| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 238641.5626 | 163682.9147 | 74958.6479 | 403918.4915 | 227857.6151 | 176060.8764 |
| Total P&L (%) | 238.6416 | 163.6829 | 74.9586 | 403.9185 | 227.8576 | 176.0609 |
| Avg Daily Profit (%) | 0.4582 | 0.3143 | 0.1439 | 0.311 | 0.2282 | 0.1952 |
| Buy And Hold Return (%) | 21.5152 | 21.5152 | 21.5152 | 21.5152 | 21.5152 | 21.5152 |
| Max Trade Drawdown | -66023 | -56139 | -48509 | -112052 | -135351 | -56214 |
| Profit Factor | 1.4305 | 1.5724 | 1.2793 | 1.353 | 1.3601 | 1.3442 |
| Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
| Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
| Losing Trades | 159 | 79 | 80 | 159 | 79 | 80 |
| Profitability (%) | 42.8058 | 43.1655 | 42.446 | 42.8058 | 43.1655 | 42.446 |
| Ratio Avg Win / Avg Loss | 1.9114 | 2.0704 | 1.7347 | 1.8077 | 1.7907 | 1.8226 |
| Largest Winning Trade | 67545 | 67545 | 18755 | 90174 | 90174 | 41280 |
| Largest Losing Trade | -24638 | -24638 | -16223 | -44141 | -44141 | -31901 |
| Avg Bars in Trades | 88 | 94 | 83 | 88 | 94 | 83 |
| Avg Bars in Winners | 119 | 113 | 124 | 119 | 113 | 124 |
| Avg Bars in Losers | 66 | 79 | 53 | 66 | 79 | 53 |
| Bars Traded | 24688 | 13068 | 11620 | 24688 | 13068 | 11620 |
| Profit Streak | 0 | 7.3219 | 0 | 0 | 7.3219 | 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 | 356690 | 330875 | -6214 | 294334 | 257684 | 192685 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712401200000,
"first_datapoint_time": 1712781000000,
"last_datapoint_time": 1757399400000,
"evaluation_time": 1757400212044,
"expiration_time": 1763879400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
238641.5626164147,
163682.9146822317,
74958.6479341831,
403918.4914889731,
227857.6150619239,
176060.876427049
],
[
238.641563,
163.682915,
74.958648,
403.918491,
227.857615,
176.060876
],
[
0.458195,
0.314273,
0.143922,
0.310995,
0.228244,
0.195158
],
[
21.515152,
21.515152,
21.515152,
21.515152,
21.515152,
21.515152
],
[
-66023,
-56139,
-48509,
-112052,
-135351,
-56214
],
[
1.430521,
1.572418,
1.279322,
1.352957,
1.360056,
1.344175
],
[
278,
139,
139,
278,
139,
139
],
[
119,
60,
59,
119,
60,
59
],
[
159,
79,
80,
159,
79,
80
],
[
42.805755,
43.165468,
42.446043,
42.805755,
43.165468,
42.446043
],
[
1.911368,
2.070351,
1.734674,
1.807733,
1.790741,
1.82261
],
[
67545,
67545,
18755,
90174,
90174,
41280
],
[
-24638,
-24638,
-16223,
-44141,
-44141,
-31901
],
[
88,
94,
83,
88,
94,
83
],
[
119,
113,
124,
119,
113,
124
],
[
66,
79,
53,
66,
79,
53
],
[
24688,
13068,
11620,
24688,
13068,
11620
],
[
0,
7.321899,
0,
0,
7.321899,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356690,
330875,
-6214,
294334,
257684,
192685
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712401200000,
"first_datapoint_time": 1712781000000,
"last_datapoint_time": 1757399400000,
"evaluation_time": 1757400212044,
"expiration_time": 1763879400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 61,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|