| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 593375.909 | 517899.9953 | 75475.9136 | 467167.6694 | 44679.6732 | 422487.9962 |
| Total P&L (%) | 593.3759 | 517.9 | 75.4759 | 467.1677 | 44.6797 | 422.488 |
| Avg Daily Profit (%) | 0.3172 | 0.2769 | 0.0404 | 0.0928 | 0.0197 | 0.0884 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79788 | -56413 | -39685 | -1049122 | -770451 | -528478 |
| Profit Factor | 2.4286 | 3.2992 | 1.397 | 1.1067 | 1.0187 | 1.2127 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
| Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
| Profitability (%) | 47.561 | 41.4634 | 53.6585 | 47.561 | 41.4634 | 53.6585 |
| Ratio Avg Win / Avg Loss | 2.6776 | 4.6577 | 1.2065 | 1.2202 | 1.4381 | 1.0474 |
| Largest Winning Trade | 471974 | 471974 | 57760 | 525540 | 525540 | 506677 |
| Largest Losing Trade | -49032 | -49032 | -25099 | -388365 | -388365 | -331150 |
| Avg Bars in Trades | 89 | 68 | 110 | 89 | 68 | 110 |
| Avg Bars in Winners | 150 | 125 | 170 | 150 | 125 | 170 |
| Avg Bars in Losers | 33 | 27 | 40 | 33 | 27 | 40 |
| Bars Traded | 7315 | 2795 | 4520 | 7315 | 2795 | 4520 |
| 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 | 141873 | 421854 | -137818 | -181892 | -371540 | -74833 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7482,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1600300800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375745416,
"expiration_time": 1764211536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 21,
"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": [
[
593375.9089638593,
517899.9953484148,
75475.9136154443,
467167.6693917864,
44679.6731548011,
422487.9962369849
],
[
593.375909,
517.899995,
75.475914,
467.167669,
44.679673,
422.487996
],
[
0.317228,
0.276878,
0.040351,
0.092825,
0.019748,
0.088434
],
[
10,
10,
10,
10,
10,
10
],
[
-79788,
-56413,
-39685,
-1049122,
-770451,
-528478
],
[
2.428566,
3.299171,
1.397012,
1.106728,
1.018684,
1.212745
],
[
82,
41,
41,
82,
41,
41
],
[
39,
17,
22,
39,
17,
22
],
[
43,
24,
19,
43,
24,
19
],
[
47.560976,
41.463415,
53.658537,
47.560976,
41.463415,
53.658537
],
[
2.677649,
4.657654,
1.206511,
1.220239,
1.438143,
1.047371
],
[
471974,
471974,
57760,
525540,
525540,
506677
],
[
-49032,
-49032,
-25099,
-388365,
-388365,
-331150
],
[
89,
68,
110,
89,
68,
110
],
[
150,
125,
170,
150,
125,
170
],
[
33,
27,
40,
33,
27,
40
],
[
7315,
2795,
4520,
7315,
2795,
4520
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
141873,
421854,
-137818,
-181892,
-371540,
-74833
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7482,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1600300800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375745416,
"expiration_time": 1764211536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 21,
"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) |
|---|