| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 290931.4277 | 233753.2969 | 57178.1308 | 151334.3205 | 139545.8729 | 11788.4475 |
| Total P&L (%) | 290.9314 | 233.7533 | 57.1781 | 151.3343 | 139.5459 | 11.7884 |
| Avg Daily Profit (%) | 0.1562 | 0.1255 | 0.0307 | 0.0495 | 0.0469 | 0.006 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85580 | -53232 | -114604 | -213604 | -132795 | -190746 |
| Profit Factor | 1.5151 | 1.9439 | 1.1803 | 1.1453 | 1.3056 | 1.0202 |
| Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
| Winning Trades | 72 | 38 | 34 | 72 | 38 | 34 |
| Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
| Profitability (%) | 54.1353 | 56.7164 | 51.5152 | 54.1353 | 56.7164 | 51.5152 |
| Ratio Avg Win / Avg Loss | 1.2836 | 1.4835 | 1.1108 | 0.9704 | 0.9964 | 0.9602 |
| Largest Winning Trade | 75480 | 75480 | 42714 | 87295 | 87295 | 71155 |
| Largest Losing Trade | -72529 | -41285 | -72529 | -89672 | -59504 | -89672 |
| Avg Bars in Trades | 54 | 35 | 74 | 54 | 35 | 74 |
| Avg Bars in Winners | 54 | 33 | 78 | 54 | 33 | 78 |
| Avg Bars in Losers | 54 | 37 | 70 | 54 | 37 | 70 |
| Bars Traded | 7257 | 2350 | 4907 | 7257 | 2350 | 4907 |
| Profit Streak | 8.4637 | 27.7137 | 0 | 8.4637 | 27.7137 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367356 | -137729 | -298973 | -187596 | -246617 | -618966 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7452,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1601467200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758906461586,
"expiration_time": 1763544096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 172,
"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": [
[
290931.4276576698,
233753.2969040066,
57178.1307536632,
151334.3204652139,
139545.8729236465,
11788.4475415674
],
[
290.931428,
233.753297,
57.178131,
151.33432,
139.545873,
11.788448
],
[
0.156163,
0.125471,
0.030691,
0.049482,
0.046902,
0.005982
],
[
10,
10,
10,
10,
10,
10
],
[
-85580,
-53232,
-114604,
-213604,
-132795,
-190746
],
[
1.515054,
1.943908,
1.180252,
1.145334,
1.305604,
1.020163
],
[
133,
67,
66,
133,
67,
66
],
[
72,
38,
34,
72,
38,
34
],
[
61,
29,
32,
61,
29,
32
],
[
54.135338,
56.716418,
51.515152,
54.135338,
56.716418,
51.515152
],
[
1.283587,
1.483509,
1.110825,
0.970353,
0.996382,
0.960153
],
[
75480,
75480,
42714,
87295,
87295,
71155
],
[
-72529,
-41285,
-72529,
-89672,
-59504,
-89672
],
[
54,
35,
74,
54,
35,
74
],
[
54,
33,
78,
54,
33,
78
],
[
54,
37,
70,
54,
37,
70
],
[
7257,
2350,
4907,
7257,
2350,
4907
],
[
8.463676,
27.713676,
0,
8.463676,
27.713676,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367356,
-137729,
-298973,
-187596,
-246617,
-618966
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7452,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1601467200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758906461586,
"expiration_time": 1763544096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 172,
"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) |
|---|