| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 460447.5506 | 390857.7672 | 69589.7834 | 367778.7561 | 222962.9405 | 144815.8156 |
| Total P&L (%) | 460.4476 | 390.8578 | 69.5898 | 367.7788 | 222.9629 | 144.8158 |
| Avg Daily Profit (%) | 0.2472 | 0.2098 | 0.0374 | 0.0829 | 0.063 | 0.0481 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79894 | -85484 | -74290 | -562618 | -434615 | -309742 |
| Profit Factor | 1.7052 | 2.1881 | 1.2148 | 1.1133 | 1.1309 | 1.0938 |
| Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
| Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
| Losing Trades | 111 | 60 | 51 | 111 | 60 | 51 |
| Profitability (%) | 45.3202 | 40.5941 | 50 | 45.3202 | 40.5941 | 50 |
| Ratio Avg Win / Avg Loss | 2.0574 | 3.2021 | 1.2148 | 1.3432 | 1.655 | 1.0938 |
| Largest Winning Trade | 274610 | 274610 | 51093 | 313794 | 313794 | 196043 |
| Largest Losing Trade | -28602 | -25726 | -28602 | -198646 | -198646 | -152586 |
| Avg Bars in Trades | 53 | 49 | 58 | 53 | 49 | 58 |
| Avg Bars in Winners | 71 | 68 | 74 | 71 | 68 | 74 |
| Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
| Bars Traded | 10896 | 4978 | 5918 | 10896 | 4978 | 5918 |
| Profit Streak | 6.5939 | 0 | 8.7606 | 6.5939 | 0 | 8.7606 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 402743 | 285314 | -142624 | -178315 | -188249 | -245163 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759040116839,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 238
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 250,
"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": [
[
460447.5506046754,
390857.7671912076,
69589.7834134687,
367778.7561393956,
222962.9405357061,
144815.8156036891
],
[
460.447551,
390.857767,
69.589783,
367.778756,
222.962941,
144.815816
],
[
0.247176,
0.209819,
0.037357,
0.082856,
0.062955,
0.048075
],
[
10,
10,
10,
10,
10,
10
],
[
-79894,
-85484,
-74290,
-562618,
-434615,
-309742
],
[
1.705194,
2.188102,
1.214809,
1.113283,
1.130887,
1.093848
],
[
203,
101,
102,
203,
101,
102
],
[
92,
41,
51,
92,
41,
51
],
[
111,
60,
51,
111,
60,
51
],
[
45.320197,
40.594059,
50,
45.320197,
40.594059,
50
],
[
2.057353,
3.2021,
1.214809,
1.3432,
1.654957,
1.093848
],
[
274610,
274610,
51093,
313794,
313794,
196043
],
[
-28602,
-25726,
-28602,
-198646,
-198646,
-152586
],
[
53,
49,
58,
53,
49,
58
],
[
71,
68,
74,
71,
68,
74
],
[
38,
35,
41,
38,
35,
41
],
[
10896,
4978,
5918,
10896,
4978,
5918
],
[
6.593945,
0,
8.760611,
6.593945,
0,
8.760612
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
402743,
285314,
-142624,
-178315,
-188249,
-245163
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1601366400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759040116839,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 238
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 250,
"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) |
|---|