| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 608921.7133 | 477731.677 | 131190.0363 | 1827249.2414 | 282701.916 | 1544547.3255 |
| Total P&L (%) | 608.9217 | 477.7317 | 131.19 | 1827.2492 | 282.7019 | 1544.5473 |
| Avg Daily Profit (%) | 0.3244 | 0.2545 | 0.0699 | 0.1578 | 0.0715 | 0.1493 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -69173 | -43875 | -78231 | -2010062 | -1396114 | -914435 |
| Profit Factor | 2.3943 | 3.181 | 1.6027 | 1.3143 | 1.0863 | 1.6088 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
| Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
| Profitability (%) | 38.0435 | 34.7826 | 41.3043 | 38.0435 | 34.7826 | 41.3043 |
| Ratio Avg Win / Avg Loss | 3.8993 | 5.9643 | 2.2775 | 2.1404 | 2.0367 | 2.2861 |
| Largest Winning Trade | 305479 | 305479 | 59747 | 990297 | 990297 | 919984 |
| Largest Losing Trade | -25868 | -25868 | -21446 | -541690 | -541690 | -312010 |
| Avg Bars in Trades | 119 | 94 | 143 | 119 | 94 | 143 |
| Avg Bars in Winners | 230 | 176 | 275 | 230 | 176 | 275 |
| Avg Bars in Losers | 51 | 51 | 50 | 51 | 51 | 50 |
| Bars Traded | 10965 | 4369 | 6596 | 10965 | 4369 | 6596 |
| 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 | 333285 | 299594 | -99890 | 163956 | -227814 | 230335 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11262,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759948400045,
"expiration_time": 1764804384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 53,
"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": [
[
608921.713345471,
477731.6770354736,
131190.0363099975,
1827249.2414331997,
282701.9159754941,
1544547.3254577057
],
[
608.921713,
477.731677,
131.190036,
1827.249241,
282.701916,
1544.547325
],
[
0.324412,
0.254519,
0.069893,
0.157752,
0.071527,
0.149288
],
[
10,
10,
10,
10,
10,
10
],
[
-69173,
-43875,
-78231,
-2010062,
-1396114,
-914435
],
[
2.394318,
3.180979,
1.602697,
1.314252,
1.086257,
1.608768
],
[
92,
46,
46,
92,
46,
46
],
[
35,
16,
19,
35,
16,
19
],
[
57,
30,
27,
57,
30,
27
],
[
38.043478,
34.782609,
41.304348,
38.043478,
34.782609,
41.304348
],
[
3.899318,
5.964335,
2.277516,
2.140353,
2.036732,
2.286144
],
[
305479,
305479,
59747,
990297,
990297,
919984
],
[
-25868,
-25868,
-21446,
-541690,
-541690,
-312010
],
[
119,
94,
143,
119,
94,
143
],
[
230,
176,
275,
230,
176,
275
],
[
51,
51,
50,
51,
51,
50
],
[
10965,
4369,
6596,
10965,
4369,
6596
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
333285,
299594,
-99890,
163956,
-227814,
230335
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11262,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600416000000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759948400045,
"expiration_time": 1764804384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 53,
"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) |
|---|