| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 367367.6912 | 280096.62 | 87271.0712 | 276287.7927 | 110800.8107 | 165486.982 |
| Total P&L (%) | 367.3677 | 280.0966 | 87.2711 | 276.2878 | 110.8008 | 165.487 |
| Avg Daily Profit (%) | 0.1972 | 0.1504 | 0.0468 | 0.0712 | 0.04 | 0.0524 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125841 | -104457 | -103663 | -204963 | -195616 | -150136 |
| Profit Factor | 1.2506 | 1.4094 | 1.1116 | 1.1251 | 1.1037 | 1.1451 |
| Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
| Winning Trades | 242 | 119 | 123 | 242 | 119 | 123 |
| Losing Trades | 246 | 125 | 121 | 246 | 125 | 121 |
| Profitability (%) | 49.5902 | 48.7705 | 50.4098 | 49.5902 | 48.7705 | 50.4098 |
| Ratio Avg Win / Avg Loss | 1.2712 | 1.4804 | 1.0935 | 1.1437 | 1.1593 | 1.1265 |
| Largest Winning Trade | 75822 | 75822 | 33836 | 69868 | 69868 | 63801 |
| Largest Losing Trade | -35123 | -29831 | -35123 | -102670 | -74950 | -102670 |
| Avg Bars in Trades | 22 | 22 | 23 | 22 | 22 | 23 |
| Avg Bars in Winners | 27 | 25 | 29 | 27 | 25 | 29 |
| Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
| Bars Traded | 11092 | 5382 | 5710 | 11092 | 5382 | 5710 |
| Profit Streak | 14.3778 | 14.3778 | 14.8778 | 14.3778 | 14.3778 | 14.8778 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 415473 | 326239 | -225960 | -176715 | -244796 | -181675 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1598716800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759035845865,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 39,
"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": [
[
367367.6911904857,
280096.6199704843,
87271.0712200011,
276287.792737227,
110800.8107396739,
165486.9819975531
],
[
367.367691,
280.09662,
87.271071,
276.287793,
110.800811,
165.486982
],
[
0.197209,
0.150361,
0.046849,
0.071164,
0.040041,
0.052428
],
[
10,
10,
10,
10,
10,
10
],
[
-125841,
-104457,
-103663,
-204963,
-195616,
-150136
],
[
1.250576,
1.409351,
1.111621,
1.125064,
1.103669,
1.145117
],
[
488,
244,
244,
488,
244,
244
],
[
242,
119,
123,
242,
119,
123
],
[
246,
125,
121,
246,
125,
121
],
[
49.590164,
48.770492,
50.409836,
49.590164,
48.770492,
50.409836
],
[
1.271246,
1.480411,
1.093546,
1.14366,
1.159316,
1.126498
],
[
75822,
75822,
33836,
69868,
69868,
63801
],
[
-35123,
-29831,
-35123,
-102670,
-74950,
-102670
],
[
22,
22,
23,
22,
22,
23
],
[
27,
25,
29,
27,
25,
29
],
[
18,
18,
17,
18,
18,
17
],
[
11092,
5382,
5710,
11092,
5382,
5710
],
[
14.377845,
14.377846,
14.877846,
14.377846,
14.377846,
14.877846
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
415473,
326239,
-225960,
-176715,
-244796,
-181675
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1598716800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759035845865,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 60,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 39,
"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) |
|---|