| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 638837.987 | 540707.4859 | 98130.5011 | 536717.1863 | 410122.2649 | 126594.9214 |
| Total P&L (%) | 638.838 | 540.7075 | 98.1305 | 536.7172 | 410.1223 | 126.5949 |
| Avg Daily Profit (%) | 0.3429 | 0.2903 | 0.0527 | 0.0994 | 0.0875 | 0.0439 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107547 | -69703 | -79247 | -616264 | -343118 | -418356 |
| Profit Factor | 2.4113 | 3.6332 | 1.3968 | 1.2526 | 1.432 | 1.1077 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
| Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
| Profitability (%) | 48.2759 | 39.5349 | 56.8182 | 48.2759 | 39.5349 | 56.8182 |
| Ratio Avg Win / Avg Loss | 2.5836 | 5.5567 | 1.0616 | 1.3421 | 2.1901 | 0.8419 |
| Largest Winning Trade | 500118 | 500118 | 55092 | 549196 | 549196 | 168760 |
| Largest Losing Trade | -45958 | -25458 | -45958 | -287142 | -105846 | -287142 |
| Avg Bars in Trades | 125 | 116 | 134 | 125 | 116 | 134 |
| Avg Bars in Winners | 177 | 199 | 162 | 177 | 199 | 162 |
| Avg Bars in Losers | 77 | 62 | 98 | 77 | 62 | 98 |
| Bars Traded | 10942 | 5024 | 5918 | 10942 | 5024 | 5918 |
| 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 | 482951 | 416987 | -120951 | -60469 | -78141 | -237017 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599782400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758818399805,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 77,
"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": [
[
638837.9870266112,
540707.4858847583,
98130.5011418532,
536717.1862788699,
410122.2648640577,
126594.9214148119
],
[
638.837987,
540.707486,
98.130501,
536.717186,
410.122265,
126.594921
],
[
0.342939,
0.290261,
0.052678,
0.099423,
0.087512,
0.043921
],
[
10,
10,
10,
10,
10,
10
],
[
-107547,
-69703,
-79247,
-616264,
-343118,
-418356
],
[
2.411326,
3.633246,
1.396788,
1.252602,
1.43198,
1.107708
],
[
87,
43,
44,
87,
43,
44
],
[
42,
17,
25,
42,
17,
25
],
[
45,
26,
19,
45,
26,
19
],
[
48.275862,
39.534884,
56.818182,
48.275862,
39.534884,
56.818182
],
[
2.583564,
5.556729,
1.061559,
1.342074,
2.190087,
0.841858
],
[
500118,
500118,
55092,
549196,
549196,
168760
],
[
-45958,
-25458,
-45958,
-287142,
-105846,
-287142
],
[
125,
116,
134,
125,
116,
134
],
[
177,
199,
162,
177,
199,
162
],
[
77,
62,
98,
77,
62,
98
],
[
10942,
5024,
5918,
10942,
5024,
5918
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
482951,
416987,
-120951,
-60469,
-78141,
-237017
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599782400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758818399805,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 77,
"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) |
|---|