| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 163145.2646 | 138025.1943 | 25120.0703 | 148543.9548 | 114359.5533 | 34184.4016 |
| Total P&L (%) | 163.1453 | 138.0252 | 25.1201 | 148.544 | 114.3596 | 34.1844 |
| Avg Daily Profit (%) | 0.3132 | 0.265 | 0.0482 | 0.175 | 0.1465 | 0.0565 |
| Buy And Hold Return (%) | 27.0955 | 27.0955 | 27.0955 | 27.0955 | 27.0955 | 27.0955 |
| Max Trade Drawdown | -91081 | -84749 | -21414 | -176489 | -158113 | -47495 |
| Profit Factor | 1.4588 | 1.5763 | 1.2164 | 1.289 | 1.327 | 1.2082 |
| Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
| Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
| Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
| Profitability (%) | 51.5625 | 48.4375 | 54.6875 | 51.5625 | 48.4375 | 54.6875 |
| Ratio Avg Win / Avg Loss | 1.3704 | 1.678 | 1.0079 | 1.2109 | 1.4126 | 1.0011 |
| Largest Winning Trade | 81607 | 81607 | 10315 | 91180 | 91180 | 20346 |
| Largest Losing Trade | -23716 | -23716 | -20309 | -58308 | -58308 | -30807 |
| Avg Bars in Trades | 189 | 309 | 69 | 189 | 309 | 69 |
| Avg Bars in Winners | 182 | 283 | 93 | 182 | 283 | 93 |
| Avg Bars in Losers | 196 | 334 | 39 | 196 | 334 | 39 |
| Bars Traded | 24235 | 19817 | 4418 | 24235 | 19817 | 4418 |
| Profit Streak | 25.6611 | 26.4528 | 25.6611 | 25.6611 | 26.4528 | 25.6611 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 375415 | -129550 | -433302 | 282580 | -138583 | -340968 |
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712473200000,
"first_datapoint_time": 1712727000000,
"last_datapoint_time": 1757471400000,
"evaluation_time": 1757472722322,
"expiration_time": 1763951400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 219,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 142,
"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": [
[
163145.2646332729,
138025.1943145335,
25120.0703187396,
148543.954832123,
114359.5532751292,
34184.4015569937
],
[
163.145265,
138.025194,
25.12007,
148.543955,
114.359553,
34.184402
],
[
0.313241,
0.26501,
0.048231,
0.17496,
0.146505,
0.056473
],
[
27.095517,
27.095517,
27.095517,
27.095517,
27.095517,
27.095517
],
[
-91081,
-84749,
-21414,
-176489,
-158113,
-47495
],
[
1.458804,
1.576288,
1.216402,
1.289013,
1.326958,
1.208187
],
[
128,
64,
64,
128,
64,
64
],
[
66,
31,
35,
66,
31,
35
],
[
62,
33,
29,
62,
33,
29
],
[
51.5625,
48.4375,
54.6875,
51.5625,
48.4375,
54.6875
],
[
1.370392,
1.677984,
1.007876,
1.210891,
1.412568,
1.001069
],
[
81607,
81607,
10315,
91180,
91180,
20346
],
[
-23716,
-23716,
-20309,
-58308,
-58308,
-30807
],
[
189,
309,
69,
189,
309,
69
],
[
182,
283,
93,
182,
283,
93
],
[
196,
334,
39,
196,
334,
39
],
[
24235,
19817,
4418,
24235,
19817,
4418
],
[
25.661138,
26.452804,
25.661138,
25.661138,
26.452805,
25.661138
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
375415,
-129550,
-433302,
282580,
-138583,
-340968
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1712473200000,
"first_datapoint_time": 1712727000000,
"last_datapoint_time": 1757471400000,
"evaluation_time": 1757472722322,
"expiration_time": 1763951400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 219,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 142,
"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) |
|---|