| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 308322.1062 | 281492.5794 | 26829.5268 | 115403.4138 | 115329.9935 | 73.4203 |
| Total P&L (%) | 308.3221 | 281.4926 | 26.8295 | 115.4034 | 115.33 | 0.0734 |
| Avg Daily Profit (%) | 0.1646 | 0.1503 | 0.0143 | 0.041 | 0.041 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81014 | -68807 | -90601 | -297655 | -195376 | -167041 |
| Profit Factor | 1.484 | 1.9164 | 1.0813 | 1.0693 | 1.1402 | 1.0001 |
| Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
| Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Profitability (%) | 45.977 | 45.977 | 45.977 | 45.977 | 45.977 | 45.977 |
| Ratio Avg Win / Avg Loss | 1.7437 | 2.2517 | 1.2706 | 1.2565 | 1.3398 | 1.1751 |
| Largest Winning Trade | 184862 | 184862 | 58994 | 183556 | 183556 | 151581 |
| Largest Losing Trade | -39383 | -39383 | -30117 | -96727 | -69647 | -96727 |
| Avg Bars in Trades | 41 | 32 | 50 | 41 | 32 | 50 |
| Avg Bars in Winners | 62 | 43 | 82 | 62 | 43 | 82 |
| Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
| Bars Traded | 7216 | 2848 | 4367 | 7216 | 2848 | 4367 |
| Profit Streak | 0 | 10.2677 | 0 | 0 | 10.2677 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 323458 | 345828 | -310047 | -283089 | -205695 | -580849 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7491,
"evaluation_days": 1872.75,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759580728451,
"expiration_time": 1764411768000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 204,
"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": [
[
308322.106228288,
281492.5794345849,
26829.526793703,
115403.4137757065,
115329.9934822936,
73.420293413
],
[
308.322106,
281.492579,
26.829527,
115.403414,
115.329993,
0.07342
],
[
0.164636,
0.15031,
0.014326,
0.040982,
0.040964,
3.9e-5
],
[
10,
10,
10,
10,
10,
10
],
[
-81014,
-68807,
-90601,
-297655,
-195376,
-167041
],
[
1.483977,
1.916379,
1.081331,
1.069322,
1.140226,
1.000087
],
[
174,
87,
87,
174,
87,
87
],
[
80,
40,
40,
80,
40,
40
],
[
94,
47,
47,
94,
47,
47
],
[
45.977011,
45.977011,
45.977011,
45.977011,
45.977011,
45.977011
],
[
1.743673,
2.251745,
1.270564,
1.256454,
1.339765,
1.175102
],
[
184862,
184862,
58994,
183556,
183556,
151581
],
[
-39383,
-39383,
-30117,
-96727,
-69647,
-96727
],
[
41,
32,
50,
41,
32,
50
],
[
62,
43,
82,
62,
43,
82
],
[
23,
23,
23,
23,
23,
23
],
[
7216,
2848,
4367,
7216,
2848,
4367
],
[
0,
10.26769,
0,
0,
10.26769,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
323458,
345828,
-310047,
-283089,
-205695,
-580849
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7491,
"evaluation_days": 1872.75,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1602158400000,
"last_datapoint_time": 1759557600000,
"evaluation_time": 1759580728451,
"expiration_time": 1764411768000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 204,
"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) |
|---|