| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 111893.006 | 54708.0902 | 57184.9158 | 128412.1916 | 56147.3655 | 72264.8261 |
| Total P&L (%) | 111.893 | 54.7081 | 57.1849 | 128.4122 | 56.1474 | 72.2648 |
| Avg Daily Profit (%) | 0.4297 | 0.2101 | 0.2196 | 0.3177 | 0.1713 | 0.2091 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -50782 | -39971 | -29543 | -133362 | -92663 | -70408 |
| Profit Factor | 1.4563 | 1.3922 | 1.5408 | 1.246 | 1.1911 | 1.3166 |
| Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Winning Trades | 66 | 25 | 41 | 66 | 25 | 41 |
| Losing Trades | 65 | 40 | 25 | 65 | 40 | 25 |
| Profitability (%) | 50.3817 | 38.4615 | 62.1212 | 50.3817 | 38.4615 | 62.1212 |
| Ratio Avg Win / Avg Loss | 1.4342 | 2.2275 | 0.9395 | 1.2271 | 1.9057 | 0.8028 |
| Largest Winning Trade | 33379 | 33379 | 18726 | 63722 | 63722 | 43003 |
| Largest Losing Trade | -11587 | -11221 | -11587 | -32888 | -32888 | -25915 |
| Avg Bars in Trades | 184 | 178 | 189 | 184 | 178 | 189 |
| Avg Bars in Winners | 225 | 222 | 227 | 225 | 222 | 227 |
| Avg Bars in Losers | 141 | 150 | 127 | 141 | 150 | 127 |
| Bars Traded | 24134 | 11602 | 12532 | 24134 | 11602 | 12532 |
| Profit Streak | 0 | 7.5245 | 0 | 0 | 7.5245 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 346463 | -128716 | -117181 | 265736 | -139947 | -117787 |
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735223400000,
"first_datapoint_time": 1735460100000,
"last_datapoint_time": 1757722500000,
"evaluation_time": 1757722818809,
"expiration_time": 1764202500000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 168,
"offset": 96
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 204,
"offset": 50
}
}
} {
"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": [
[
111893.0060071792,
54708.0902053101,
57184.9158018692,
128412.1915630737,
56147.3655093641,
72264.8260537098
],
[
111.893006,
54.70809,
57.184916,
128.412192,
56.147366,
72.264826
],
[
0.429664,
0.210076,
0.219587,
0.317676,
0.171266,
0.209059
],
[
10,
10,
10,
10,
10,
10
],
[
-50782,
-39971,
-29543,
-133362,
-92663,
-70408
],
[
1.456266,
1.392168,
1.540834,
1.245951,
1.191072,
1.316603
],
[
131,
65,
66,
131,
65,
66
],
[
66,
25,
41,
66,
25,
41
],
[
65,
40,
25,
65,
40,
25
],
[
50.381679,
38.461538,
62.121212,
50.381679,
38.461538,
62.121212
],
[
1.434201,
2.227469,
0.939533,
1.227073,
1.905716,
0.802806
],
[
33379,
33379,
18726,
63722,
63722,
43003
],
[
-11587,
-11221,
-11587,
-32888,
-32888,
-25915
],
[
184,
178,
189,
184,
178,
189
],
[
225,
222,
227,
225,
222,
227
],
[
141,
150,
127,
141,
150,
127
],
[
24134,
11602,
12532,
24134,
11602,
12532
],
[
0,
7.524523,
0,
0,
7.524523,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
346463,
-128716,
-117181,
265736,
-139947,
-117787
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1735223400000,
"first_datapoint_time": 1735460100000,
"last_datapoint_time": 1757722500000,
"evaluation_time": 1757722818809,
"expiration_time": 1764202500000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 168,
"offset": 96
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 204,
"offset": 50
}
}
}
| # | 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) |
|---|