| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 261353.6428 | 197266.6078 | 64087.035 | 519509.1084 | 372030.2303 | 147478.8781 |
| Total P&L (%) | 261.3536 | 197.2666 | 64.087 | 519.5091 | 372.0302 | 147.4789 |
| Avg Daily Profit (%) | 0.5018 | 0.3788 | 0.123 | 0.3508 | 0.2984 | 0.1741 |
| Buy And Hold Return (%) | 74.9127 | 74.9127 | 74.9127 | 74.9127 | 74.9127 | 74.9127 |
| Max Trade Drawdown | -80463 | -63676 | -47195 | -178541 | -162607 | -148327 |
| Profit Factor | 1.3662 | 1.5684 | 1.1747 | 1.3374 | 1.5137 | 1.1809 |
| Total Trades | 577 | 288 | 289 | 577 | 288 | 289 |
| Winning Trades | 277 | 131 | 146 | 277 | 131 | 146 |
| Losing Trades | 300 | 157 | 143 | 300 | 157 | 143 |
| Profitability (%) | 48.0069 | 45.4861 | 50.519 | 48.0069 | 45.4861 | 50.519 |
| Ratio Avg Win / Avg Loss | 1.4796 | 1.8797 | 1.1506 | 1.4485 | 1.8142 | 1.1566 |
| Largest Winning Trade | 72399 | 72399 | 19433 | 98169 | 98169 | 69008 |
| Largest Losing Trade | -12931 | -12681 | -12931 | -74114 | -27117 | -74114 |
| Avg Bars in Trades | 42 | 42 | 43 | 42 | 42 | 43 |
| Avg Bars in Winners | 53 | 53 | 53 | 53 | 53 | 53 |
| Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
| Bars Traded | 24637 | 12138 | 12499 | 24637 | 12138 | 12499 |
| Profit Streak | 5.1829 | 5.1829 | 5.537 | 5.1829 | 5.1829 | 5.537 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 406391 | 283935 | -221203 | 463402 | 321828 | -19636 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713123000000,
"first_datapoint_time": 1713510000000,
"last_datapoint_time": 1758121200000,
"evaluation_time": 1758122600102,
"expiration_time": 1764601200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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": [
[
261353.6427998849,
197266.6078331455,
64087.0349667394,
519509.1083574664,
372030.2302919591,
147478.8780655073
],
[
261.353643,
197.266608,
64.087035,
519.509108,
372.03023,
147.478878
],
[
0.501802,
0.378754,
0.123048,
0.350777,
0.298406,
0.174134
],
[
74.912685,
74.912685,
74.912685,
74.912685,
74.912685,
74.912685
],
[
-80463,
-63676,
-47195,
-178541,
-162607,
-148327
],
[
1.36615,
1.568443,
1.174739,
1.33744,
1.513728,
1.180871
],
[
577,
288,
289,
577,
288,
289
],
[
277,
131,
146,
277,
131,
146
],
[
300,
157,
143,
300,
157,
143
],
[
48.006932,
45.486111,
50.519031,
48.006932,
45.486111,
50.519031
],
[
1.479585,
1.879737,
1.1506,
1.448491,
1.814162,
1.156607
],
[
72399,
72399,
19433,
98169,
98169,
69008
],
[
-12931,
-12681,
-12931,
-74114,
-27117,
-74114
],
[
42,
42,
43,
42,
42,
43
],
[
53,
53,
53,
53,
53,
53
],
[
32,
32,
32,
32,
32,
32
],
[
24637,
12138,
12499,
24637,
12138,
12499
],
[
5.182871,
5.182871,
5.537038,
5.182871,
5.182872,
5.537038
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
406391,
283935,
-221203,
463402,
321828,
-19636
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713123000000,
"first_datapoint_time": 1713510000000,
"last_datapoint_time": 1758121200000,
"evaluation_time": 1758122600102,
"expiration_time": 1764601200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"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) |
|---|