| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 481636.565 | 348543.5942 | 133092.9708 | 1152525.9932 | 500604.0086 | 651921.9846 |
| Total P&L (%) | 481.6366 | 348.5436 | 133.093 | 1152.526 | 500.604 | 651.922 |
| Avg Daily Profit (%) | 0.258 | 0.1867 | 0.0713 | 0.1355 | 0.0961 | 0.1081 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82053 | -63095 | -52491 | -937075 | -707401 | -822990 |
| Profit Factor | 2.0759 | 2.5639 | 1.5921 | 1.2407 | 1.2075 | 1.2744 |
| Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
| Profitability (%) | 56.044 | 51.1111 | 60.8696 | 56.044 | 51.1111 | 60.8696 |
| Ratio Avg Win / Avg Loss | 1.6282 | 2.4525 | 1.0235 | 0.9731 | 1.155 | 0.8193 |
| Largest Winning Trade | 162597 | 162597 | 52349 | 576693 | 576693 | 411200 |
| Largest Losing Trade | -47448 | -44176 | -47448 | -792756 | -285499 | -792756 |
| Avg Bars in Trades | 120 | 94 | 146 | 120 | 94 | 146 |
| Avg Bars in Winners | 129 | 119 | 137 | 129 | 119 | 137 |
| Avg Bars in Losers | 109 | 68 | 160 | 109 | 68 | 160 |
| Bars Traded | 10975 | 4245 | 6730 | 10975 | 4245 | 6730 |
| 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 | 471218 | 453804 | -94413 | -12681 | -64579 | -48502 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599595200000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759093093891,
"expiration_time": 1763929296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 69,
"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": [
[
481636.5649765211,
348543.5942247463,
133092.9707517751,
1152525.9932000726,
500604.0086318211,
651921.9845682518
],
[
481.636565,
348.543594,
133.092971,
1152.525993,
500.604009,
651.921985
],
[
0.25795,
0.186669,
0.071281,
0.13547,
0.096061,
0.108108
],
[
10,
10,
10,
10,
10,
10
],
[
-82053,
-63095,
-52491,
-937075,
-707401,
-822990
],
[
2.075933,
2.563929,
1.592099,
1.240716,
1.207503,
1.274447
],
[
91,
45,
46,
91,
45,
46
],
[
51,
23,
28,
51,
23,
28
],
[
40,
22,
18,
40,
22,
18
],
[
56.043956,
51.111111,
60.869565,
56.043956,
51.111111,
60.869565
],
[
1.628183,
2.452454,
1.023492,
0.973111,
1.155003,
0.819288
],
[
162597,
162597,
52349,
576693,
576693,
411200
],
[
-47448,
-44176,
-47448,
-792756,
-285499,
-792756
],
[
120,
94,
146,
120,
94,
146
],
[
129,
119,
137,
129,
119,
137
],
[
109,
68,
160,
109,
68,
160
],
[
10975,
4245,
6730,
10975,
4245,
6730
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
471218,
453804,
-94413,
-12681,
-64579,
-48502
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11203,
"evaluation_days": 1867.17,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599595200000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759093093891,
"expiration_time": 1763929296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 69,
"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) |
|---|