| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 635802.9821 | 551980.9909 | 83821.9913 | 542818.2366 | 69638.1178 | 473180.1188 |
| Total P&L (%) | 635.803 | 551.981 | 83.822 | 542.8182 | 69.6381 | 473.1801 |
| Avg Daily Profit (%) | 0.3397 | 0.2949 | 0.0448 | 0.0995 | 0.0282 | 0.0933 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71985 | -84937 | -56759 | -590481 | -509790 | -206316 |
| Profit Factor | 2.575 | 3.6224 | 1.4339 | 1.2372 | 1.0519 | 1.5001 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
| Profitability (%) | 36.7925 | 33.9623 | 39.6226 | 36.7925 | 33.9623 | 39.6226 |
| Ratio Avg Win / Avg Loss | 4.4238 | 7.0435 | 2.185 | 2.1254 | 2.0453 | 2.2859 |
| Largest Winning Trade | 546997 | 546997 | 54493 | 387658 | 387658 | 251777 |
| Largest Losing Trade | -31752 | -31752 | -17216 | -221152 | -221152 | -81697 |
| Avg Bars in Trades | 33 | 32 | 34 | 33 | 32 | 34 |
| Avg Bars in Winners | 73 | 69 | 76 | 73 | 69 | 76 |
| Avg Bars in Losers | 10 | 13 | 7 | 10 | 13 | 7 |
| Bars Traded | 3567 | 1725 | 1842 | 3567 | 1725 | 1842 |
| Profit Streak | 63.868 | 63.868 | 69.368 | 63.868 | 63.868 | 69.368 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 388271 | -169963 | -313786 | -62305 | -503134 | -248648 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3743,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759438196385,
"expiration_time": 1764257328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 154,
"offset": 0,
"a": 0.68897
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.7526,
"nc": 0.23547
}
}
} {
"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": [
[
635802.9821374767,
551980.9908637932,
83821.9912736836,
542818.2366155682,
69638.1177868239,
473180.1188287439
],
[
635.802982,
551.980991,
83.821991,
542.818237,
69.638118,
473.180119
],
[
0.339729,
0.29494,
0.044789,
0.099472,
0.028243,
0.093339
],
[
10,
10,
10,
10,
10,
10
],
[
-71985,
-84937,
-56759,
-590481,
-509790,
-206316
],
[
2.575039,
3.62235,
1.433898,
1.237166,
1.051865,
1.500139
],
[
106,
53,
53,
106,
53,
53
],
[
39,
18,
21,
39,
18,
21
],
[
67,
35,
32,
67,
35,
32
],
[
36.792453,
33.962264,
39.622642,
36.792453,
33.962264,
39.622642
],
[
4.423784,
7.043459,
2.184988,
2.125387,
2.045293,
2.285926
],
[
546997,
546997,
54493,
387658,
387658,
251777
],
[
-31752,
-31752,
-17216,
-221152,
-221152,
-81697
],
[
33,
32,
34,
33,
32,
34
],
[
73,
69,
76,
73,
69,
76
],
[
10,
13,
7,
10,
13,
7
],
[
3567,
1725,
1842,
3567,
1725,
1842
],
[
63.868014,
63.868014,
69.368014,
63.868014,
63.868014,
69.368014
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
388271,
-169963,
-313786,
-62305,
-503134,
-248648
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3743,
"evaluation_days": 1871.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1604361600000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759438196385,
"expiration_time": 1764257328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 154,
"offset": 0,
"a": 0.68897
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.7526,
"nc": 0.23547
}
}
}
| # | 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) |
|---|