| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 756525.2231 | 689338.8068 | 67186.4163 | 293376.9471 | -252972.4143 | 546349.3614 |
| Total P&L (%) | 756.5252 | 689.3388 | 67.1864 | 293.3769 | -252.9724 | 546.3494 |
| Avg Daily Profit (%) | 0.4048 | 0.3688 | 0.0359 | 0.0733 | 0 | 0.0999 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101122 | -101538 | -45455 | -1172371 | -1188238 | -393942 |
| Profit Factor | 2.6378 | 3.3011 | 1.4138 | 1.071 | 0.9093 | 1.4068 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
| Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
| Profitability (%) | 50.5051 | 40.8163 | 60 | 50.5051 | 40.8163 | 60 |
| Ratio Avg Win / Avg Loss | 2.585 | 4.7866 | 0.9425 | 1.0496 | 1.3185 | 0.9379 |
| Largest Winning Trade | 725906 | 725906 | 53218 | 749219 | 749219 | 480397 |
| Largest Losing Trade | -40656 | -40656 | -28634 | -333632 | -333632 | -240719 |
| Avg Bars in Trades | 35 | 35 | 36 | 35 | 35 | 36 |
| Avg Bars in Winners | 50 | 57 | 45 | 50 | 57 | 45 |
| Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
| Bars Traded | 3542 | 1733 | 1809 | 3542 | 1733 | 1809 |
| Profit Streak | 0 | 58.3207 | 0 | 0 | 58.3207 | 0 |
| Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 545330 | 478636 | -324709 | -237185 | -581607 | -238881 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3738,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1604534400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759218106317,
"expiration_time": 1764034848000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 158,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
756525.2231111058,
689338.806783501,
67186.4163276043,
293376.9470862182,
-252972.4143403432,
546349.361426561
],
[
756.525223,
689.338807,
67.186416,
293.376947,
-252.972414,
546.349361
],
[
0.404775,
0.368828,
0.035948,
0.073307,
0,
0.099898
],
[
10,
10,
10,
10,
10,
10
],
[
-101122,
-101538,
-45455,
-1172371,
-1188238,
-393942
],
[
2.637764,
3.3011,
1.41382,
1.070978,
0.909341,
1.406823
],
[
99,
49,
50,
99,
49,
50
],
[
50,
20,
30,
50,
20,
30
],
[
49,
29,
20,
49,
29,
20
],
[
50.505051,
40.816327,
60,
50.505051,
40.816327,
60
],
[
2.585008,
4.786595,
0.942547,
1.049559,
1.318544,
0.937882
],
[
725906,
725906,
53218,
749219,
749219,
480397
],
[
-40656,
-40656,
-28634,
-333632,
-333632,
-240719
],
[
35,
35,
36,
35,
35,
36
],
[
50,
57,
45,
50,
57,
45
],
[
21,
20,
22,
21,
20,
22
],
[
3542,
1733,
1809,
3542,
1733,
1809
],
[
0,
58.320675,
0,
0,
58.320675,
0
],
[
0,
2,
0,
0,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
545330,
478636,
-324709,
-237185,
-581607,
-238881
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3738,
"evaluation_days": 1869,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1604534400000,
"last_datapoint_time": 1759190400000,
"evaluation_time": 1759218106317,
"expiration_time": 1764034848000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 158,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|