| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 706742.7902 | 590325.0245 | 116417.7657 | 1254966.99 | 309390.4473 | 945576.5428 |
| Total P&L (%) | 706.7428 | 590.325 | 116.4178 | 1254.967 | 309.3904 | 945.5765 |
| Avg Daily Profit (%) | 0.3769 | 0.3148 | 0.0621 | 0.1391 | 0.0752 | 0.1253 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93471 | -62904 | -60447 | -716006 | -779914 | -365255 |
| Profit Factor | 2.4826 | 3.1116 | 1.5906 | 1.3219 | 1.1287 | 1.6322 |
| Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
| Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
| Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
| Profitability (%) | 36.8421 | 29.7872 | 43.75 | 36.8421 | 29.7872 | 43.75 |
| Ratio Avg Win / Avg Loss | 4.2559 | 7.3345 | 2.045 | 2.2661 | 2.6606 | 2.0986 |
| Largest Winning Trade | 462209 | 462209 | 60385 | 846015 | 846015 | 357237 |
| Largest Losing Trade | -35640 | -35640 | -25779 | -324719 | -324719 | -141191 |
| Avg Bars in Trades | 58 | 53 | 63 | 58 | 53 | 63 |
| Avg Bars in Winners | 105 | 112 | 101 | 105 | 112 | 101 |
| Avg Bars in Losers | 30 | 28 | 34 | 30 | 28 | 34 |
| Bars Traded | 5557 | 2502 | 3055 | 5557 | 2502 | 3055 |
| 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 | 339041 | 227892 | -109392 | -10453 | -178966 | -24627 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5625,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1599552000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759761413170,
"expiration_time": 1764597600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 232,
"offset": 0,
"std": 4.69765
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 22,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
706742.7901600254,
590325.0244617707,
116417.7656982548,
1254966.9900355318,
309390.4472619443,
945576.5427735883
],
[
706.74279,
590.325024,
116.417766,
1254.96699,
309.390447,
945.576543
],
[
0.376929,
0.31484,
0.062089,
0.139103,
0.075202,
0.12526
],
[
10,
10,
10,
10,
10,
10
],
[
-93471,
-62904,
-60447,
-716006,
-779914,
-365255
],
[
2.482623,
3.111619,
1.590583,
1.321895,
1.128746,
1.632245
],
[
95,
47,
48,
95,
47,
48
],
[
35,
14,
21,
35,
14,
21
],
[
60,
33,
27,
60,
33,
27
],
[
36.842105,
29.787234,
43.75,
36.842105,
29.787234,
43.75
],
[
4.255926,
7.33453,
2.045035,
2.266105,
2.660616,
2.098601
],
[
462209,
462209,
60385,
846015,
846015,
357237
],
[
-35640,
-35640,
-25779,
-324719,
-324719,
-141191
],
[
58,
53,
63,
58,
53,
63
],
[
105,
112,
101,
105,
112,
101
],
[
30,
28,
34,
30,
28,
34
],
[
5557,
2502,
3055,
5557,
2502,
3055
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
339041,
227892,
-109392,
-10453,
-178966,
-24627
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5625,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1599552000000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759761413170,
"expiration_time": 1764597600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 232,
"offset": 0,
"std": 4.69765
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 22,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|