| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 681373.2676 | 711826.7415 | -30453.4739 | -44658.4037 | 117068.9528 | -161727.3565 |
| Total P&L (%) | 681.3733 | 711.8267 | -30.4535 | -44.6584 | 117.069 | -161.7274 |
| Avg Daily Profit (%) | 0.3656 | 0.382 | -0.0163 | -0.0317 | 0.0416 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -199660 | -182957 | -45921 | -957348 | -775348 | -189607 |
| Profit Factor | 2.3995 | 2.7707 | 0.6411 | 0.9723 | 1.0909 | 0.497 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
| Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
| Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
| Ratio Avg Win / Avg Loss | 3.1105 | 5.0377 | 0.6011 | 1.2603 | 1.9834 | 0.466 |
| Largest Winning Trade | 769140 | 769140 | 13233 | 847800 | 847800 | 111174 |
| Largest Losing Trade | -60306 | -60306 | -17057 | -548401 | -548401 | -102090 |
| Avg Bars in Trades | 52 | 98 | 5 | 52 | 98 | 5 |
| Avg Bars in Winners | 53 | 120 | 6 | 53 | 120 | 6 |
| Avg Bars in Losers | 51 | 87 | 4 | 51 | 87 | 4 |
| Bars Traded | 3251 | 3067 | 184 | 3251 | 3067 | 184 |
| Profit Streak | 194.8941 | 0 | 238.8941 | 194.8941 | 0 | 238.8941 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -146671 | 331044 | -579740 | -739807 | -262489 | -579740 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3727,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758878850057,
"expiration_time": 1763545392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 86,
"offset": 0,
"std": 2.9732
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 90,
"offset": 0,
"std": 2.62866
}
}
} {
"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": [
[
681373.267554032,
711826.741460805,
-30453.4739067729,
-44658.403683235,
117068.9528315699,
-161727.3565148048
],
[
681.373268,
711.826741,
-30.453474,
-44.658404,
117.068953,
-161.727357
],
[
0.365642,
0.381984,
-0.016342,
-0.031744,
0.041599,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-199660,
-182957,
-45921,
-957348,
-775348,
-189607
],
[
2.399544,
2.770744,
0.641136,
0.97226,
1.090866,
0.497024
],
[
62,
31,
31,
62,
31,
31
],
[
27,
11,
16,
27,
11,
16
],
[
35,
20,
15,
35,
20,
15
],
[
43.548387,
35.483871,
51.612903,
43.548387,
35.483871,
51.612903
],
[
3.11052,
5.037717,
0.601065,
1.260338,
1.983392,
0.46596
],
[
769140,
769140,
13233,
847800,
847800,
111174
],
[
-60306,
-60306,
-17057,
-548401,
-548401,
-102090
],
[
52,
98,
5,
52,
98,
5
],
[
53,
120,
6,
53,
120,
6
],
[
51,
87,
4,
51,
87,
4
],
[
3251,
3067,
184,
3251,
3067,
184
],
[
194.894098,
0,
238.894098,
194.894098,
0,
238.894098
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-146671,
331044,
-579740,
-739807,
-262489,
-579740
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3727,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1601596800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758878850057,
"expiration_time": 1763545392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 86,
"offset": 0,
"std": 2.9732
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 90,
"offset": 0,
"std": 2.62866
}
}
}
| # | 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) |
|---|