| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 668268.7076 | 574861.4276 | 93407.28 | 603093.8235 | 197431.4919 | 405662.3315 |
| Total P&L (%) | 668.2687 | 574.8614 | 93.4073 | 603.0938 | 197.4315 | 405.6623 |
| Avg Daily Profit (%) | 0.3587 | 0.3086 | 0.0501 | 0.1048 | 0.0585 | 0.087 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102631 | -102644 | -67115 | -1597091 | -1033729 | -838572 |
| Profit Factor | 1.8792 | 2.516 | 1.2452 | 1.1111 | 1.0687 | 1.1588 |
| Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
| Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
| Losing Trades | 103 | 58 | 45 | 103 | 58 | 45 |
| Profitability (%) | 37.1951 | 29.2683 | 45.122 | 37.1951 | 29.2683 | 45.122 |
| Ratio Avg Win / Avg Loss | 3.173 | 6.0803 | 1.5145 | 1.8761 | 2.5827 | 1.4093 |
| Largest Winning Trade | 441541 | 441541 | 49581 | 1035484 | 1035484 | 555103 |
| Largest Losing Trade | -25166 | -16706 | -25166 | -300290 | -300290 | -295731 |
| Avg Bars in Trades | 67 | 60 | 74 | 67 | 60 | 74 |
| Avg Bars in Winners | 113 | 109 | 116 | 113 | 109 | 116 |
| Avg Bars in Losers | 39 | 40 | 39 | 39 | 40 | 39 |
| Bars Traded | 11047 | 4974 | 6073 | 11047 | 4974 | 6073 |
| 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 | 318278 | -1698 | -131443 | -154032 | -274048 | -128969 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599465600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892251851,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 52,
"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": [
[
668268.7075866446,
574861.4276234536,
93407.2799631911,
603093.8234949567,
197431.4919461347,
405662.3315488216
],
[
668.268708,
574.861428,
93.40728,
603.093823,
197.431492,
405.662332
],
[
0.358738,
0.308596,
0.050143,
0.104751,
0.058531,
0.08704
],
[
10,
10,
10,
10,
10,
10
],
[
-102631,
-102644,
-67115,
-1597091,
-1033729,
-838572
],
[
1.879183,
2.515983,
1.245227,
1.111114,
1.068721,
1.158787
],
[
164,
82,
82,
164,
82,
82
],
[
61,
24,
37,
61,
24,
37
],
[
103,
58,
45,
103,
58,
45
],
[
37.195122,
29.268293,
45.121951,
37.195122,
29.268293,
45.121951
],
[
3.173047,
6.080293,
1.514465,
1.876144,
2.582743,
1.409335
],
[
441541,
441541,
49581,
1035484,
1035484,
555103
],
[
-25166,
-16706,
-25166,
-300290,
-300290,
-295731
],
[
67,
60,
74,
67,
60,
74
],
[
113,
109,
116,
113,
109,
116
],
[
39,
40,
39,
39,
40,
39
],
[
11047,
4974,
6073,
11047,
4974,
6073
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
318278,
-1698,
-131443,
-154032,
-274048,
-128969
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599465600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892251851,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 52,
"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) |
|---|