| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 569358.3653 | 533713.4689 | 35644.8965 | 147476.9005 | 77705.6083 | 69771.2922 |
| Total P&L (%) | 569.3584 | 533.7135 | 35.6449 | 147.4769 | 77.7056 | 69.7713 |
| Avg Daily Profit (%) | 0.3035 | 0.2845 | 0.019 | 0.0483 | 0.0307 | 0.0282 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91275 | -86951 | -50693 | -418044 | -387269 | -224304 |
| Profit Factor | 2.487 | 3.8085 | 1.1848 | 1.0959 | 1.094 | 1.098 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
| Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Profitability (%) | 37.931 | 37.2093 | 38.6364 | 37.931 | 37.2093 | 38.6364 |
| Ratio Avg Win / Avg Loss | 4.0697 | 6.4268 | 1.8818 | 1.7932 | 1.8461 | 1.7439 |
| Largest Winning Trade | 604521 | 604521 | 47117 | 463646 | 463646 | 155189 |
| Largest Losing Trade | -28469 | -28132 | -28469 | -159489 | -159489 | -125539 |
| Avg Bars in Trades | 41 | 33 | 48 | 41 | 33 | 48 |
| Avg Bars in Winners | 81 | 72 | 90 | 81 | 72 | 90 |
| Avg Bars in Losers | 16 | 10 | 22 | 16 | 10 | 22 |
| Bars Traded | 3588 | 1451 | 2137 | 3588 | 1451 | 2137 |
| Profit Streak | 0 | 42.4082 | 0 | 0 | 42.4082 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 331245 | 407127 | -190542 | -246827 | -272309 | -271190 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1603886400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759830464376,
"expiration_time": 1764657792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 142
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 124,
"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": [
[
569358.3653475737,
533713.4688565512,
35644.8964910224,
147476.9004593499,
77705.6082751109,
69771.292184239
],
[
569.358365,
533.713469,
35.644896,
147.4769,
77.705608,
69.771292
],
[
0.303496,
0.284495,
0.019,
0.048314,
0.030653,
0.028217
],
[
10,
10,
10,
10,
10,
10
],
[
-91275,
-86951,
-50693,
-418044,
-387269,
-224304
],
[
2.487015,
3.808456,
1.184833,
1.095852,
1.094013,
1.097987
],
[
87,
43,
44,
87,
43,
44
],
[
33,
16,
17,
33,
16,
17
],
[
54,
27,
27,
54,
27,
27
],
[
37.931034,
37.209302,
38.636364,
37.931034,
37.209302,
38.636364
],
[
4.069661,
6.426769,
1.881794,
1.793212,
1.846147,
1.743862
],
[
604521,
604521,
47117,
463646,
463646,
155189
],
[
-28469,
-28132,
-28469,
-159489,
-159489,
-125539
],
[
41,
33,
48,
41,
33,
48
],
[
81,
72,
90,
81,
72,
90
],
[
16,
10,
22,
16,
10,
22
],
[
3588,
1451,
2137,
3588,
1451,
2137
],
[
0,
42.408152,
0,
0,
42.408152,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331245,
407127,
-190542,
-246827,
-272309,
-271190
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3752,
"evaluation_days": 1876,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1603886400000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759830464376,
"expiration_time": 1764657792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 142
}
},
"second_band": {
"type": "fwma",
"factors": {
"length": 124,
"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) |
|---|