| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 114411.679 | 67634.8668 | 46776.8121 | 123471.1059 | 82650.7425 | 40820.3634 |
| Total P&L (%) | 114.4117 | 67.6349 | 46.7768 | 123.4711 | 82.6507 | 40.8204 |
| Avg Daily Profit (%) | 1.318 | 0.7791 | 0.5388 | 0.9306 | 0.6963 | 0.3951 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -35435 | -24101 | -18076 | -31072 | -22464 | -15774 |
| Profit Factor | 1.9695 | 1.8791 | 2.1387 | 2.1571 | 2.1834 | 2.1072 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
| Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
| Profitability (%) | 35.9551 | 36.3636 | 35.5556 | 35.9551 | 36.3636 | 35.5556 |
| Ratio Avg Win / Avg Loss | 3.5081 | 3.2884 | 3.8764 | 3.8423 | 3.821 | 3.8193 |
| Largest Winning Trade | 67703 | 67703 | 51356 | 89652 | 89652 | 44931 |
| Largest Losing Trade | -6482 | -6482 | -5528 | -6469 | -6469 | -5459 |
| Avg Bars in Trades | 276 | 380 | 175 | 276 | 380 | 175 |
| Avg Bars in Winners | 437 | 621 | 253 | 437 | 621 | 253 |
| Avg Bars in Losers | 186 | 242 | 132 | 186 | 242 | 132 |
| Bars Traded | 24613 | 16733 | 7880 | 24613 | 16733 | 7880 |
| Profit Streak | 1.9978 | 1.9978 | 2.7791 | 1.9978 | 1.9978 | 2.7791 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 306614 | 241657 | 164953 | 307544 | 243009 | 99477 |
{
"trading_pair": "DOGE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752800700000,
"first_datapoint_time": 1752867000000,
"last_datapoint_time": 1760300400000,
"evaluation_time": 1760300810930,
"expiration_time": 1766780400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 222,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 114,
"offset": 0,
"std": 4.32289
}
}
} {
"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": [
[
114411.6789595965,
67634.8668248213,
46776.8121347751,
123471.1058923235,
82650.742499426,
40820.3633928975
],
[
114.411679,
67.634867,
46.776812,
123.471106,
82.650742,
40.820363
],
[
1.317955,
0.779114,
0.538841,
0.930593,
0.696349,
0.395105
],
[
10,
10,
10,
10,
10,
10
],
[
-35435,
-24101,
-18076,
-31072,
-22464,
-15774
],
[
1.969458,
1.879093,
2.138703,
2.157092,
2.18343,
2.107201
],
[
89,
44,
45,
89,
44,
45
],
[
32,
16,
16,
32,
16,
16
],
[
57,
28,
29,
57,
28,
29
],
[
35.955056,
36.363636,
35.555556,
35.955056,
36.363636,
35.555556
],
[
3.508097,
3.288414,
3.876399,
3.842321,
3.821002,
3.819301
],
[
67703,
67703,
51356,
89652,
89652,
44931
],
[
-6482,
-6482,
-5528,
-6469,
-6469,
-5459
],
[
276,
380,
175,
276,
380,
175
],
[
437,
621,
253,
437,
621,
253
],
[
186,
242,
132,
186,
242,
132
],
[
24613,
16733,
7880,
24613,
16733,
7880
],
[
1.997812,
1.997812,
2.779062,
1.997812,
1.997812,
2.779062
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
306614,
241657,
164953,
307544,
243009,
99477
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752800700000,
"first_datapoint_time": 1752867000000,
"last_datapoint_time": 1760300400000,
"evaluation_time": 1760300810930,
"expiration_time": 1766780400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 222,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 114,
"offset": 0,
"std": 4.32289
}
}
}
| # | 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) |
|---|