Trade | -12307 | -12307 | -9847 | -38682 | -38682 | -33893 |
| Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
| Avg Bars in Winners | 50 | 50 | 49 | 50 | 50 | 49 |
| Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
| Bars Traded | 24866 | 12916 | 11950 | 24866 | 12916 | 11950 |
| Profit Streak | 0 | 3.8644 | 0 | 0 | 3.8644 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316591 | 202504 | -206326 | -70883 | -15634 | -263996 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712295000000,
"first_datapoint_time": 1712374200000,
"last_datapoint_time": 1757293200000,
"evaluation_time": 1757294083046,
"expiration_time": 1763773200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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": [
[
187366.2974855897,
146065.776119936,
41300.5213656536,
173579.6612978678,
132359.8811142416,
41219.7801836262
],
[
187.366297,
146.065776,
41.300521,
173.579661,
132.359881,
41.21978
],
[
0.359746,
0.280448,
0.079298,
0.193421,
0.162011,
0.066291
],
[
25.945378,
25.945378,
25.945378,
25.945378,
25.945378,
25.945378
],
[
-58002,
-51429,
-63722,
-194102,
-114611,
-91813
],
[
1.215035,
1.309967,
1.103225,
1.129129,
1.182524,
1.066583
],
[
779,
389,
390,
779,
389,
390
],
[
302,
154,
148,
302,
154,
148
],
[
477,
235,
242,
477,
235,
242
],
[
38.767651,
39.588689,
37.948718,
38.767651,
39.588689,
37.948718
],
[
1.919111,
1.998976,
1.803922,
1.783426,
1.804501,
1.744008
],
[
98128,
98128,
19433,
83501,
83501,
31824
],
[
-12307,
-12307,
-9847,
-38682,
-38682,
-33893
],
[
31,
33,
30,
31,
33,
30
],
[
50,
50,
49,
50,
50,
49
],
[
20,
21,
18,
20,
21,
18
],
[
24866,
12916,
11950,
24866,
12916,
11950
],
[
0,
3.864387,
0,
0,
3.864387,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316591,
202504,
-206326,
-70883,
-15634,
-263996
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712295000000,
"first_datapoint_time": 1712374200000,
"last_datapoint_time": 1757293200000,
"evaluation_time": 1757294083046,
"expiration_time": 1763773200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "vwap",
"factors": {
"length": 0,
"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) |
|---|