| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 169133.5361 | 153144.7126 | 15988.8235 | 101095.3584 | 102052.5467 | -957.1883 |
| Total P&L (%) | 169.1335 | 153.1447 | 15.9888 | 101.0954 | 102.0525 | -0.9572 |
| Avg Daily Profit (%) | 0.3247 | 0.294 | 0.0307 | 0.1342 | 0.1351 | -0.0018 |
| Buy And Hold Return (%) | 20.6454 | 20.6454 | 20.6454 | 20.6454 | 20.6454 | 20.6454 |
| Max Trade Drawdown | -88229 | -81858 | -18837 | -237840 | -213678 | -40815 |
| Profit Factor | 1.6203 | 1.7423 | 1.241 | 1.1851 | 1.2427 | 0.9924 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
| Profitability (%) | 51.4019 | 52.8302 | 50 | 51.4019 | 52.8302 | 50 |
| Ratio Avg Win / Avg Loss | 1.5319 | 1.5556 | 1.241 | 1.1205 | 1.1095 | 0.9924 |
| Largest Winning Trade | 155043 | 155043 | 7860 | 227609 | 227609 | 20937 |
| Largest Losing Trade | -27750 | -27750 | -8096 | -83281 | -83281 | -29223 |
| Avg Bars in Trades | 219 | 410 | 30 | 219 | 410 | 30 |
| Avg Bars in Winners | 214 | 386 | 37 | 214 | 386 | 37 |
| Avg Bars in Losers | 223 | 438 | 24 | 223 | 438 | 24 |
| Bars Traded | 23438 | 21767 | 1671 | 23438 | 21767 | 1671 |
| Profit Streak | 0 | 20.6901 | 0 | 0 | 20.6901 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 419479 | -167976 | -498552 | -32295 | -193978 | -761402 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712480400000,
"first_datapoint_time": 1712779200000,
"last_datapoint_time": 1757478600000,
"evaluation_time": 1757478820637,
"expiration_time": 1763958600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 174,
"offset": 0,
"std": 2.17094
}
}
}
{
"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": [
[
169133.5361160332,
153144.7125698127,
15988.8235462205,
101095.3584119902,
102052.5466668723,
-957.1882548821
],
[
169.133536,
153.144713,
15.988824,
101.095358,
102.052547,
-0.957188
],
[
0.324738,
0.29404,
0.030699,
0.134224,
0.135137,
-0.001847
],
[
20.645356,
20.645356,
20.645356,
20.645356,
20.645356,
20.645356
],
[
-88229,
-81858,
-18837,
-237840,
-213678,
-40815
],
[
1.620326,
1.742267,
1.241042,
1.185091,
1.242666,
0.992382
],
[
107,
53,
54,
107,
53,
54
],
[
55,
28,
27,
55,
28,
27
],
[
52,
25,
27,
52,
25,
27
],
[
51.401869,
52.830189,
50,
51.401869,
52.830189,
50
],
[
1.531945,
1.555595,
1.241042,
1.12045,
1.109523,
0.992382
],
[
155043,
155043,
7860,
227609,
227609,
20937
],
[
-27750,
-27750,
-8096,
-83281,
-83281,
-29223
],
[
219,
410,
30,
219,
410,
30
],
[
214,
386,
37,
214,
386,
37
],
[
223,
438,
24,
223,
438,
24
],
[
23438,
21767,
1671,
23438,
21767,
1671
],
[
0,
20.690054,
0,
0,
20.690054,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
419479,
-167976,
-498552,
-32295,
-193978,
-761402
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712480400000,
"first_datapoint_time": 1712779200000,
"last_datapoint_time": 1757478600000,
"evaluation_time": 1757478820637,
"expiration_time": 1763958600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 174,
"offset": 0,
"std": 2.17094
}
}
}
| # | 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) |
|---|