| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 567045.3797 | 549952.3239 | 17093.0558 | 24017.4333 | 31828.4615 | -7811.0282 |
| Total P&L (%) | 567.0454 | 549.9523 | 17.0931 | 24.0174 | 31.8285 | -7.811 |
| Avg Daily Profit (%) | 0.3024 | 0.2933 | 0.0091 | 0.0115 | 0.0147 | -0.0043 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124132 | -143686 | -49763 | -683342 | -640148 | -189931 |
| Profit Factor | 2.378 | 3.2846 | 1.1001 | 1.017 | 1.0345 | 0.9841 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
| Profitability (%) | 49.0385 | 46.1538 | 51.9231 | 49.0385 | 46.1538 | 51.9231 |
| Ratio Avg Win / Avg Loss | 2.4713 | 3.832 | 1.0186 | 1.0569 | 1.207 | 0.9112 |
| Largest Winning Trade | 680060 | 680060 | 25894 | 656294 | 656294 | 59958 |
| Largest Losing Trade | -44210 | -44210 | -25434 | -304820 | -304820 | -100142 |
| Avg Bars in Trades | 51 | 42 | 60 | 51 | 42 | 60 |
| Avg Bars in Winners | 62 | 49 | 74 | 62 | 49 | 74 |
| Avg Bars in Losers | 41 | 37 | 45 | 41 | 37 | 45 |
| Bars Traded | 5365 | 2221 | 3144 | 5365 | 2221 | 3144 |
| Profit Streak | 35.609 | 35.9423 | 0 | 35.609 | 35.9423 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 499988 | -165893 | -479702 | -383097 | -539656 | -760584 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5625,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759761418841,
"expiration_time": 1764597600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 229
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 82,
"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": [
[
567045.3796785155,
549952.3238632025,
17093.0558153129,
24017.4333124577,
31828.461475642,
-7811.0281631841
],
[
567.04538,
549.952324,
17.093056,
24.017433,
31.828461,
-7.811028
],
[
0.302424,
0.293308,
0.009116,
0.011481,
0.014739,
-0.004337
],
[
10,
10,
10,
10,
10,
10
],
[
-124132,
-143686,
-49763,
-683342,
-640148,
-189931
],
[
2.378048,
3.284582,
1.100099,
1.016994,
1.034529,
0.984108
],
[
104,
52,
52,
104,
52,
52
],
[
51,
24,
27,
51,
24,
27
],
[
53,
28,
25,
53,
28,
25
],
[
49.038462,
46.153846,
51.923077,
49.038462,
46.153846,
51.923077
],
[
2.471305,
3.832013,
1.01861,
1.056876,
1.20695,
0.911211
],
[
680060,
680060,
25894,
656294,
656294,
59958
],
[
-44210,
-44210,
-25434,
-304820,
-304820,
-100142
],
[
51,
42,
60,
51,
42,
60
],
[
62,
49,
74,
62,
49,
74
],
[
41,
37,
45,
41,
37,
45
],
[
5365,
2221,
3144,
5365,
2221,
3144
],
[
35.609014,
35.942348,
0,
35.609014,
35.942348,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
499988,
-165893,
-479702,
-383097,
-539656,
-760584
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5625,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759761418841,
"expiration_time": 1764597600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 229
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 82,
"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) |
|---|