| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 312499.3572 | 128204.3953 | 184294.9619 | -822282.6602 | -203292.9896 | -618989.6707 |
| Total P&L (%) | 312.4994 | 128.2044 | 184.295 | -822.2827 | -203.293 | -618.9897 |
| Avg Daily Profit (%) | 0.1674 | 0.0687 | 0.0987 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123196 | -29773 | -123196 | -924712 | -243728 | -688319 |
| Profit Factor | 2.1357 | 3.0804 | 1.8631 | 0.4324 | 0.4629 | 0.4216 |
| Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Winning Trades | 107 | 48 | 59 | 28 | 19 | 9 |
| Losing Trades | 24 | 18 | 6 | 103 | 47 | 56 |
| Profitability (%) | 81.6794 | 72.7273 | 90.7692 | 21.374 | 28.7879 | 13.8462 |
| Ratio Avg Win / Avg Loss | 0.479 | 1.1552 | 0.1895 | 1.5906 | 1.1451 | 2.6234 |
| Largest Winning Trade | 33261 | 20462 | 33261 | 335769 | 64228 | 335769 |
| Largest Losing Trade | -123196 | -27442 | -123196 | -249385 | -44155 | -249385 |
| Avg Bars in Trades | 34 | 6 | 62 | 34 | 6 | 62 |
| Avg Bars in Winners | 26 | 3 | 45 | 48 | 12 | 126 |
| Avg Bars in Losers | 67 | 12 | 230 | 30 | 3 | 52 |
| Bars Traded | 4478 | 403 | 4075 | 4478 | 403 | 4075 |
| Profit Streak | 237.8305 | 391.4972 | 237.8305 | 0 | 0 | 0 |
| Trades During Streak | 21 | 13 | 10 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 540822 | -215931 | -185681 | -623448 | -716411 | -788932 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5602,
"evaluation_days": 1867.33,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1601913600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759089359065,
"expiration_time": 1763915328000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 145,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
312499.3571630651,
128204.3952960843,
184294.9618669805,
-822282.6602361918,
-203292.9895539575,
-618989.6706822345
],
[
312.499357,
128.204395,
184.294962,
-822.28266,
-203.29299,
-618.989671
],
[
0.167351,
0.068657,
0.098694,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-123196,
-29773,
-123196,
-924712,
-243728,
-688319
],
[
2.135694,
3.080436,
1.863056,
0.432401,
0.462904,
0.421612
],
[
131,
66,
65,
131,
66,
65
],
[
107,
48,
59,
28,
19,
9
],
[
24,
18,
6,
103,
47,
56
],
[
81.679389,
72.727273,
90.769231,
21.374046,
28.787879,
13.846154
],
[
0.479034,
1.155163,
0.189463,
1.590617,
1.145079,
2.623366
],
[
33261,
20462,
33261,
335769,
64228,
335769
],
[
-123196,
-27442,
-123196,
-249385,
-44155,
-249385
],
[
34,
6,
62,
34,
6,
62
],
[
26,
3,
45,
48,
12,
126
],
[
67,
12,
230,
30,
3,
52
],
[
4478,
403,
4075,
4478,
403,
4075
],
[
237.830545,
391.497211,
237.830545,
0,
0,
0
],
[
21,
13,
10,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
540822,
-215931,
-185681,
-623448,
-716411,
-788932
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5602,
"evaluation_days": 1867.33,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1601913600000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759089359065,
"expiration_time": 1763915328000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 145,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|