| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 683541.9155 | 555971.9376 | 127569.9779 | 1227558.3105 | 382839.2761 | 844719.0345 |
| Total P&L (%) | 683.5419 | 555.9719 | 127.57 | 1227.5583 | 382.8393 | 844.719 |
| Avg Daily Profit (%) | 0.3653 | 0.2972 | 0.0682 | 0.1383 | 0.0842 | 0.1201 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94951 | -51849 | -64193 | -718021 | -499779 | -347587 |
| Profit Factor | 2.5622 | 3.5413 | 1.5831 | 1.4532 | 1.265 | 1.6684 |
| Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
| Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
| Profitability (%) | 41.3333 | 36.8421 | 45.9459 | 41.3333 | 36.8421 | 45.9459 |
| Ratio Avg Win / Avg Loss | 3.6367 | 6.0708 | 1.8625 | 2.0627 | 2.1686 | 1.9628 |
| Largest Winning Trade | 457096 | 457096 | 62058 | 569693 | 569693 | 355194 |
| Largest Losing Trade | -37403 | -27044 | -37403 | -251150 | -251150 | -186493 |
| Avg Bars in Trades | 47 | 41 | 54 | 47 | 41 | 54 |
| Avg Bars in Winners | 76 | 70 | 81 | 76 | 70 | 81 |
| Avg Bars in Losers | 27 | 24 | 31 | 27 | 24 | 31 |
| Bars Traded | 3590 | 1570 | 2020 | 3590 | 1570 | 2020 |
| 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 | -50311 | 377619 | -100541 | -70498 | -84677 | -30667 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3742,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1599868800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759382895053,
"expiration_time": 1764212832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 226,
"offset": 0,
"std": 4.48274
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 30,
"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": [
[
683541.9155109107,
555971.9376282358,
127569.977882675,
1227558.3105276157,
382839.2760732083,
844719.0344544081
],
[
683.541916,
555.971938,
127.569978,
1227.558311,
382.839276,
844.719034
],
[
0.365335,
0.297152,
0.068183,
0.138306,
0.084189,
0.1201
],
[
10,
10,
10,
10,
10,
10
],
[
-94951,
-51849,
-64193,
-718021,
-499779,
-347587
],
[
2.562218,
3.541309,
1.583118,
1.45324,
1.265022,
1.668369
],
[
75,
38,
37,
75,
38,
37
],
[
31,
14,
17,
31,
14,
17
],
[
44,
24,
20,
44,
24,
20
],
[
41.333333,
36.842105,
45.945946,
41.333333,
36.842105,
45.945946
],
[
3.636696,
6.070815,
1.862492,
2.062663,
2.168609,
1.962787
],
[
457096,
457096,
62058,
569693,
569693,
355194
],
[
-37403,
-27044,
-37403,
-251150,
-251150,
-186493
],
[
47,
41,
54,
47,
41,
54
],
[
76,
70,
81,
76,
70,
81
],
[
27,
24,
31,
27,
24,
31
],
[
3590,
1570,
2020,
3590,
1570,
2020
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-50311,
377619,
-100541,
-70498,
-84677,
-30667
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3742,
"evaluation_days": 1871,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1599868800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759382895053,
"expiration_time": 1764212832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 226,
"offset": 0,
"std": 4.48274
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 30,
"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) |
|---|