| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 516601.8359 | 364154.2204 | 152447.6155 | 1492653.3496 | 886927.242 | 605726.1076 |
| Total P&L (%) | 516.6018 | 364.1542 | 152.4476 | 1492.6534 | 886.9272 | 605.7261 |
| Avg Daily Profit (%) | 0.2755 | 0.1942 | 0.0813 | 0.1477 | 0.1222 | 0.1043 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191780 | -152727 | -98239 | -1631284 | -1074080 | -732270 |
| Profit Factor | 1.3337 | 1.4078 | 1.2326 | 1.1354 | 1.1371 | 1.1329 |
| Total Trades | 618 | 309 | 309 | 618 | 309 | 309 |
| Winning Trades | 292 | 135 | 157 | 292 | 135 | 157 |
| Losing Trades | 326 | 174 | 152 | 326 | 174 | 152 |
| Profitability (%) | 47.2492 | 43.6893 | 50.8091 | 47.2492 | 43.6893 | 50.8091 |
| Ratio Avg Win / Avg Loss | 1.489 | 1.8146 | 1.1934 | 1.2676 | 1.4656 | 1.0969 |
| Largest Winning Trade | 86122 | 86122 | 36870 | 716027 | 716027 | 352273 |
| Largest Losing Trade | -26744 | -25827 | -26744 | -301628 | -301628 | -229701 |
| Avg Bars in Trades | 12 | 16 | 7 | 12 | 16 | 7 |
| Avg Bars in Winners | 14 | 20 | 9 | 14 | 20 | 9 |
| Avg Bars in Losers | 9 | 12 | 6 | 9 | 12 | 6 |
| Bars Traded | 7460 | 5006 | 2454 | 7460 | 5006 | 2454 |
| Profit Streak | 5.5279 | 6.2779 | 0 | 5.5279 | 6.2779 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 436147 | 324098 | -83297 | -63878 | -99614 | -126221 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 1875.25,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1598378400000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759776012555,
"expiration_time": 1764634248000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 29,
"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": [
[
516601.8359327699,
364154.2204223894,
152447.6155103809,
1492653.349617095,
886927.2420473655,
605726.107569726
],
[
516.601836,
364.15422,
152.447616,
1492.65335,
886.927242,
605.726108
],
[
0.275484,
0.19419,
0.081295,
0.147715,
0.122161,
0.104257
],
[
10,
10,
10,
10,
10,
10
],
[
-191780,
-152727,
-98239,
-1631284,
-1074080,
-732270
],
[
1.333676,
1.407848,
1.232621,
1.135402,
1.137131,
1.132948
],
[
618,
309,
309,
618,
309,
309
],
[
292,
135,
157,
292,
135,
157
],
[
326,
174,
152,
326,
174,
152
],
[
47.249191,
43.68932,
50.809061,
47.249191,
43.68932,
50.809061
],
[
1.488967,
1.81456,
1.193365,
1.267607,
1.465636,
1.096867
],
[
86122,
86122,
36870,
716027,
716027,
352273
],
[
-26744,
-25827,
-26744,
-301628,
-301628,
-229701
],
[
12,
16,
7,
12,
16,
7
],
[
14,
20,
9,
14,
20,
9
],
[
9,
12,
6,
9,
12,
6
],
[
7460,
5006,
2454,
7460,
5006,
2454
],
[
5.527923,
6.277923,
0,
5.527923,
6.277923,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
436147,
324098,
-83297,
-63878,
-99614,
-126221
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7501,
"evaluation_days": 1875.25,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1598378400000,
"last_datapoint_time": 1759773600000,
"evaluation_time": 1759776012555,
"expiration_time": 1764634248000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 29,
"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) |
|---|