| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 417812.8253 | 353429.5505 | 64383.2748 | 75986.5447 | 47916.4468 | 28070.098 |
| Total P&L (%) | 417.8128 | 353.4296 | 64.3833 | 75.9865 | 47.9164 | 28.0701 |
| Avg Daily Profit (%) | 0.2241 | 0.1896 | 0.0345 | 0.0303 | 0.021 | 0.0133 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133144 | -62945 | -99911 | -166591 | -106128 | -123256 |
| Profit Factor | 1.8514 | 2.5738 | 1.2419 | 1.1227 | 1.1666 | 1.0846 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Profitability (%) | 57.9545 | 56.8182 | 59.0909 | 57.9545 | 56.8182 | 59.0909 |
| Ratio Avg Win / Avg Loss | 1.3431 | 1.9561 | 0.8598 | 0.8145 | 0.8866 | 0.7509 |
| Largest Winning Trade | 157233 | 157233 | 56753 | 86442 | 86442 | 63732 |
| Largest Losing Trade | -88675 | -38943 | -88675 | -57103 | -57103 | -54908 |
| Avg Bars in Trades | 61 | 46 | 77 | 61 | 46 | 77 |
| Avg Bars in Winners | 58 | 34 | 81 | 58 | 34 | 81 |
| Avg Bars in Losers | 65 | 60 | 70 | 65 | 60 | 70 |
| Bars Traded | 5419 | 2028 | 3391 | 5419 | 2028 | 3391 |
| Profit Streak | 7.4696 | 44.1363 | 7.4696 | 7.4696 | 44.1363 | 7.4696 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454985 | 517302 | -147149 | -237232 | -203366 | -305616 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5592,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1602057600000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758798974677,
"expiration_time": 1763618688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 150,
"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": [
[
417812.8252646035,
353429.5504891329,
64383.2747754707,
75986.5447316269,
47916.4467715861,
28070.0979600409
],
[
417.812825,
353.42955,
64.383275,
75.986545,
47.916447,
28.070098
],
[
0.224149,
0.189608,
0.03454,
0.030328,
0.021004,
0.013274
],
[
10,
10,
10,
10,
10,
10
],
[
-133144,
-62945,
-99911,
-166591,
-106128,
-123256
],
[
1.851359,
2.573819,
1.241868,
1.122656,
1.166561,
1.084592
],
[
88,
44,
44,
88,
44,
44
],
[
51,
25,
26,
51,
25,
26
],
[
37,
19,
18,
37,
19,
18
],
[
57.954545,
56.818182,
59.090909,
57.954545,
56.818182,
59.090909
],
[
1.343142,
1.956102,
0.859755,
0.814476,
0.886586,
0.750871
],
[
157233,
157233,
56753,
86442,
86442,
63732
],
[
-88675,
-38943,
-88675,
-57103,
-57103,
-54908
],
[
61,
46,
77,
61,
46,
77
],
[
58,
34,
81,
58,
34,
81
],
[
65,
60,
70,
65,
60,
70
],
[
5419,
2028,
3391,
5419,
2028,
3391
],
[
7.469614,
44.136281,
7.469614,
7.469614,
44.136281,
7.469614
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454985,
517302,
-147149,
-237232,
-203366,
-305616
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5592,
"evaluation_days": 1864,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1602057600000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758798974677,
"expiration_time": 1763618688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 150,
"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) |
|---|