| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 630951.0552 | 598989.2247 | 31961.8305 | 134123.3846 | -225097.4899 | 359220.8745 |
| Total P&L (%) | 630.9511 | 598.9892 | 31.9618 | 134.1234 | -225.0975 | 359.2209 |
| Avg Daily Profit (%) | 0.336 | 0.319 | 0.017 | 0.0453 | 0 | 0.0812 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128664 | -97574 | -59620 | -1228030 | -991634 | -448484 |
| Profit Factor | 2.3239 | 3.3895 | 1.1415 | 1.0424 | 0.8762 | 1.2675 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
| Profitability (%) | 35.8974 | 38.4615 | 33.3333 | 35.8974 | 38.4615 | 33.3333 |
| Ratio Avg Win / Avg Loss | 4.1498 | 5.4233 | 2.283 | 1.8615 | 1.402 | 2.535 |
| Largest Winning Trade | 623487 | 623487 | 47951 | 491093 | 491093 | 461928 |
| Largest Losing Trade | -35925 | -35925 | -27862 | -291981 | -291981 | -190929 |
| Avg Bars in Trades | 92 | 76 | 108 | 92 | 76 | 108 |
| Avg Bars in Winners | 179 | 127 | 239 | 179 | 127 | 239 |
| Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
| Bars Traded | 7202 | 2982 | 4220 | 7202 | 2982 | 4220 |
| Profit Streak | 0 | 11.5336 | 0 | 0 | 11.5336 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -30636 | 421236 | -243302 | -349409 | -582946 | -90001 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7512,
"evaluation_days": 1878,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760035705358,
"expiration_time": 1764878976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 194,
"offset": 0,
"a": 0.52254
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
630951.0551861014,
598989.2246876574,
31961.8304984437,
134123.3846232929,
-225097.4898823919,
359220.8745056853
],
[
630.951055,
598.989225,
31.96183,
134.123385,
-225.09749,
359.220875
],
[
0.33597,
0.318951,
0.017019,
0.045307,
0,
0.081202
],
[
10,
10,
10,
10,
10,
10
],
[
-128664,
-97574,
-59620,
-1228030,
-991634,
-448484
],
[
2.323903,
3.389545,
1.141478,
1.042423,
0.876229,
1.267489
],
[
78,
39,
39,
78,
39,
39
],
[
28,
15,
13,
28,
15,
13
],
[
50,
24,
26,
50,
24,
26
],
[
35.897436,
38.461538,
33.333333,
35.897436,
38.461538,
33.333333
],
[
4.149827,
5.423272,
2.282957,
1.861469,
1.401966,
2.534978
],
[
623487,
623487,
47951,
491093,
491093,
461928
],
[
-35925,
-35925,
-27862,
-291981,
-291981,
-190929
],
[
92,
76,
108,
92,
76,
108
],
[
179,
127,
239,
179,
127,
239
],
[
43,
44,
42,
43,
44,
42
],
[
7202,
2982,
4220,
7202,
2982,
4220
],
[
0,
11.533627,
0,
0,
11.533627,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-30636,
421236,
-243302,
-349409,
-582946,
-90001
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7512,
"evaluation_days": 1878,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1601942400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760035705358,
"expiration_time": 1764878976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 194,
"offset": 0,
"a": 0.52254
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|