| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 322313.0883 | 282347.3159 | 39965.7723 | 56207.9199 | 105082.6126 | -48874.6927 |
| Total P&L (%) | 322.3131 | 282.3473 | 39.9658 | 56.2079 | 105.0826 | -48.8747 |
| Avg Daily Profit (%) | 0.173 | 0.1516 | 0.0215 | 0.0239 | 0.0386 | -0.036 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128518 | -80186 | -137817 | -150085 | -51412 | -142413 |
| Profit Factor | 1.5186 | 2.0765 | 1.1113 | 1.0643 | 1.2905 | 0.9047 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
| Profitability (%) | 51.8868 | 50.9434 | 52.8302 | 51.8868 | 50.9434 | 52.8302 |
| Ratio Avg Win / Avg Loss | 1.4082 | 1.9996 | 0.9922 | 0.9869 | 1.2427 | 0.8078 |
| Largest Winning Trade | 105932 | 105932 | 45780 | 55241 | 55241 | 46669 |
| Largest Losing Trade | -76221 | -44086 | -76221 | -92169 | -41646 | -92169 |
| Avg Bars in Trades | 100 | 87 | 114 | 100 | 87 | 114 |
| Avg Bars in Winners | 114 | 92 | 135 | 114 | 92 | 135 |
| Avg Bars in Losers | 86 | 82 | 90 | 86 | 82 | 90 |
| Bars Traded | 10687 | 4641 | 6046 | 10687 | 4641 | 6046 |
| 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 | 336128 | -168778 | -445914 | -312770 | -321294 | -760466 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758825289565,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 83,
"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": [
[
322313.0882520325,
282347.3159248646,
39965.7723271682,
56207.9198835439,
105082.6125940928,
-48874.6927105489
],
[
322.313088,
282.347316,
39.965772,
56.20792,
105.082613,
-48.874693
],
[
0.173023,
0.151569,
0.021454,
0.023946,
0.038564,
-0.036008
],
[
10,
10,
10,
10,
10,
10
],
[
-128518,
-80186,
-137817,
-150085,
-51412,
-142413
],
[
1.518622,
2.076463,
1.111267,
1.064268,
1.290503,
0.904701
],
[
106,
53,
53,
106,
53,
53
],
[
55,
27,
28,
55,
27,
28
],
[
51,
26,
25,
51,
26,
25
],
[
51.886792,
50.943396,
52.830189,
51.886792,
50.943396,
52.830189
],
[
1.408177,
1.999557,
0.992203,
0.986867,
1.242706,
0.807768
],
[
105932,
105932,
45780,
55241,
55241,
46669
],
[
-76221,
-44086,
-76221,
-92169,
-41646,
-92169
],
[
100,
87,
114,
100,
87,
114
],
[
114,
92,
135,
114,
92,
135
],
[
86,
82,
90,
86,
82,
90
],
[
10687,
4641,
6046,
10687,
4641,
6046
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336128,
-168778,
-445914,
-312770,
-321294,
-760466
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600185600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758825289565,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 168,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 83,
"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) |
|---|