| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 283988.2923 | 204013.896 | 79974.3963 | 797334.8946 | 560214.7604 | 237120.1343 |
| Total P&L (%) | 283.9883 | 204.0139 | 79.9744 | 797.3349 | 560.2148 | 237.1201 |
| Avg Daily Profit (%) | 0.5453 | 0.3917 | 0.1536 | 0.4222 | 0.363 | 0.2336 |
| Buy And Hold Return (%) | 81.9734 | 81.9734 | 81.9734 | 81.9734 | 81.9734 | 81.9734 |
| Max Trade Drawdown | -79676 | -55310 | -34502 | -346373 | -197165 | -223794 |
| Profit Factor | 1.3521 | 1.5261 | 1.191 | 1.2825 | 1.3927 | 1.1698 |
| Total Trades | 610 | 305 | 305 | 610 | 305 | 305 |
| Winning Trades | 306 | 159 | 147 | 306 | 159 | 147 |
| Losing Trades | 304 | 146 | 158 | 304 | 146 | 158 |
| Profitability (%) | 50.1639 | 52.1311 | 48.1967 | 50.1639 | 52.1311 | 48.1967 |
| Ratio Avg Win / Avg Loss | 1.3433 | 1.4013 | 1.2801 | 1.2741 | 1.2789 | 1.2574 |
| Largest Winning Trade | 37332 | 37332 | 15241 | 129654 | 129654 | 111480 |
| Largest Losing Trade | -19637 | -11603 | -19637 | -98811 | -98811 | -69344 |
| Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
| Avg Bars in Winners | 41 | 39 | 42 | 41 | 39 | 42 |
| Avg Bars in Losers | 40 | 46 | 35 | 40 | 46 | 35 |
| Bars Traded | 24877 | 13065 | 11812 | 24877 | 13065 | 11812 |
| Profit Streak | 0 | 0 | 2.7156 | 0 | 0 | 2.7156 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 392962 | 282305 | -170128 | 451907 | 385856 | -30174 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712889000000,
"first_datapoint_time": 1713097800000,
"last_datapoint_time": 1757887200000,
"evaluation_time": 1757887827226,
"expiration_time": 1764367200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 87,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
283988.2923080421,
204013.8960365325,
79974.3962715096,
797334.8946384873,
560214.7603554234,
237120.1342830635
],
[
283.988292,
204.013896,
79.974396,
797.334895,
560.21476,
237.120134
],
[
0.545261,
0.391709,
0.153552,
0.422189,
0.36304,
0.233606
],
[
81.973385,
81.973385,
81.973385,
81.973385,
81.973385,
81.973385
],
[
-79676,
-55310,
-34502,
-346373,
-197165,
-223794
],
[
1.352147,
1.526101,
1.191023,
1.282486,
1.392741,
1.16984
],
[
610,
305,
305,
610,
305,
305
],
[
306,
159,
147,
306,
159,
147
],
[
304,
146,
158,
304,
146,
158
],
[
50.163934,
52.131148,
48.196721,
50.163934,
52.131148,
48.196721
],
[
1.34331,
1.401326,
1.280148,
1.274104,
1.27887,
1.257379
],
[
37332,
37332,
15241,
129654,
129654,
111480
],
[
-19637,
-11603,
-19637,
-98811,
-98811,
-69344
],
[
40,
42,
38,
40,
42,
38
],
[
41,
39,
42,
41,
39,
42
],
[
40,
46,
35,
40,
46,
35
],
[
24877,
13065,
11812,
24877,
13065,
11812
],
[
0,
0,
2.715593,
0,
0,
2.715593
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
392962,
282305,
-170128,
451907,
385856,
-30174
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712889000000,
"first_datapoint_time": 1713097800000,
"last_datapoint_time": 1757887200000,
"evaluation_time": 1757887827226,
"expiration_time": 1764367200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 117,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 87,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|