| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 423525.6014 | 346964.4318 | 76561.1696 | 437446.363 | 367359.231 | 70087.132 |
| Total P&L (%) | 423.5256 | 346.9644 | 76.5612 | 437.4464 | 367.3592 | 70.0871 |
| Avg Daily Profit (%) | 0.2257 | 0.1849 | 0.0408 | 0.0896 | 0.0822 | 0.0283 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90774 | -81966 | -58748 | -593168 | -521981 | -274472 |
| Profit Factor | 2.2132 | 2.9204 | 1.4545 | 1.2371 | 1.3809 | 1.0796 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
| Profitability (%) | 54.5455 | 56.4103 | 52.6316 | 54.5455 | 56.4103 | 52.6316 |
| Ratio Avg Win / Avg Loss | 1.8443 | 2.2567 | 1.3091 | 1.0309 | 1.0671 | 0.9716 |
| Largest Winning Trade | 269904 | 269904 | 53067 | 618154 | 618154 | 182479 |
| Largest Losing Trade | -51557 | -51557 | -41879 | -384541 | -384541 | -274472 |
| Avg Bars in Trades | 143 | 105 | 181 | 143 | 105 | 181 |
| Avg Bars in Winners | 180 | 116 | 251 | 180 | 116 | 251 |
| Avg Bars in Losers | 97 | 92 | 103 | 97 | 92 | 103 |
| Bars Traded | 11020 | 4132 | 6888 | 11020 | 4132 | 6888 |
| 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 | -33636 | 501116 | -137029 | -119263 | -81780 | -289370 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11260,
"evaluation_days": 1876.67,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600804800000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759918853544,
"expiration_time": 1764774720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 125,
"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": [
[
423525.6014250992,
346964.4318221743,
76561.1696029248,
437446.3629779734,
367359.2310210177,
70087.1319569554
],
[
423.525601,
346.964432,
76.56117,
437.446363,
367.359231,
70.087132
],
[
0.225679,
0.184883,
0.040796,
0.089649,
0.082197,
0.028306
],
[
10,
10,
10,
10,
10,
10
],
[
-90774,
-81966,
-58748,
-593168,
-521981,
-274472
],
[
2.213158,
2.920418,
1.454534,
1.237072,
1.3809,
1.079577
],
[
77,
39,
38,
77,
39,
38
],
[
42,
22,
20,
42,
22,
20
],
[
35,
17,
18,
35,
17,
18
],
[
54.545455,
56.410256,
52.631579,
54.545455,
56.410256,
52.631579
],
[
1.844298,
2.256687,
1.309081,
1.030894,
1.067059,
0.971619
],
[
269904,
269904,
53067,
618154,
618154,
182479
],
[
-51557,
-51557,
-41879,
-384541,
-384541,
-274472
],
[
143,
105,
181,
143,
105,
181
],
[
180,
116,
251,
180,
116,
251
],
[
97,
92,
103,
97,
92,
103
],
[
11020,
4132,
6888,
11020,
4132,
6888
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-33636,
501116,
-137029,
-119263,
-81780,
-289370
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11260,
"evaluation_days": 1876.67,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600804800000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759918853544,
"expiration_time": 1764774720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 211,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 125,
"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) |
|---|