| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 663876.5324 | 571473.8072 | 92402.7252 | 608251.1719 | 427521.0884 | 180730.0835 |
| Total P&L (%) | 663.8765 | 571.4738 | 92.4027 | 608.2512 | 427.5211 | 180.7301 |
| Avg Daily Profit (%) | 0.3534 | 0.3042 | 0.0492 | 0.1043 | 0.0886 | 0.055 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116409 | -96331 | -66632 | -582318 | -505268 | -416345 |
| Profit Factor | 2.2617 | 3.0882 | 1.3659 | 1.2045 | 1.285 | 1.1226 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 42.5532 | 40.4255 | 44.6809 | 42.5532 | 40.4255 | 44.6809 |
| Ratio Avg Win / Avg Loss | 3.0533 | 4.551 | 1.6912 | 1.626 | 1.8936 | 1.3898 |
| Largest Winning Trade | 483305 | 483305 | 61951 | 634958 | 634958 | 307761 |
| Largest Losing Trade | -45722 | -31952 | -45722 | -350391 | -162724 | -350391 |
| Avg Bars in Trades | 234 | 214 | 255 | 234 | 214 | 255 |
| Avg Bars in Winners | 382 | 376 | 388 | 382 | 376 | 388 |
| Avg Bars in Losers | 125 | 104 | 147 | 125 | 104 | 147 |
| Bars Traded | 22089 | 10094 | 11995 | 22089 | 10094 | 11995 |
| 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 | 396304 | 402699 | -127618 | -55419 | -77270 | -207228 |
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22545,
"evaluation_days": 1878.75,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599710400000,
"last_datapoint_time": 1760148000000,
"evaluation_time": 1760150149142,
"expiration_time": 1765991664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 131,
"offset": 137
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 191,
"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": [
[
663876.5324100219,
571473.8072112495,
92402.7251987725,
608251.1718905626,
427521.088402982,
180730.0834875805
],
[
663.876532,
571.473807,
92.402725,
608.251172,
427.521088,
180.730083
],
[
0.353361,
0.304178,
0.049183,
0.104253,
0.088556,
0.054957
],
[
10,
10,
10,
10,
10,
10
],
[
-116409,
-96331,
-66632,
-582318,
-505268,
-416345
],
[
2.261707,
3.088193,
1.365945,
1.204464,
1.284972,
1.12256
],
[
94,
47,
47,
94,
47,
47
],
[
40,
19,
21,
40,
19,
21
],
[
54,
28,
26,
54,
28,
26
],
[
42.553191,
40.425532,
44.680851,
42.553191,
40.425532,
44.680851
],
[
3.053304,
4.551021,
1.69117,
1.626027,
1.893643,
1.389836
],
[
483305,
483305,
61951,
634958,
634958,
307761
],
[
-45722,
-31952,
-45722,
-350391,
-162724,
-350391
],
[
234,
214,
255,
234,
214,
255
],
[
382,
376,
388,
382,
376,
388
],
[
125,
104,
147,
125,
104,
147
],
[
22089,
10094,
11995,
22089,
10094,
11995
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
396304,
402699,
-127618,
-55419,
-77270,
-207228
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22545,
"evaluation_days": 1878.75,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599710400000,
"last_datapoint_time": 1760148000000,
"evaluation_time": 1760150149142,
"expiration_time": 1765991664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 131,
"offset": 137
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 191,
"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) |
|---|