| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 239492.5819 | 180399.8715 | 59092.7104 | 365183.6191 | 282335.179 | 82848.4401 |
| Total P&L (%) | 239.4926 | 180.3999 | 59.0927 | 365.1836 | 282.3352 | 82.8484 |
| Avg Daily Profit (%) | 0.4598 | 0.3464 | 0.1135 | 0.2956 | 0.2578 | 0.1159 |
| Buy And Hold Return (%) | 27.299 | 27.299 | 27.299 | 27.299 | 27.299 | 27.299 |
| Max Trade Drawdown | -42578 | -48429 | -31901 | -144226 | -193180 | -140262 |
| Profit Factor | 1.4515 | 1.6697 | 1.2264 | 1.2332 | 1.3531 | 1.1081 |
| Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
| Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Losing Trades | 137 | 68 | 69 | 137 | 68 | 69 |
| Profitability (%) | 39.9123 | 40.3509 | 39.4737 | 39.9123 | 40.3509 | 39.4737 |
| Ratio Avg Win / Avg Loss | 2.1853 | 2.4683 | 1.8804 | 1.8566 | 2.0002 | 1.6991 |
| Largest Winning Trade | 96402 | 96402 | 18883 | 172994 | 172994 | 61317 |
| Largest Losing Trade | -12578 | -10363 | -12578 | -52296 | -52296 | -50609 |
| Avg Bars in Trades | 108 | 114 | 102 | 108 | 114 | 102 |
| Avg Bars in Winners | 156 | 158 | 153 | 156 | 158 | 153 |
| Avg Bars in Losers | 76 | 85 | 68 | 76 | 85 | 68 |
| Bars Traded | 24737 | 13091 | 11646 | 24737 | 13091 | 11646 |
| Profit Streak | 3.5407 | 6.1449 | 0 | 3.5407 | 6.1449 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 288729 | 301305 | -51487 | 190166 | 224301 | -146716 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712559600000,
"first_datapoint_time": 1712934000000,
"last_datapoint_time": 1757557800000,
"evaluation_time": 1757559520487,
"expiration_time": 1764037800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 118,
"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": [
[
239492.5818880491,
180399.8715361376,
59092.7103519114,
365183.6191060436,
282335.1790102725,
82848.4400957713
],
[
239.492582,
180.399872,
59.09271,
365.183619,
282.335179,
82.84844
],
[
0.459829,
0.34637,
0.113459,
0.295592,
0.25783,
0.115937
],
[
27.299029,
27.299029,
27.299029,
27.299029,
27.299029,
27.299029
],
[
-42578,
-48429,
-31901,
-144226,
-193180,
-140262
],
[
1.45152,
1.669738,
1.226361,
1.233205,
1.35311,
1.108106
],
[
228,
114,
114,
228,
114,
114
],
[
91,
46,
45,
91,
46,
45
],
[
137,
68,
69,
137,
68,
69
],
[
39.912281,
40.350877,
39.473684,
39.912281,
40.350877,
39.473684
],
[
2.185255,
2.468308,
1.88042,
1.856584,
2.000249,
1.699096
],
[
96402,
96402,
18883,
172994,
172994,
61317
],
[
-12578,
-10363,
-12578,
-52296,
-52296,
-50609
],
[
108,
114,
102,
108,
114,
102
],
[
156,
158,
153,
156,
158,
153
],
[
76,
85,
68,
76,
85,
68
],
[
24737,
13091,
11646,
24737,
13091,
11646
],
[
3.540746,
6.144913,
0,
3.540746,
6.144913,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
288729,
301305,
-51487,
190166,
224301,
-146716
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712559600000,
"first_datapoint_time": 1712934000000,
"last_datapoint_time": 1757557800000,
"evaluation_time": 1757559520487,
"expiration_time": 1764037800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 118,
"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) |
|---|