| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 832231.8969 | 674927.1457 | 157304.7512 | 1950990.9146 | 165623.7955 | 1785367.1191 |
| Total P&L (%) | 832.2319 | 674.9271 | 157.3048 | 1950.9909 | 165.6238 | 1785.3671 |
| Avg Daily Profit (%) | 0.4428 | 0.3591 | 0.0837 | 0.1608 | 0.052 | 0.1564 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124990 | -98803 | -33077 | -6534013 | -4448785 | -2366890 |
| Profit Factor | 2.869 | 3.4312 | 1.9382 | 1.1129 | 1.0158 | 1.2621 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
| Losing Trades | 97 | 55 | 42 | 97 | 55 | 42 |
| Profitability (%) | 32.1678 | 23.6111 | 40.8451 | 32.1678 | 23.6111 | 40.8451 |
| Ratio Avg Win / Avg Loss | 6.0499 | 11.101 | 2.8071 | 2.3467 | 3.2864 | 1.8278 |
| Largest Winning Trade | 608588 | 608588 | 56693 | 3354819 | 3354819 | 1197271 |
| Largest Losing Trade | -26466 | -26466 | -14213 | -870804 | -738218 | -870804 |
| Avg Bars in Trades | 38 | 35 | 40 | 38 | 35 | 40 |
| Avg Bars in Winners | 93 | 110 | 82 | 93 | 110 | 82 |
| Avg Bars in Losers | 12 | 12 | 11 | 12 | 12 | 11 |
| Bars Traded | 5442 | 2577 | 2865 | 5442 | 2577 | 2865 |
| 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 | 325211 | -99434 | -168060 | -94128 | -440910 | -81890 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5639,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760147056162,
"expiration_time": 1765012896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 182,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.25191,
"nb": 0.42503,
"nc": 0.1
}
}
} {
"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": [
[
832231.8968832458,
674927.1457330165,
157304.7511502291,
1950990.914581662,
165623.7954723217,
1785367.1191093386
],
[
832.231897,
674.927146,
157.304751,
1950.990915,
165.623795,
1785.367119
],
[
0.442754,
0.359067,
0.083687,
0.160844,
0.051986,
0.156357
],
[
10,
10,
10,
10,
10,
10
],
[
-124990,
-98803,
-33077,
-6534013,
-4448785,
-2366890
],
[
2.869046,
3.431214,
1.938226,
1.112855,
1.015811,
1.262071
],
[
143,
72,
71,
143,
72,
71
],
[
46,
17,
29,
46,
17,
29
],
[
97,
55,
42,
97,
55,
42
],
[
32.167832,
23.611111,
40.84507,
32.167832,
23.611111,
40.84507
],
[
6.049944,
11.100987,
2.807086,
2.346672,
3.286448,
1.827828
],
[
608588,
608588,
56693,
3354819,
3354819,
1197271
],
[
-26466,
-26466,
-14213,
-870804,
-738218,
-870804
],
[
38,
35,
40,
38,
35,
40
],
[
93,
110,
82,
93,
110,
82
],
[
12,
12,
11,
12,
12,
11
],
[
5442,
2577,
2865,
5442,
2577,
2865
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325211,
-99434,
-168060,
-94128,
-440910,
-81890
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5639,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1602979200000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760147056162,
"expiration_time": 1765012896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 182,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.25191,
"nb": 0.42503,
"nc": 0.1
}
}
}
| # | 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) |
|---|