| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 775837.7831 | 687385.0893 | 88452.6937 | 577260.6512 | 301244.2996 | 276016.3516 |
| Total P&L (%) | 775.8378 | 687.3851 | 88.4527 | 577.2607 | 301.2443 | 276.0164 |
| Avg Daily Profit (%) | 0.4133 | 0.3662 | 0.0471 | 0.102 | 0.0741 | 0.0706 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123045 | -89455 | -73933 | -493174 | -357454 | -257367 |
| Profit Factor | 2.4357 | 3.2155 | 1.3844 | 1.2825 | 1.2427 | 1.3441 |
| Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
| Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
| Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
| Profitability (%) | 37.1429 | 30.1887 | 44.2308 | 37.1429 | 30.1887 | 44.2308 |
| Ratio Avg Win / Avg Loss | 4.122 | 7.4359 | 1.7455 | 2.1705 | 2.8738 | 1.6948 |
| Largest Winning Trade | 634510 | 634510 | 61550 | 519160 | 519160 | 128179 |
| Largest Losing Trade | -39673 | -39673 | -27031 | -143022 | -131890 | -143022 |
| Avg Bars in Trades | 103 | 94 | 113 | 103 | 94 | 113 |
| Avg Bars in Winners | 181 | 195 | 170 | 181 | 195 | 170 |
| Avg Bars in Losers | 57 | 50 | 67 | 57 | 50 | 67 |
| Bars Traded | 10862 | 4986 | 5876 | 10862 | 4986 | 5876 |
| 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 | 352137 | -172433 | -310561 | -60070 | -281265 | -279523 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11262,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600876800000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759948396624,
"expiration_time": 1764804384000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 50,
"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": [
[
775837.7830581306,
687385.08931179,
88452.6937463404,
577260.6511663325,
301244.2995917039,
276016.3515746286
],
[
775.837783,
687.385089,
88.452694,
577.260651,
301.2443,
276.016352
],
[
0.413339,
0.366215,
0.047125,
0.101964,
0.07405,
0.070588
],
[
10,
10,
10,
10,
10,
10
],
[
-123045,
-89455,
-73933,
-493174,
-357454,
-257367
],
[
2.435745,
3.215504,
1.38439,
1.282546,
1.242741,
1.344137
],
[
105,
53,
52,
105,
53,
52
],
[
39,
16,
23,
39,
16,
23
],
[
66,
37,
29,
66,
37,
29
],
[
37.142857,
30.188679,
44.230769,
37.142857,
30.188679,
44.230769
],
[
4.12203,
7.435852,
1.745536,
2.170462,
2.873838,
1.694781
],
[
634510,
634510,
61550,
519160,
519160,
128179
],
[
-39673,
-39673,
-27031,
-143022,
-131890,
-143022
],
[
103,
94,
113,
103,
94,
113
],
[
181,
195,
170,
181,
195,
170
],
[
57,
50,
67,
57,
50,
67
],
[
10862,
4986,
5876,
10862,
4986,
5876
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352137,
-172433,
-310561,
-60070,
-281265,
-279523
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11262,
"evaluation_days": 1877,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600876800000,
"last_datapoint_time": 1759939200000,
"evaluation_time": 1759948396624,
"expiration_time": 1764804384000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 50,
"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) |
|---|