| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 454498.4773 | 464352.9953 | -9854.5179 | 2417.0298 | 147001.7943 | -144584.7646 |
| Total P&L (%) | 454.4985 | 464.353 | -9.8545 | 2.417 | 147.0018 | -144.5848 |
| Avg Daily Profit (%) | 0.2428 | 0.2481 | -0.0053 | 0.0013 | 0.0483 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -257409 | -181483 | -115123 | -470564 | -379223 | -303230 |
| Profit Factor | 1.6744 | 2.3898 | 0.971 | 1.0018 | 1.2145 | 0.787 |
| Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
| Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
| Profitability (%) | 45.5357 | 41.0714 | 50 | 45.5357 | 41.0714 | 50 |
| Ratio Avg Win / Avg Loss | 2.0027 | 3.4289 | 0.971 | 1.1982 | 1.7425 | 0.787 |
| Largest Winning Trade | 461804 | 461804 | 50374 | 406494 | 406494 | 152771 |
| Largest Losing Trade | -39263 | -29175 | -39263 | -151188 | -91937 | -151188 |
| Avg Bars in Trades | 48 | 55 | 41 | 48 | 55 | 41 |
| Avg Bars in Winners | 66 | 77 | 58 | 66 | 77 | 58 |
| Avg Bars in Losers | 32 | 39 | 24 | 32 | 39 | 24 |
| Bars Traded | 5408 | 3091 | 2317 | 5408 | 3091 | 2317 |
| Profit Streak | 0 | 51.559 | 0 | 0 | 51.559 | 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 | 349935 | -170379 | -760833 | -576899 | -310667 | -760833 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5615,
"evaluation_days": 1871.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759469095512,
"expiration_time": 1764300960000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 136,
"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": [
[
454498.4773137141,
464352.9952636521,
-9854.517949938,
2417.0297738048,
147001.794331645,
-144584.7645578403
],
[
454.498477,
464.352995,
-9.854518,
2.41703,
147.001794,
-144.584765
],
[
0.24283,
0.248096,
-0.005265,
0.001276,
0.048323,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-257409,
-181483,
-115123,
-470564,
-379223,
-303230
],
[
1.674352,
2.38983,
0.971005,
1.001772,
1.214469,
0.787027
],
[
112,
56,
56,
112,
56,
56
],
[
51,
23,
28,
51,
23,
28
],
[
61,
33,
28,
61,
33,
28
],
[
45.535714,
41.071429,
50,
45.535714,
41.071429,
50
],
[
2.002656,
3.428886,
0.971005,
1.198197,
1.742499,
0.787027
],
[
461804,
461804,
50374,
406494,
406494,
152771
],
[
-39263,
-29175,
-39263,
-151188,
-91937,
-151188
],
[
48,
55,
41,
48,
55,
41
],
[
66,
77,
58,
66,
77,
58
],
[
32,
39,
24,
32,
39,
24
],
[
5408,
3091,
2317,
5408,
3091,
2317
],
[
0,
51.558976,
0,
0,
51.558976,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349935,
-170379,
-760833,
-576899,
-310667,
-760833
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5615,
"evaluation_days": 1871.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1601654400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759469095512,
"expiration_time": 1764300960000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 136,
"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) |
|---|