| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 345118.8275 | 242815.7983 | 102303.0292 | 1262200.346 | 875396.0676 | 386804.2785 |
| Total P&L (%) | 345.1188 | 242.8158 | 102.303 | 1262.2003 | 875.3961 | 386.8043 |
| Avg Daily Profit (%) | 0.6626 | 0.4662 | 0.1964 | 0.5027 | 0.4383 | 0.3043 |
| Buy And Hold Return (%) | 83.6108 | 83.6108 | 83.6108 | 83.6108 | 83.6108 | 83.6108 |
| Max Trade Drawdown | -46737 | -52246 | -29053 | -192633 | -204475 | -196896 |
| Profit Factor | 1.6184 | 1.8997 | 1.355 | 1.618 | 1.9283 | 1.3518 |
| Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
| Winning Trades | 129 | 68 | 61 | 129 | 68 | 61 |
| Losing Trades | 193 | 93 | 100 | 193 | 93 | 100 |
| Profitability (%) | 40.0621 | 42.236 | 37.8882 | 40.0621 | 42.236 | 37.8882 |
| Ratio Avg Win / Avg Loss | 2.4213 | 2.5981 | 2.2213 | 2.4207 | 2.6373 | 2.216 |
| Largest Winning Trade | 81214 | 81214 | 19920 | 175476 | 175476 | 130175 |
| Largest Losing Trade | -14059 | -9588 | -14059 | -144377 | -47246 | -144377 |
| Avg Bars in Trades | 77 | 79 | 74 | 77 | 79 | 74 |
| Avg Bars in Winners | 116 | 116 | 116 | 116 | 116 | 116 |
| Avg Bars in Losers | 50 | 52 | 49 | 50 | 52 | 49 |
| Bars Traded | 24835 | 12811 | 12024 | 24835 | 12811 | 12024 |
| Profit Streak | 6.9414 | 11.7122 | 6.9414 | 6.9414 | 11.7122 | 6.9414 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 393687 | 291416 | -91409 | 435362 | 414879 | 145889 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713169800000,
"first_datapoint_time": 1713245400000,
"last_datapoint_time": 1758168000000,
"evaluation_time": 1758168332934,
"expiration_time": 1764648000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 43,
"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": [
[
345118.8275154977,
242815.7982999523,
102303.029215545,
1262200.3460360877,
875396.0675804471,
386804.2784556409
],
[
345.118828,
242.815798,
102.303029,
1262.200346,
875.396068,
386.804278
],
[
0.662632,
0.466209,
0.196423,
0.502706,
0.438274,
0.304341
],
[
83.610822,
83.610822,
83.610822,
83.610822,
83.610822,
83.610822
],
[
-46737,
-52246,
-29053,
-192633,
-204475,
-196896
],
[
1.618409,
1.899691,
1.354987,
1.617957,
1.928344,
1.351777
],
[
322,
161,
161,
322,
161,
161
],
[
129,
68,
61,
129,
68,
61
],
[
193,
93,
100,
193,
93,
100
],
[
40.062112,
42.236025,
37.888199,
40.062112,
42.236025,
37.888199
],
[
2.42134,
2.598107,
2.221291,
2.420665,
2.637293,
2.216028
],
[
81214,
81214,
19920,
175476,
175476,
130175
],
[
-14059,
-9588,
-14059,
-144377,
-47246,
-144377
],
[
77,
79,
74,
77,
79,
74
],
[
116,
116,
116,
116,
116,
116
],
[
50,
52,
49,
50,
52,
49
],
[
24835,
12811,
12024,
24835,
12811,
12024
],
[
6.941353,
11.712187,
6.941353,
6.941353,
11.712187,
6.941353
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
393687,
291416,
-91409,
435362,
414879,
145889
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713169800000,
"first_datapoint_time": 1713245400000,
"last_datapoint_time": 1758168000000,
"evaluation_time": 1758168332934,
"expiration_time": 1764648000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 43,
"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) |
|---|