| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 389933.6314 | 303723.2836 | 86210.3478 | 407858.8055 | 119897.64 | 287961.1655 |
| Total P&L (%) | 389.9336 | 303.7233 | 86.2103 | 407.8588 | 119.8976 | 287.9612 |
| Avg Daily Profit (%) | 0.2085 | 0.1624 | 0.0461 | 0.0869 | 0.0421 | 0.0725 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -115397 | -100635 | -130535 | -303957 | -208296 | -144611 |
| Profit Factor | 1.4841 | 1.7389 | 1.2186 | 1.2203 | 1.1202 | 1.3372 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
| Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
| Profitability (%) | 49.5 | 51 | 48 | 49.5 | 51 | 48 |
| Ratio Avg Win / Avg Loss | 1.5141 | 1.6707 | 1.3201 | 1.2449 | 1.0763 | 1.4486 |
| Largest Winning Trade | 81484 | 81484 | 41861 | 196531 | 196531 | 163469 |
| Largest Losing Trade | -50104 | -37674 | -50104 | -127499 | -94294 | -127499 |
| Avg Bars in Trades | 55 | 50 | 59 | 55 | 50 | 59 |
| Avg Bars in Winners | 67 | 57 | 78 | 67 | 57 | 78 |
| Avg Bars in Losers | 43 | 43 | 43 | 43 | 43 | 43 |
| Bars Traded | 11050 | 5058 | 5992 | 11050 | 5058 | 5992 |
| 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 | 391181 | 375768 | -132826 | -76459 | -225085 | -96876 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11222,
"evaluation_days": 1870.33,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599134400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759370146533,
"expiration_time": 1764211104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 87,
"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": [
[
389933.6313903352,
303723.2835503727,
86210.3478399625,
407858.805462074,
119897.6400083839,
287961.1654536902
],
[
389.933631,
303.723284,
86.210348,
407.858805,
119.89764,
287.961165
],
[
0.208484,
0.16239,
0.046094,
0.086923,
0.04214,
0.072513
],
[
10,
10,
10,
10,
10,
10
],
[
-115397,
-100635,
-130535,
-303957,
-208296,
-144611
],
[
1.484086,
1.738906,
1.218553,
1.22028,
1.120199,
1.337169
],
[
200,
100,
100,
200,
100,
100
],
[
99,
51,
48,
99,
51,
48
],
[
101,
49,
52,
101,
49,
52
],
[
49.5,
51,
48,
49.5,
51,
48
],
[
1.514068,
1.670713,
1.320099,
1.244933,
1.07627,
1.4486
],
[
81484,
81484,
41861,
196531,
196531,
163469
],
[
-50104,
-37674,
-50104,
-127499,
-94294,
-127499
],
[
55,
50,
59,
55,
50,
59
],
[
67,
57,
78,
67,
57,
78
],
[
43,
43,
43,
43,
43,
43
],
[
11050,
5058,
5992,
11050,
5058,
5992
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391181,
375768,
-132826,
-76459,
-225085,
-96876
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11222,
"evaluation_days": 1870.33,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599134400000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759370146533,
"expiration_time": 1764211104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 95,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 87,
"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) |
|---|