| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 686078.4089 | 591300.1126 | 94778.2963 | 616073.9397 | 181534.2749 | 434539.6648 |
| Total P&L (%) | 686.0784 | 591.3001 | 94.7783 | 616.0739 | 181.5343 | 434.5397 |
| Avg Daily Profit (%) | 0.3656 | 0.3151 | 0.0505 | 0.105 | 0.0552 | 0.0894 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99027 | -75694 | -70897 | -313192 | -278208 | -198997 |
| Profit Factor | 2.2419 | 2.852 | 1.4065 | 1.3248 | 1.1628 | 1.5558 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
| Profitability (%) | 39 | 32 | 46 | 39 | 32 | 46 |
| Ratio Avg Win / Avg Loss | 3.5065 | 6.0606 | 1.6511 | 2.0721 | 2.471 | 1.8264 |
| Largest Winning Trade | 508305 | 508305 | 59609 | 370678 | 370678 | 181394 |
| Largest Losing Trade | -33512 | -33512 | -26643 | -118094 | -118094 | -107033 |
| Avg Bars in Trades | 73 | 68 | 79 | 73 | 68 | 79 |
| Avg Bars in Winners | 128 | 133 | 124 | 128 | 133 | 124 |
| Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
| Bars Traded | 7368 | 3410 | 3958 | 7368 | 3410 | 3958 |
| Profit Streak | 0 | 43.1907 | 0 | 0 | 43.1907 | 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 | 349515 | -172036 | -305227 | -55102 | -346069 | -252501 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 1876.5,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759898072228,
"expiration_time": 1764745488000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 43,
"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": [
[
686078.4088897809,
591300.1126106122,
94778.2962791687,
616073.9397233322,
181534.2749467603,
434539.6647765719
],
[
686.078409,
591.300113,
94.778296,
616.07394,
181.534275,
434.539665
],
[
0.365616,
0.315108,
0.050508,
0.104964,
0.055176,
0.089368
],
[
10,
10,
10,
10,
10,
10
],
[
-99027,
-75694,
-70897,
-313192,
-278208,
-198997
],
[
2.24189,
2.852024,
1.406469,
1.324785,
1.162807,
1.555792
],
[
100,
50,
50,
100,
50,
50
],
[
39,
16,
23,
39,
16,
23
],
[
61,
34,
27,
61,
34,
27
],
[
39,
32,
46,
39,
32,
46
],
[
3.506546,
6.060551,
1.651072,
2.0721,
2.470965,
1.826364
],
[
508305,
508305,
59609,
370678,
370678,
181394
],
[
-33512,
-33512,
-26643,
-118094,
-118094,
-107033
],
[
73,
68,
79,
73,
68,
79
],
[
128,
133,
124,
128,
133,
124
],
[
38,
37,
40,
38,
37,
40
],
[
7368,
3410,
3958,
7368,
3410,
3958
],
[
0,
43.190651,
0,
0,
43.190651,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349515,
-172036,
-305227,
-55102,
-346069,
-252501
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7506,
"evaluation_days": 1876.5,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1599696000000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759898072228,
"expiration_time": 1764745488000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 90,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 43,
"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) |
|---|