| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 326175.1185 | 349853.1663 | -23678.0478 | -222025.2286 | 264436.3552 | -486461.5838 |
| Total P&L (%) | 326.1751 | 349.8532 | -23.678 | -222.0252 | 264.4364 | -486.4616 |
| Avg Daily Profit (%) | 0.1736 | 0.1862 | -0.0126 | 0 | 0.0688 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -185871 | -152349 | -157302 | -716776 | -164505 | -682910 |
| Profit Factor | 1.4116 | 1.87 | 0.9393 | 0.8263 | 1.6886 | 0.456 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 70 | 33 | 37 | 64 | 36 | 28 |
| Losing Trades | 62 | 33 | 29 | 68 | 30 | 38 |
| Profitability (%) | 53.0303 | 50 | 56.0606 | 48.4848 | 54.5455 | 42.4242 |
| Ratio Avg Win / Avg Loss | 1.2503 | 1.87 | 0.7362 | 0.8779 | 1.4072 | 0.6189 |
| Largest Winning Trade | 243699 | 243699 | 36212 | 264161 | 264161 | 257258 |
| Largest Losing Trade | -144542 | -37773 | -144542 | -538505 | -117511 | -538505 |
| Avg Bars in Trades | 41 | 53 | 30 | 41 | 53 | 30 |
| Avg Bars in Winners | 39 | 49 | 29 | 42 | 56 | 24 |
| Avg Bars in Losers | 44 | 56 | 31 | 40 | 49 | 34 |
| Bars Traded | 5507 | 3501 | 2006 | 5507 | 3501 | 2006 |
| Profit Streak | 71.5072 | 71.5072 | 153.5072 | 0 | 0 | 0 |
| Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 377400 | -111751 | -702760 | -581017 | -222513 | -708182 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5637,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1600243200000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760098225252,
"expiration_time": 1764953568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 87,
"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": [
[
326175.1185283057,
349853.1662816284,
-23678.0477533227,
-222025.2286012405,
264436.3551505462,
-486461.5837517871
],
[
326.175119,
349.853166,
-23.678048,
-222.025229,
264.436355,
-486.461584
],
[
0.17359,
0.186191,
-0.012601,
0,
0.068847,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-185871,
-152349,
-157302,
-716776,
-164505,
-682910
],
[
1.411612,
1.869984,
0.939333,
0.826304,
1.688608,
0.455998
],
[
132,
66,
66,
132,
66,
66
],
[
70,
33,
37,
64,
36,
28
],
[
62,
33,
29,
68,
30,
38
],
[
53.030303,
50,
56.060606,
48.484848,
54.545455,
42.424242
],
[
1.250285,
1.869984,
0.736234,
0.877948,
1.407173,
0.618854
],
[
243699,
243699,
36212,
264161,
264161,
257258
],
[
-144542,
-37773,
-144542,
-538505,
-117511,
-538505
],
[
41,
53,
30,
41,
53,
30
],
[
39,
49,
29,
42,
56,
24
],
[
44,
56,
31,
40,
49,
34
],
[
5507,
3501,
2006,
5507,
3501,
2006
],
[
71.507237,
71.507237,
153.507237,
0,
0,
0
],
[
7,
3,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
377400,
-111751,
-702760,
-581017,
-222513,
-708182
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5637,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1600243200000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760098225252,
"expiration_time": 1764953568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 73,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 87,
"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) |
|---|