| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 548421.42 | 389452.253 | 158969.167 | 1740203.2865 | 929865.3699 | 810337.9166 |
| Total P&L (%) | 548.4214 | 389.4523 | 158.9692 | 1740.2033 | 929.8654 | 810.3379 |
| Avg Daily Profit (%) | 0.2934 | 0.2083 | 0.085 | 0.1559 | 0.1248 | 0.1182 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -146256 | -149351 | -63054 | -892306 | -755406 | -526137 |
| Profit Factor | 1.3807 | 1.4477 | 1.2785 | 1.1869 | 1.1672 | 1.2162 |
| Total Trades | 560 | 280 | 280 | 560 | 280 | 280 |
| Winning Trades | 267 | 114 | 153 | 267 | 114 | 153 |
| Losing Trades | 293 | 166 | 127 | 293 | 166 | 127 |
| Profitability (%) | 47.6786 | 40.7143 | 54.6429 | 47.6786 | 40.7143 | 54.6429 |
| Ratio Avg Win / Avg Loss | 1.5152 | 2.1081 | 1.0613 | 1.3025 | 1.6996 | 1.0095 |
| Largest Winning Trade | 104754 | 104754 | 34279 | 467542 | 467542 | 240102 |
| Largest Losing Trade | -26491 | -26491 | -16568 | -256619 | -205922 | -256619 |
| Avg Bars in Trades | 13 | 19 | 6 | 13 | 19 | 6 |
| Avg Bars in Winners | 14 | 24 | 7 | 14 | 24 | 7 |
| Avg Bars in Losers | 12 | 16 | 6 | 12 | 16 | 6 |
| Bars Traded | 7446 | 5497 | 1949 | 7446 | 5497 | 1949 |
| Profit Streak | 0 | 0 | 13.1346 | 0 | 0 | 13.1346 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 461703 | 265172 | -77065 | -4965 | -63881 | -32786 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7477,
"evaluation_days": 1869.25,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1598356800000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759266830733,
"expiration_time": 1764100296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 28,
"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": [
[
548421.4199928944,
389452.2530010665,
158969.1669918287,
1740203.2865147216,
929865.3699221176,
810337.9165926029
],
[
548.42142,
389.452253,
158.969167,
1740.203287,
929.86537,
810.337917
],
[
0.293391,
0.208347,
0.085044,
0.155931,
0.124834,
0.118227
],
[
10,
10,
10,
10,
10,
10
],
[
-146256,
-149351,
-63054,
-892306,
-755406,
-526137
],
[
1.380703,
1.447732,
1.278544,
1.186909,
1.167185,
1.216175
],
[
560,
280,
280,
560,
280,
280
],
[
267,
114,
153,
267,
114,
153
],
[
293,
166,
127,
293,
166,
127
],
[
47.678571,
40.714286,
54.642857,
47.678571,
40.714286,
54.642857
],
[
1.515154,
2.1081,
1.061275,
1.302488,
1.699584,
1.009504
],
[
104754,
104754,
34279,
467542,
467542,
240102
],
[
-26491,
-26491,
-16568,
-256619,
-205922,
-256619
],
[
13,
19,
6,
13,
19,
6
],
[
14,
24,
7,
14,
24,
7
],
[
12,
16,
6,
12,
16,
6
],
[
7446,
5497,
1949,
7446,
5497,
1949
],
[
0,
0,
13.134615,
0,
0,
13.134615
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
461703,
265172,
-77065,
-4965,
-63881,
-32786
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7477,
"evaluation_days": 1869.25,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1598356800000,
"last_datapoint_time": 1759255200000,
"evaluation_time": 1759266830733,
"expiration_time": 1764100296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 28,
"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) |
|---|