| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254586.2774 | 194478.0478 | 60108.2296 | 557080.244 | 457174.613 | 99905.631 |
| Total P&L (%) | 254.5863 | 194.478 | 60.1082 | 557.0802 | 457.1746 | 99.9056 |
| Avg Daily Profit (%) | 0.4888 | 0.3734 | 0.1154 | 0.3621 | 0.3303 | 0.1331 |
| Buy And Hold Return (%) | 70.3889 | 70.3889 | 70.3889 | 70.3889 | 70.3889 | 70.3889 |
| Max Trade Drawdown | -54249 | -48432 | -50915 | -494425 | -342354 | -433821 |
| Profit Factor | 1.6259 | 2.0657 | 1.268 | 1.2403 | 1.4385 | 1.0783 |
| Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
| Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
| Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
| Profitability (%) | 46.5116 | 44.8598 | 48.1481 | 46.5116 | 44.8598 | 48.1481 |
| Ratio Avg Win / Avg Loss | 1.8698 | 2.5391 | 1.3656 | 1.4263 | 1.7682 | 1.1612 |
| Largest Winning Trade | 79489 | 79489 | 34841 | 241017 | 241017 | 130114 |
| Largest Losing Trade | -11626 | -11626 | -10680 | -104408 | -68223 | -104408 |
| Avg Bars in Trades | 114 | 115 | 112 | 114 | 115 | 112 |
| Avg Bars in Winners | 150 | 162 | 139 | 150 | 162 | 139 |
| Avg Bars in Losers | 82 | 77 | 87 | 82 | 77 | 87 |
| Bars Traded | 24549 | 12391 | 12158 | 24549 | 12391 | 12158 |
| Profit Streak | 0 | 12.3455 | 0 | 0 | 12.3455 | 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 | 352980 | 269609 | -206372 | 300318 | 295958 | -186647 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713272400000,
"first_datapoint_time": 1713661200000,
"last_datapoint_time": 1758270600000,
"evaluation_time": 1758271652846,
"expiration_time": 1764750600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 65,
"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": [
[
254586.277382519,
194478.0477502454,
60108.2296322732,
557080.2439966048,
457174.6129939348,
99905.6310026695
],
[
254.586277,
194.478048,
60.10823,
557.080244,
457.174613,
99.905631
],
[
0.488809,
0.3734,
0.115409,
0.362123,
0.330347,
0.133083
],
[
70.38892,
70.38892,
70.38892,
70.38892,
70.38892,
70.38892
],
[
-54249,
-48432,
-50915,
-494425,
-342354,
-433821
],
[
1.625918,
2.06567,
1.268044,
1.240262,
1.438548,
1.078286
],
[
215,
107,
108,
215,
107,
108
],
[
100,
48,
52,
100,
48,
52
],
[
115,
59,
56,
115,
59,
56
],
[
46.511628,
44.859813,
48.148148,
46.511628,
44.859813,
48.148148
],
[
1.869805,
2.539053,
1.365586,
1.426302,
1.768215,
1.161231
],
[
79489,
79489,
34841,
241017,
241017,
130114
],
[
-11626,
-11626,
-10680,
-104408,
-68223,
-104408
],
[
114,
115,
112,
114,
115,
112
],
[
150,
162,
139,
150,
162,
139
],
[
82,
77,
87,
82,
77,
87
],
[
24549,
12391,
12158,
24549,
12391,
12158
],
[
0,
12.345519,
0,
0,
12.345519,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352980,
269609,
-206372,
300318,
295958,
-186647
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713272400000,
"first_datapoint_time": 1713661200000,
"last_datapoint_time": 1758270600000,
"evaluation_time": 1758271652846,
"expiration_time": 1764750600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 217,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 65,
"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) |
|---|