| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 469898.3756 | 454507.6709 | 15390.7047 | 71767.8805 | 53085.6589 | 18682.2216 |
| Total P&L (%) | 469.8984 | 454.5077 | 15.3907 | 71.7679 | 53.0857 | 18.6822 |
| Avg Daily Profit (%) | 0.252 | 0.2437 | 0.0083 | 0.029 | 0.0228 | 0.0092 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88900 | -95991 | -45927 | -416621 | -479566 | -156772 |
| Profit Factor | 2.0409 | 2.8501 | 1.0748 | 1.0476 | 1.0582 | 1.0313 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 39.0625 | 40.625 | 37.5 | 39.0625 | 40.625 | 37.5 |
| Ratio Avg Win / Avg Loss | 3.1838 | 4.1656 | 1.7913 | 1.6342 | 1.5466 | 1.7188 |
| Largest Winning Trade | 481631 | 481631 | 45469 | 472120 | 472120 | 172135 |
| Largest Losing Trade | -43850 | -43850 | -25812 | -170040 | -170040 | -98366 |
| Avg Bars in Trades | 83 | 72 | 94 | 83 | 72 | 94 |
| Avg Bars in Winners | 138 | 100 | 179 | 138 | 100 | 179 |
| Avg Bars in Losers | 48 | 52 | 43 | 48 | 52 | 43 |
| Bars Traded | 5338 | 2309 | 3029 | 5338 | 2309 | 3029 |
| Profit Streak | 0 | 34.7485 | 0 | 0 | 34.7485 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -136086 | 370790 | -333801 | -469241 | -321991 | -378211 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5594,
"evaluation_days": 1864.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758880674409,
"expiration_time": 1763678016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 175,
"offset": 0,
"multiplier": 2.85879
}
}
}
{
"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": [
[
469898.3756383985,
454507.6709048388,
15390.7047335593,
71767.8804824297,
53085.6588617848,
18682.221620645
],
[
469.898376,
454.507671,
15.390705,
71.76788,
53.085659,
18.682222
],
[
0.252001,
0.243747,
0.008254,
0.029016,
0.022839,
0.009186
],
[
10,
10,
10,
10,
10,
10
],
[
-88900,
-95991,
-45927,
-416621,
-479566,
-156772
],
[
2.040887,
2.850142,
1.074792,
1.047567,
1.058221,
1.031294
],
[
64,
32,
32,
64,
32,
32
],
[
25,
13,
12,
25,
13,
12
],
[
39,
19,
20,
39,
19,
20
],
[
39.0625,
40.625,
37.5,
39.0625,
40.625,
37.5
],
[
3.183784,
4.165591,
1.791321,
1.634204,
1.546631,
1.718824
],
[
481631,
481631,
45469,
472120,
472120,
172135
],
[
-43850,
-43850,
-25812,
-170040,
-170040,
-98366
],
[
83,
72,
94,
83,
72,
94
],
[
138,
100,
179,
138,
100,
179
],
[
48,
52,
43,
48,
52,
43
],
[
5338,
2309,
3029,
5338,
2309,
3029
],
[
0,
34.748546,
0,
0,
34.748546,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-136086,
370790,
-333801,
-469241,
-321991,
-378211
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5594,
"evaluation_days": 1864.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1603670400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758880674409,
"expiration_time": 1763678016000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 206,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 175,
"offset": 0,
"multiplier": 2.85879
}
}
}
| # | 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) |
|---|