| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 670013.1842 | 566668.5607 | 103344.6235 | 802794.5685 | 378698.5308 | 424096.0377 |
| Total P&L (%) | 670.0132 | 566.6686 | 103.3446 | 802.7946 | 378.6985 | 424.096 |
| Avg Daily Profit (%) | 0.358 | 0.3028 | 0.0552 | 0.1177 | 0.0837 | 0.0886 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -131372 | -68188 | -77360 | -631920 | -371077 | -360691 |
| Profit Factor | 2.5884 | 3.6454 | 1.4978 | 1.3414 | 1.3206 | 1.3623 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
| Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
| Profitability (%) | 41.791 | 35.2941 | 48.4848 | 41.791 | 35.2941 | 48.4848 |
| Ratio Avg Win / Avg Loss | 3.6053 | 6.6833 | 1.5914 | 1.8683 | 2.4211 | 1.4475 |
| Largest Winning Trade | 465663 | 465663 | 58242 | 401655 | 359005 | 401655 |
| Largest Losing Trade | -45573 | -45573 | -38528 | -236325 | -166151 | -236325 |
| Avg Bars in Trades | 160 | 139 | 182 | 160 | 139 | 182 |
| Avg Bars in Winners | 281 | 261 | 296 | 281 | 261 | 296 |
| Avg Bars in Losers | 74 | 73 | 75 | 74 | 73 | 75 |
| Bars Traded | 10785 | 4756 | 6029 | 10785 | 4756 | 6029 |
| 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 | -110145 | 359349 | -117383 | -158545 | -85602 | -74877 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11228,
"evaluation_days": 1871.33,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600574400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759458139469,
"expiration_time": 1764300096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 93,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
670013.1842289403,
566668.5607204173,
103344.6235085227,
802794.5685468697,
378698.5308301542,
424096.037716715
],
[
670.013184,
566.668561,
103.344624,
802.794569,
378.698531,
424.096038
],
[
0.358041,
0.302816,
0.055225,
0.11765,
0.083714,
0.088559
],
[
10,
10,
10,
10,
10,
10
],
[
-131372,
-68188,
-77360,
-631920,
-371077,
-360691
],
[
2.588384,
3.645429,
1.497773,
1.34137,
1.320619,
1.36231
],
[
67,
34,
33,
67,
34,
33
],
[
28,
12,
16,
28,
12,
16
],
[
39,
22,
17,
39,
22,
17
],
[
41.791045,
35.294118,
48.484848,
41.791045,
35.294118,
48.484848
],
[
3.60525,
6.683287,
1.591384,
1.868337,
2.421135,
1.447454
],
[
465663,
465663,
58242,
401655,
359005,
401655
],
[
-45573,
-45573,
-38528,
-236325,
-166151,
-236325
],
[
160,
139,
182,
160,
139,
182
],
[
281,
261,
296,
281,
261,
296
],
[
74,
73,
75,
74,
73,
75
],
[
10785,
4756,
6029,
10785,
4756,
6029
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-110145,
359349,
-117383,
-158545,
-85602,
-74877
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11228,
"evaluation_days": 1871.33,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600574400000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759458139469,
"expiration_time": 1764300096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 195,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 93,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|