| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 646315.5135 | 539257.9738 | 107057.5397 | 725339.3529 | 402760.0735 | 322579.2794 |
| Total P&L (%) | 646.3155 | 539.258 | 107.0575 | 725.3394 | 402.7601 | 322.5793 |
| Avg Daily Profit (%) | 0.346 | 0.2887 | 0.0573 | 0.1131 | 0.0865 | 0.0772 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116136 | -58258 | -86161 | -584011 | -321507 | -262503 |
| Profit Factor | 2.4126 | 3.3966 | 1.4604 | 1.3161 | 1.3771 | 1.263 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
| Profitability (%) | 44.2857 | 37.1429 | 51.4286 | 44.2857 | 37.1429 | 51.4286 |
| Ratio Avg Win / Avg Loss | 3.0352 | 5.7481 | 1.3793 | 1.6558 | 2.3305 | 1.1928 |
| Largest Winning Trade | 454716 | 454716 | 59193 | 342999 | 327782 | 342999 |
| Largest Losing Trade | -42380 | -26512 | -42380 | -192169 | -131844 | -192169 |
| Avg Bars in Trades | 157 | 135 | 180 | 157 | 135 | 180 |
| Avg Bars in Winners | 267 | 241 | 285 | 267 | 241 | 285 |
| Avg Bars in Losers | 70 | 71 | 68 | 70 | 71 | 68 |
| Bars Traded | 11030 | 4727 | 6303 | 11030 | 4727 | 6303 |
| 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 | -87117 | 370131 | -115151 | -141359 | -80829 | -89863 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11208,
"evaluation_days": 1868,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599652800000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759177090079,
"expiration_time": 1764003456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 122,
"offset": 0,
"std": 3.41843
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 131,
"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": [
[
646315.513461092,
539257.9737958506,
107057.5396652414,
725339.3528703795,
402760.07350897,
322579.2793614093
],
[
646.315513,
539.257974,
107.05754,
725.339353,
402.760074,
322.579279
],
[
0.345993,
0.288682,
0.057311,
0.113052,
0.08649,
0.077182
],
[
10,
10,
10,
10,
10,
10
],
[
-116136,
-58258,
-86161,
-584011,
-321507,
-262503
],
[
2.4126,
3.396592,
1.460411,
1.316122,
1.377107,
1.263015
],
[
70,
35,
35,
70,
35,
35
],
[
31,
13,
18,
31,
13,
18
],
[
39,
22,
17,
39,
22,
17
],
[
44.285714,
37.142857,
51.428571,
44.285714,
37.142857,
51.428571
],
[
3.035206,
5.748079,
1.379277,
1.655766,
2.330488,
1.192847
],
[
454716,
454716,
59193,
342999,
327782,
342999
],
[
-42380,
-26512,
-42380,
-192169,
-131844,
-192169
],
[
157,
135,
180,
157,
135,
180
],
[
267,
241,
285,
267,
241,
285
],
[
70,
71,
68,
70,
71,
68
],
[
11030,
4727,
6303,
11030,
4727,
6303
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-87117,
370131,
-115151,
-141359,
-80829,
-89863
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11208,
"evaluation_days": 1868,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599652800000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759177090079,
"expiration_time": 1764003456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 122,
"offset": 0,
"std": 3.41843
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 131,
"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) |
|---|