| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 329592.6795 | 283017.0782 | 46575.6013 | 90388.8273 | 294718.5392 | -204329.7119 |
| Total P&L (%) | 329.5927 | 283.0171 | 46.5756 | 90.3888 | 294.7185 | -204.3297 |
| Avg Daily Profit (%) | 0.1754 | 0.1506 | 0.0248 | 0.0343 | 0.0731 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75360 | -91537 | -101407 | -321890 | -156582 | -347982 |
| Profit Factor | 1.3593 | 1.6528 | 1.0963 | 1.0464 | 1.3567 | 0.8181 |
| Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
| Winning Trades | 132 | 65 | 67 | 132 | 65 | 67 |
| Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
| Profitability (%) | 58.4071 | 57.5221 | 59.292 | 58.4071 | 57.5221 | 59.292 |
| Ratio Avg Win / Avg Loss | 0.968 | 1.2205 | 0.7527 | 0.7451 | 1.0019 | 0.5617 |
| Largest Winning Trade | 116881 | 116881 | 44794 | 133804 | 133804 | 84146 |
| Largest Losing Trade | -65415 | -28574 | -65415 | -279746 | -51836 | -279746 |
| Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
| Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Losers | 25 | 28 | 21 | 25 | 28 | 21 |
| Bars Traded | 5474 | 2869 | 2605 | 5474 | 2869 | 2605 |
| Profit Streak | 18.8405 | 18.8405 | 19.5072 | 18.8405 | 18.8405 | 19.5072 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 353018 | 388000 | -275920 | -314680 | -93352 | -578991 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5637,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1602201600000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760098223044,
"expiration_time": 1764953568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 144,
"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": [
[
329592.6794655026,
283017.0782021323,
46575.6012633702,
90388.827349142,
294718.539244923,
-204329.7118957808
],
[
329.592679,
283.017078,
46.575601,
90.388827,
294.718539,
-204.329712
],
[
0.175409,
0.150621,
0.024787,
0.034274,
0.073098,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-75360,
-91537,
-101407,
-321890,
-156582,
-347982
],
[
1.359256,
1.652775,
1.096256,
1.046368,
1.356697,
0.81807
],
[
226,
113,
113,
226,
113,
113
],
[
132,
65,
67,
132,
65,
67
],
[
94,
48,
46,
94,
48,
46
],
[
58.40708,
57.522124,
59.292035,
58.40708,
57.522124,
59.292035
],
[
0.967955,
1.220511,
0.752654,
0.745141,
1.001869,
0.56166
],
[
116881,
116881,
44794,
133804,
133804,
84146
],
[
-65415,
-28574,
-65415,
-279746,
-51836,
-279746
],
[
24,
25,
23,
24,
25,
23
],
[
23,
23,
23,
23,
23,
23
],
[
25,
28,
21,
25,
28,
21
],
[
5474,
2869,
2605,
5474,
2869,
2605
],
[
18.840544,
18.840544,
19.507211,
18.840544,
18.840544,
19.507211
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
353018,
388000,
-275920,
-314680,
-93352,
-578991
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5637,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1602201600000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760098223044,
"expiration_time": 1764953568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 144,
"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) |
|---|