| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 663488.7285 | 567535.5761 | 95953.1524 | 911955.7683 | 321416.9564 | 590538.812 |
| Total P&L (%) | 663.4887 | 567.5356 | 95.9532 | 911.9558 | 321.417 | 590.5388 |
| Avg Daily Profit (%) | 0.3545 | 0.3032 | 0.0513 | 0.1237 | 0.0769 | 0.1033 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69396 | -48507 | -52920 | -644035 | -385536 | -348860 |
| Profit Factor | 2.6322 | 3.7395 | 1.4814 | 1.2896 | 1.1877 | 1.411 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Profitability (%) | 42.5287 | 44.186 | 40.9091 | 42.5287 | 44.186 | 40.9091 |
| Ratio Avg Win / Avg Loss | 3.557 | 4.7235 | 2.1398 | 1.7427 | 1.5002 | 2.0381 |
| Largest Winning Trade | 490972 | 490972 | 59633 | 460673 | 460673 | 404164 |
| Largest Losing Trade | -28433 | -23325 | -28433 | -216366 | -177671 | -216366 |
| Avg Bars in Trades | 61 | 50 | 72 | 61 | 50 | 72 |
| Avg Bars in Winners | 110 | 77 | 146 | 110 | 77 | 146 |
| Avg Bars in Losers | 25 | 29 | 21 | 25 | 29 | 21 |
| Bars Traded | 5383 | 2185 | 3198 | 5383 | 2185 | 3198 |
| 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 | 421390 | 488897 | -125625 | -28951 | -105453 | -56269 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5615,
"evaluation_days": 1871.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1604044800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759481445427,
"expiration_time": 1764300960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 84,
"offset": 0,
"multiplier": 1.66317
}
}
} {
"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": [
[
663488.7284534586,
567535.5760754583,
95953.1523780003,
911955.7683285438,
321416.9563579601,
590538.8119705841
],
[
663.488728,
567.535576,
95.953152,
911.955768,
321.416956,
590.538812
],
[
0.35449,
0.303224,
0.051266,
0.123735,
0.076884,
0.103293
],
[
10,
10,
10,
10,
10,
10
],
[
-69396,
-48507,
-52920,
-644035,
-385536,
-348860
],
[
2.63221,
3.739466,
1.481386,
1.289567,
1.187697,
1.410967
],
[
87,
43,
44,
87,
43,
44
],
[
37,
19,
18,
37,
19,
18
],
[
50,
24,
26,
50,
24,
26
],
[
42.528736,
44.186047,
40.909091,
42.528736,
44.186047,
40.909091
],
[
3.557041,
4.723536,
2.139779,
1.742658,
1.500248,
2.038064
],
[
490972,
490972,
59633,
460673,
460673,
404164
],
[
-28433,
-23325,
-28433,
-216366,
-177671,
-216366
],
[
61,
50,
72,
61,
50,
72
],
[
110,
77,
146,
110,
77,
146
],
[
25,
29,
21,
25,
29,
21
],
[
5383,
2185,
3198,
5383,
2185,
3198
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421390,
488897,
-125625,
-28951,
-105453,
-56269
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5615,
"evaluation_days": 1871.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1604044800000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759481445427,
"expiration_time": 1764300960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 84,
"offset": 0,
"multiplier": 1.66317
}
}
}
| # | 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) |
|---|