| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 275835.7476 | 204940.414 | 70895.3336 | 617136.8915 | 478298.9988 | 138837.8927 |
| Total P&L (%) | 275.8357 | 204.9404 | 70.8953 | 617.1369 | 478.299 | 138.8379 |
| Avg Daily Profit (%) | 0.5296 | 0.3935 | 0.1361 | 0.379 | 0.3375 | 0.1673 |
| Buy And Hold Return (%) | 87.2071 | 87.2071 | 87.2071 | 87.2071 | 87.2071 | 87.2071 |
| Max Trade Drawdown | -91988 | -80030 | -39477 | -371855 | -295553 | -261177 |
| Profit Factor | 1.3553 | 1.5452 | 1.177 | 1.2357 | 1.3709 | 1.1045 |
| Total Trades | 574 | 287 | 287 | 574 | 287 | 287 |
| Winning Trades | 279 | 141 | 138 | 279 | 141 | 138 |
| Losing Trades | 295 | 146 | 149 | 295 | 146 | 149 |
| Profitability (%) | 48.6063 | 49.1289 | 48.0836 | 48.6063 | 49.1289 | 48.0836 |
| Ratio Avg Win / Avg Loss | 1.433 | 1.6 | 1.2708 | 1.3066 | 1.4195 | 1.1926 |
| Largest Winning Trade | 62583 | 62583 | 18839 | 110110 | 110110 | 90197 |
| Largest Losing Trade | -15208 | -15208 | -12241 | -81782 | -58044 | -81782 |
| Avg Bars in Trades | 42 | 45 | 40 | 42 | 45 | 40 |
| Avg Bars in Winners | 52 | 54 | 50 | 52 | 54 | 50 |
| Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
| Bars Traded | 24667 | 13005 | 11662 | 24667 | 13005 | 11662 |
| Profit Streak | 5.2083 | 8.1666 | 5.2083 | 5.2083 | 8.1666 | 5.2083 |
| Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 409930 | 325912 | -202556 | 459067 | 357960 | -107474 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713159000000,
"first_datapoint_time": 1713542400000,
"last_datapoint_time": 1758157200000,
"evaluation_time": 1758158992991,
"expiration_time": 1764637200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 29,
"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": [
[
275835.747586924,
204940.4139921168,
70895.3335948066,
617136.8915090129,
478298.9988163154,
138837.8926926972
],
[
275.835748,
204.940414,
70.895334,
617.136892,
478.298999,
138.837893
],
[
0.529608,
0.393488,
0.13612,
0.378977,
0.337515,
0.167299
],
[
87.207064,
87.207064,
87.207064,
87.207064,
87.207064,
87.207064
],
[
-91988,
-80030,
-39477,
-371855,
-295553,
-261177
],
[
1.355272,
1.545194,
1.177016,
1.235731,
1.370871,
1.104523
],
[
574,
287,
287,
574,
287,
287
],
[
279,
141,
138,
279,
141,
138
],
[
295,
146,
149,
295,
146,
149
],
[
48.606272,
49.12892,
48.083624,
48.606272,
49.12892,
48.083624
],
[
1.432994,
1.599989,
1.270836,
1.306598,
1.419483,
1.192564
],
[
62583,
62583,
18839,
110110,
110110,
90197
],
[
-15208,
-15208,
-12241,
-81782,
-58044,
-81782
],
[
42,
45,
40,
42,
45,
40
],
[
52,
54,
50,
52,
54,
50
],
[
33,
36,
31,
33,
36,
31
],
[
24667,
13005,
11662,
24667,
13005,
11662
],
[
5.208252,
8.166585,
5.208252,
5.208252,
8.166586,
5.208252
],
[
3,
4,
1,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409930,
325912,
-202556,
459067,
357960,
-107474
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713159000000,
"first_datapoint_time": 1713542400000,
"last_datapoint_time": 1758157200000,
"evaluation_time": 1758158992991,
"expiration_time": 1764637200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 214,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 29,
"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) |
|---|