| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 104550.431 | 87428.9446 | 17121.4863 | 157099.6242 | 127157.8733 | 29941.7509 |
| Total P&L (%) | 104.5504 | 87.4289 | 17.1215 | 157.0996 | 127.1579 | 29.9418 |
| Avg Daily Profit (%) | 1.2044 | 1.0071 | 0.1972 | 1.0937 | 0.9496 | 0.3022 |
| Buy And Hold Return (%) | 78.557 | 78.557 | 78.557 | 78.557 | 78.557 | 78.557 |
| Max Trade Drawdown | -21059 | -11004 | -11963 | -40011 | -20962 | -22395 |
| Profit Factor | 2.4965 | 3.8997 | 1.4311 | 2.3313 | 3.4254 | 1.4566 |
| Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
| Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Profitability (%) | 43.2836 | 48.4848 | 38.2353 | 43.2836 | 48.4848 | 38.2353 |
| Ratio Avg Win / Avg Loss | 3.2712 | 4.1434 | 2.3118 | 3.0549 | 3.6395 | 2.353 |
| Largest Winning Trade | 21442 | 21442 | 9451 | 38458 | 38458 | 17855 |
| Largest Losing Trade | -5980 | -5544 | -5980 | -10922 | -10922 | -10400 |
| Avg Bars in Trades | 367 | 425 | 311 | 367 | 425 | 311 |
| Avg Bars in Winners | 628 | 688 | 553 | 628 | 688 | 553 |
| Avg Bars in Losers | 168 | 177 | 161 | 168 | 177 | 161 |
| Bars Traded | 24635 | 14046 | 10589 | 24635 | 14046 | 10589 |
| Profit Streak | 5.9044 | 10.1544 | 5.9044 | 5.9044 | 10.1544 | 5.9044 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -169641 | -112183 | -162024 | -114111 | 307446 | -160971 |
{
"trading_pair": "DOGE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1750523700000,
"first_datapoint_time": 1750619400000,
"last_datapoint_time": 1758023400000,
"evaluation_time": 1758023541946,
"expiration_time": 1764503400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 227,
"offset": 93
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 141,
"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": [
[
104550.4309547727,
87428.9446214213,
17121.4863333514,
157099.6241686711,
127157.8732582905,
29941.7509103806
],
[
104.550431,
87.428945,
17.121486,
157.099624,
127.157873,
29.941751
],
[
1.204359,
1.00713,
0.197229,
1.093708,
0.949619,
0.302168
],
[
78.556979,
78.556979,
78.556979,
78.556979,
78.556979,
78.556979
],
[
-21059,
-11004,
-11963,
-40011,
-20962,
-22395
],
[
2.496479,
3.899704,
1.431127,
2.331348,
3.425393,
1.456619
],
[
67,
33,
34,
67,
33,
34
],
[
29,
16,
13,
29,
16,
13
],
[
38,
17,
21,
38,
17,
21
],
[
43.283582,
48.484848,
38.235294,
43.283582,
48.484848,
38.235294
],
[
3.271249,
4.143435,
2.311821,
3.054869,
3.63948,
2.353
],
[
21442,
21442,
9451,
38458,
38458,
17855
],
[
-5980,
-5544,
-5980,
-10922,
-10922,
-10400
],
[
367,
425,
311,
367,
425,
311
],
[
628,
688,
553,
628,
688,
553
],
[
168,
177,
161,
168,
177,
161
],
[
24635,
14046,
10589,
24635,
14046,
10589
],
[
5.904421,
10.154421,
5.904421,
5.904421,
10.154421,
5.904421
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-169641,
-112183,
-162024,
-114111,
307446,
-160971
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1750523700000,
"first_datapoint_time": 1750619400000,
"last_datapoint_time": 1758023400000,
"evaluation_time": 1758023541946,
"expiration_time": 1764503400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 227,
"offset": 93
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 141,
"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) |
|---|