| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 826780.2666 | 703035.9719 | 123744.2947 | 1353074.7373 | 195553.2456 | 1157521.4917 |
| Total P&L (%) | 826.7803 | 703.036 | 123.7443 | 1353.0747 | 195.5532 | 1157.5215 |
| Avg Daily Profit (%) | 0.4416 | 0.3755 | 0.0661 | 0.1431 | 0.0579 | 0.1353 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87423 | -76338 | -36460 | -1743497 | -1295011 | -585864 |
| Profit Factor | 2.4822 | 3.2578 | 1.5022 | 1.1975 | 1.0495 | 1.3988 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
| Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
| Profitability (%) | 36.036 | 27.2727 | 44.6429 | 36.036 | 27.2727 | 44.6429 |
| Ratio Avg Win / Avg Loss | 4.4059 | 8.6873 | 1.8627 | 2.1255 | 2.7987 | 1.7346 |
| Largest Winning Trade | 586993 | 586993 | 59761 | 1152988 | 1152988 | 487946 |
| Largest Losing Trade | -22162 | -19367 | -22162 | -502788 | -502788 | -476300 |
| Avg Bars in Trades | 200 | 176 | 223 | 200 | 176 | 223 |
| Avg Bars in Winners | 405 | 421 | 395 | 405 | 421 | 395 |
| Avg Bars in Losers | 84 | 84 | 85 | 84 | 84 | 85 |
| Bars Traded | 22219 | 9685 | 12534 | 22219 | 9685 | 12534 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349136 | -184365 | -284385 | -8999 | -480699 | -192301 |
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22466,
"evaluation_days": 1872.17,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1598810400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759587141972,
"expiration_time": 1765402387200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 102,
"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": [
[
826780.2665794404,
703035.971906705,
123744.2946727354,
1353074.737324183,
195553.2456259199,
1157521.491698265
],
[
826.780267,
703.035972,
123.744295,
1353.074737,
195.553246,
1157.521492
],
[
0.441616,
0.375519,
0.066097,
0.143052,
0.0579,
0.135321
],
[
10,
10,
10,
10,
10,
10
],
[
-87423,
-76338,
-36460,
-1743497,
-1295011,
-585864
],
[
2.482213,
3.25775,
1.502182,
1.19746,
1.049504,
1.398848
],
[
111,
55,
56,
111,
55,
56
],
[
40,
15,
25,
40,
15,
25
],
[
71,
40,
31,
71,
40,
31
],
[
36.036036,
27.272727,
44.642857,
36.036036,
27.272727,
44.642857
],
[
4.405928,
8.687335,
1.862705,
2.125492,
2.798678,
1.734571
],
[
586993,
586993,
59761,
1152988,
1152988,
487946
],
[
-22162,
-19367,
-22162,
-502788,
-502788,
-476300
],
[
200,
176,
223,
200,
176,
223
],
[
405,
421,
395,
405,
421,
395
],
[
84,
84,
85,
84,
84,
85
],
[
22219,
9685,
12534,
22219,
9685,
12534
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349136,
-184365,
-284385,
-8999,
-480699,
-192301
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22466,
"evaluation_days": 1872.17,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1598810400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759587141972,
"expiration_time": 1765402387200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 143,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 102,
"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) |
|---|