| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 353568.9086 | 300604.0431 | 52964.8655 | 211438.335 | 100598.1992 | 110840.1358 |
| Total P&L (%) | 353.5689 | 300.604 | 52.9649 | 211.4383 | 100.5982 | 110.8401 |
| Avg Daily Profit (%) | 0.189 | 0.1607 | 0.0283 | 0.0608 | 0.0372 | 0.0399 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101344 | -70562 | -57636 | -609406 | -464698 | -262176 |
| Profit Factor | 1.8415 | 2.4246 | 1.2532 | 1.1196 | 1.1029 | 1.1403 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
| Profitability (%) | 44.2623 | 41.9355 | 46.6667 | 44.2623 | 41.9355 | 46.6667 |
| Ratio Avg Win / Avg Loss | 2.3189 | 3.3571 | 1.4323 | 1.4099 | 1.5272 | 1.3032 |
| Largest Winning Trade | 234995 | 234995 | 49987 | 327570 | 327570 | 246529 |
| Largest Losing Trade | -44890 | -44890 | -28833 | -127598 | -123779 | -127598 |
| Avg Bars in Trades | 116 | 90 | 143 | 116 | 90 | 143 |
| Avg Bars in Winners | 174 | 135 | 211 | 174 | 135 | 211 |
| Avg Bars in Losers | 70 | 58 | 84 | 70 | 58 | 84 |
| Bars Traded | 7117 | 2811 | 4306 | 7117 | 2811 | 4306 |
| 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 | -157209 | 314232 | -157733 | -368965 | -252524 | -207206 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7482,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1602352800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759369008463,
"expiration_time": 1764211536000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 98,
"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": [
[
353568.9086208605,
300604.0430742495,
52964.865546611,
211438.3350282339,
100598.1992094187,
110840.1358188153
],
[
353.568909,
300.604043,
52.964866,
211.438335,
100.598199,
110.840136
],
[
0.189024,
0.160708,
0.028316,
0.060753,
0.037223,
0.039887
],
[
10,
10,
10,
10,
10,
10
],
[
-101344,
-70562,
-57636,
-609406,
-464698,
-262176
],
[
1.841493,
2.424575,
1.253232,
1.119632,
1.102949,
1.140262
],
[
61,
31,
30,
61,
31,
30
],
[
27,
13,
14,
27,
13,
14
],
[
34,
18,
16,
34,
18,
16
],
[
44.262295,
41.935484,
46.666667,
44.262295,
41.935484,
46.666667
],
[
2.318917,
3.357103,
1.432265,
1.409908,
1.527161,
1.303156
],
[
234995,
234995,
49987,
327570,
327570,
246529
],
[
-44890,
-44890,
-28833,
-127598,
-123779,
-127598
],
[
116,
90,
143,
116,
90,
143
],
[
174,
135,
211,
174,
135,
211
],
[
70,
58,
84,
70,
58,
84
],
[
7117,
2811,
4306,
7117,
2811,
4306
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-157209,
314232,
-157733,
-368965,
-252524,
-207206
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7482,
"evaluation_days": 1870.5,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1602352800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759369008463,
"expiration_time": 1764211536000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 98,
"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) |
|---|