| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 526043.1846 | 434856.9584 | 91186.2262 | 652555.2721 | 502403.9434 | 150151.3287 |
| Total P&L (%) | 526.0432 | 434.857 | 91.1862 | 652.5553 | 502.4039 | 150.1513 |
| Avg Daily Profit (%) | 0.2799 | 0.2313 | 0.0485 | 0.1074 | 0.0956 | 0.0488 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93083 | -111438 | -38728 | -1756564 | -1535467 | -603335 |
| Profit Factor | 2.3593 | 3.0738 | 1.5143 | 1.1348 | 1.1959 | 1.0659 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
| Profitability (%) | 51.7241 | 48.2759 | 55.1724 | 51.7241 | 48.2759 | 55.1724 |
| Ratio Avg Win / Avg Loss | 2.202 | 3.2934 | 1.2304 | 1.0591 | 1.2813 | 0.8661 |
| Largest Winning Trade | 297303 | 297303 | 56001 | 1188706 | 1188706 | 420275 |
| Largest Losing Trade | -33310 | -33310 | -28803 | -634236 | -634236 | -564321 |
| Avg Bars in Trades | 92 | 84 | 100 | 92 | 84 | 100 |
| Avg Bars in Winners | 117 | 101 | 130 | 117 | 101 | 130 |
| Avg Bars in Losers | 65 | 67 | 62 | 65 | 67 | 62 |
| Bars Traded | 5340 | 2437 | 2903 | 5340 | 2437 | 2903 |
| 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 | -166062 | 469292 | -126114 | -300719 | -70759 | -276804 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5639,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1604880000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760147052077,
"expiration_time": 1765012896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 232,
"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": [
[
526043.1846260085,
434856.9584070661,
91186.2262189425,
652555.2720640138,
502403.9433768775,
150151.3286871363
],
[
526.043185,
434.856958,
91.186226,
652.555272,
502.403943,
150.151329
],
[
0.279859,
0.231348,
0.048512,
0.107433,
0.095581,
0.048792
],
[
10,
10,
10,
10,
10,
10
],
[
-93083,
-111438,
-38728,
-1756564,
-1535467,
-603335
],
[
2.359298,
3.073814,
1.514285,
1.134754,
1.195856,
1.065931
],
[
58,
29,
29,
58,
29,
29
],
[
30,
14,
16,
30,
14,
16
],
[
28,
15,
13,
28,
15,
13
],
[
51.724138,
48.275862,
55.172414,
51.724138,
48.275862,
55.172414
],
[
2.202011,
3.293372,
1.230356,
1.059104,
1.281275,
0.866069
],
[
297303,
297303,
56001,
1188706,
1188706,
420275
],
[
-33310,
-33310,
-28803,
-634236,
-634236,
-564321
],
[
92,
84,
100,
92,
84,
100
],
[
117,
101,
130,
117,
101,
130
],
[
65,
67,
62,
65,
67,
62
],
[
5340,
2437,
2903,
5340,
2437,
2903
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-166062,
469292,
-126114,
-300719,
-70759,
-276804
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5639,
"evaluation_days": 1879.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1604880000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760147052077,
"expiration_time": 1765012896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 248,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 232,
"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) |
|---|