| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 282912.2063 | 270569.8027 | 12342.4036 | 32648.1066 | 57230.374 | -24582.2673 |
| Total P&L (%) | 282.9122 | 270.5698 | 12.3424 | 32.6481 | 57.2304 | -24.5823 |
| Avg Daily Profit (%) | 0.1515 | 0.1449 | 0.0066 | 0.0151 | 0.0242 | -0.0151 |
| Buy And Hold Return (%) | 29.1667 | 29.1667 | 29.1667 | 29.1667 | 29.1667 | 29.1667 |
| Max Trade Drawdown | -190515 | -185411 | -27565 | -882598 | -852085 | -108501 |
| Profit Factor | 1.3799 | 1.4387 | 1.0965 | 1.0131 | 1.0273 | 0.9374 |
| Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
| Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
| Losing Trades | 99 | 55 | 44 | 99 | 55 | 44 |
| Profitability (%) | 53.5211 | 48.1132 | 58.8785 | 53.5211 | 48.1132 | 58.8785 |
| Ratio Avg Win / Avg Loss | 1.1983 | 1.5516 | 0.7658 | 0.8798 | 1.1079 | 0.6547 |
| Largest Winning Trade | 110186 | 110186 | 12528 | 378809 | 378809 | 93341 |
| Largest Losing Trade | -52081 | -52081 | -13186 | -378754 | -378754 | -70430 |
| Avg Bars in Trades | 17 | 33 | 1 | 17 | 33 | 1 |
| Avg Bars in Winners | 12 | 26 | 1 | 12 | 26 | 1 |
| Avg Bars in Losers | 22 | 39 | 1 | 22 | 39 | 1 |
| Bars Traded | 3623 | 3512 | 111 | 3623 | 3512 | 111 |
| Profit Streak | 8.2712 | 0 | 43.2712 | 8.2712 | 0 | 43.2712 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 370820 | 50690 | -463273 | -506518 | -359135 | -578196 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1597795200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759084227334,
"expiration_time": 1763901360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 161,
"offset": 0,
"std": 3.86064
}
}
} {
"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": [
[
282912.2062599514,
270569.8026788743,
12342.4035810771,
32648.1066437474,
57230.3739830573,
-24582.2673393098
],
[
282.912206,
270.569803,
12.342404,
32.648107,
57.230374,
-24.582267
],
[
0.151492,
0.144883,
0.006609,
0.01513,
0.024235,
-0.015106
],
[
29.166667,
29.166667,
29.166667,
29.166667,
29.166667,
29.166667
],
[
-190515,
-185411,
-27565,
-882598,
-852085,
-108501
],
[
1.379913,
1.438717,
1.096465,
1.013117,
1.027301,
0.937391
],
[
213,
106,
107,
213,
106,
107
],
[
114,
51,
63,
114,
51,
63
],
[
99,
55,
44,
99,
55,
44
],
[
53.521127,
48.113208,
58.878505,
53.521127,
48.113208,
58.878505
],
[
1.198345,
1.551558,
0.765785,
0.879812,
1.107873,
0.654686
],
[
110186,
110186,
12528,
378809,
378809,
93341
],
[
-52081,
-52081,
-13186,
-378754,
-378754,
-70430
],
[
17,
33,
1,
17,
33,
1
],
[
12,
26,
1,
12,
26,
1
],
[
22,
39,
1,
22,
39,
1
],
[
3623,
3512,
111,
3623,
3512,
111
],
[
8.27115,
0,
43.27115,
8.27115,
0,
43.27115
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
370820,
50690,
-463273,
-506518,
-359135,
-578196
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1597795200000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759084227334,
"expiration_time": 1763901360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 161,
"offset": 0,
"std": 3.86064
}
}
}
| # | 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) |
|---|