| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 362881.2317 | 310287.1873 | 52594.0444 | 120632.3724 | 526187.6397 | -405555.2673 |
| Total P&L (%) | 362.8812 | 310.2872 | 52.594 | 120.6324 | 526.1876 | -405.5553 |
| Avg Daily Profit (%) | 0.194 | 0.1658 | 0.0281 | 0.0423 | 0.0981 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181156 | -129726 | -118921 | -1210177 | -530905 | -848731 |
| Profit Factor | 1.2477 | 1.4791 | 1.0643 | 1.0254 | 1.285 | 0.8607 |
| Total Trades | 427 | 213 | 214 | 427 | 213 | 214 |
| Winning Trades | 195 | 94 | 101 | 195 | 94 | 101 |
| Losing Trades | 232 | 119 | 113 | 232 | 119 | 113 |
| Profitability (%) | 45.6674 | 44.1315 | 47.1963 | 45.6674 | 44.1315 | 47.1963 |
| Ratio Avg Win / Avg Loss | 1.4844 | 1.8725 | 1.1908 | 1.2199 | 1.6268 | 0.963 |
| Largest Winning Trade | 130442 | 130442 | 55088 | 407291 | 235985 | 407291 |
| Largest Losing Trade | -51785 | -19690 | -51785 | -385967 | -159596 | -385967 |
| Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
| Avg Bars in Winners | 15 | 12 | 17 | 15 | 12 | 17 |
| Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
| Bars Traded | 5503 | 2470 | 3033 | 5503 | 2470 | 3033 |
| Profit Streak | 12.8715 | 0 | 14.8715 | 12.8715 | 0 | 14.8715 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 315674 | 294253 | -305902 | -327608 | -61936 | -580438 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5613,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1599811200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759409700097,
"expiration_time": 1764241632000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 72,
"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": [
[
362881.2317243979,
310287.187348502,
52594.044375896,
120632.3723818197,
526187.639655611,
-405555.2672737915
],
[
362.881232,
310.287187,
52.594044,
120.632372,
526.18764,
-405.555267
],
[
0.19395,
0.16584,
0.02811,
0.042303,
0.098096,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-181156,
-129726,
-118921,
-1210177,
-530905,
-848731
],
[
1.24769,
1.479138,
1.064338,
1.025351,
1.285011,
0.860747
],
[
427,
213,
214,
427,
213,
214
],
[
195,
94,
101,
195,
94,
101
],
[
232,
119,
113,
232,
119,
113
],
[
45.667447,
44.131455,
47.196262,
45.667447,
44.131455,
47.196262
],
[
1.484432,
1.872525,
1.190794,
1.219904,
1.62677,
0.963014
],
[
130442,
130442,
55088,
407291,
235985,
407291
],
[
-51785,
-19690,
-51785,
-385967,
-159596,
-385967
],
[
12,
11,
14,
12,
11,
14
],
[
15,
12,
17,
15,
12,
17
],
[
10,
10,
11,
10,
10,
11
],
[
5503,
2470,
3033,
5503,
2470,
3033
],
[
12.871529,
0,
14.871529,
12.871529,
0,
14.871529
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315674,
294253,
-305902,
-327608,
-61936,
-580438
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5613,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1599811200000,
"last_datapoint_time": 1759392000000,
"evaluation_time": 1759409700097,
"expiration_time": 1764241632000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 72,
"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) |
|---|