| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 302415.0039 | 268736.9281 | 33678.0758 | 97087.1127 | 72524.8708 | 24562.2419 |
| Total P&L (%) | 302.415 | 268.7369 | 33.6781 | 97.0871 | 72.5249 | 24.5622 |
| Avg Daily Profit (%) | 0.1608 | 0.1429 | 0.0179 | 0.0361 | 0.029 | 0.0117 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -99540 | -62483 | -79429 | -411539 | -245743 | -194356 |
| Profit Factor | 1.4675 | 1.8266 | 1.1047 | 1.051 | 1.0741 | 1.0265 |
| Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
| Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
| Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
| Profitability (%) | 47.4576 | 48.3146 | 46.5909 | 47.4576 | 48.3146 | 46.5909 |
| Ratio Avg Win / Avg Loss | 1.6248 | 1.954 | 1.2663 | 1.1636 | 1.149 | 1.1768 |
| Largest Winning Trade | 190131 | 190131 | 59806 | 188786 | 188786 | 173329 |
| Largest Losing Trade | -36942 | -36942 | -27756 | -111089 | -74065 | -111089 |
| Avg Bars in Trades | 40 | 32 | 49 | 40 | 32 | 49 |
| Avg Bars in Winners | 59 | 39 | 80 | 59 | 39 | 80 |
| Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
| Bars Traded | 7237 | 2871 | 4366 | 7237 | 2871 | 4366 |
| 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 | 339964 | 9200 | -278730 | -309182 | -294106 | -374051 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7521,
"evaluation_days": 1880.25,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760222463268,
"expiration_time": 1765079208000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
302415.0039310779,
268736.9280902977,
33678.0758407804,
97087.1127201823,
72524.8708396551,
24562.2418805269
],
[
302.415004,
268.736928,
33.678076,
97.087113,
72.524871,
24.562242
],
[
0.160838,
0.142926,
0.017911,
0.036091,
0.029009,
0.011682
],
[
10,
10,
10,
10,
10,
10
],
[
-99540,
-62483,
-79429,
-411539,
-245743,
-194356
],
[
1.467532,
1.826589,
1.104682,
1.050992,
1.074109,
1.026544
],
[
177,
89,
88,
177,
89,
88
],
[
84,
43,
41,
84,
43,
41
],
[
93,
46,
47,
93,
46,
47
],
[
47.457627,
48.314607,
46.590909,
47.457627,
48.314607,
46.590909
],
[
1.624767,
1.954025,
1.266343,
1.163598,
1.149047,
1.17677
],
[
190131,
190131,
59806,
188786,
188786,
173329
],
[
-36942,
-36942,
-27756,
-111089,
-74065,
-111089
],
[
40,
32,
49,
40,
32,
49
],
[
59,
39,
80,
59,
39,
80
],
[
24,
25,
22,
24,
25,
22
],
[
7237,
2871,
4366,
7237,
2871,
4366
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339964,
9200,
-278730,
-309182,
-294106,
-374051
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7521,
"evaluation_days": 1880.25,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1760205600000,
"evaluation_time": 1760222463268,
"expiration_time": 1765079208000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 212,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|