| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 557669.9081 | 399586.764 | 158083.1441 | 2047213.1733 | 1078339.5644 | 968873.6089 |
| Total P&L (%) | 557.6699 | 399.5868 | 158.0831 | 2047.2132 | 1078.3396 | 968.8736 |
| Avg Daily Profit (%) | 0.2994 | 0.2145 | 0.0849 | 0.1648 | 0.1325 | 0.1273 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145085 | -79497 | -123697 | -819790 | -311983 | -548320 |
| Profit Factor | 1.86 | 2.3464 | 1.4495 | 1.5729 | 1.6196 | 1.5285 |
| Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
| Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
| Profitability (%) | 56.3758 | 54.0541 | 58.6667 | 56.3758 | 54.0541 | 58.6667 |
| Ratio Avg Win / Avg Loss | 1.4393 | 1.9944 | 1.0213 | 1.2171 | 1.3767 | 1.0769 |
| Largest Winning Trade | 111025 | 111025 | 35773 | 471315 | 414649 | 471315 |
| Largest Losing Trade | -56701 | -43212 | -56701 | -396846 | -311983 | -396846 |
| Avg Bars in Trades | 73 | 64 | 82 | 73 | 64 | 82 |
| Avg Bars in Winners | 84 | 75 | 92 | 84 | 75 | 92 |
| Avg Bars in Losers | 59 | 52 | 67 | 59 | 52 | 67 |
| Bars Traded | 10964 | 4786 | 6178 | 10964 | 4786 | 6178 |
| Profit Streak | 0 | 58.3014 | 0 | 0 | 58.3014 | 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 | 450958 | -50880 | -134216 | 385516 | -76856 | -76782 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759029242621,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 74,
"offset": 0,
"std": 2.42128
}
}
} {
"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": [
[
557669.9081276216,
399586.7639784461,
158083.1441491754,
2047213.1733248578,
1078339.5643897888,
968873.6089350693
],
[
557.669908,
399.586764,
158.083144,
2047.213173,
1078.339564,
968.873609
],
[
0.299367,
0.214505,
0.084862,
0.164764,
0.132504,
0.127263
],
[
10,
10,
10,
10,
10,
10
],
[
-145085,
-79497,
-123697,
-819790,
-311983,
-548320
],
[
1.859994,
2.346351,
1.449527,
1.572896,
1.619616,
1.528541
],
[
149,
74,
75,
149,
74,
75
],
[
84,
40,
44,
84,
40,
44
],
[
65,
34,
31,
65,
34,
31
],
[
56.375839,
54.054054,
58.666667,
56.375839,
54.054054,
58.666667
],
[
1.439281,
1.994398,
1.021258,
1.217122,
1.376673,
1.076926
],
[
111025,
111025,
35773,
471315,
414649,
471315
],
[
-56701,
-43212,
-56701,
-396846,
-311983,
-396846
],
[
73,
64,
82,
73,
64,
82
],
[
84,
75,
92,
84,
75,
92
],
[
59,
52,
67,
59,
52,
67
],
[
10964,
4786,
6178,
10964,
4786,
6178
],
[
0,
58.301419,
0,
0,
58.301419,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
450958,
-50880,
-134216,
385516,
-76856,
-76782
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1599494400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759029242621,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 74,
"offset": 0,
"std": 2.42128
}
}
}
| # | 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) |
|---|