| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 327778.9626 | 281611.4524 | 46167.5102 | -26613.8237 | 30874.8932 | -57488.7169 |
| Total P&L (%) | 327.779 | 281.6115 | 46.1675 | -26.6138 | 30.8749 | -57.4887 |
| Avg Daily Profit (%) | 0.1759 | 0.1511 | 0.0248 | -0.0166 | 0.0144 | -0.0459 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137023 | -80925 | -156339 | -100090 | -41656 | -78601 |
| Profit Factor | 1.3476 | 1.668 | 1.0885 | 0.9471 | 1.1386 | 0.7951 |
| Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
| Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
| Losing Trades | 109 | 57 | 52 | 109 | 57 | 52 |
| Profitability (%) | 50.9009 | 48.6486 | 53.1532 | 50.9009 | 48.6486 | 53.1532 |
| Ratio Avg Win / Avg Loss | 1.2999 | 1.7607 | 0.9594 | 0.9136 | 1.2018 | 0.7008 |
| Largest Winning Trade | 71486 | 71486 | 47640 | 37537 | 37537 | 23629 |
| Largest Losing Trade | -92983 | -22950 | -92983 | -60374 | -19021 | -60374 |
| Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
| Avg Bars in Winners | 17 | 15 | 19 | 17 | 15 | 19 |
| Avg Bars in Losers | 15 | 14 | 16 | 15 | 14 | 16 |
| Bars Traded | 3673 | 1661 | 2012 | 3673 | 1661 | 2012 |
| Profit Streak | 0 | 0 | 16.9077 | 0 | 0 | 16.9077 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336454 | 354826 | -285268 | -579221 | -245184 | -579778 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3727,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1599264000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758966423117,
"expiration_time": 1763545392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 23,
"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": [
[
327778.9625519517,
281611.452365209,
46167.5101867425,
-26613.8237385477,
30874.8931970167,
-57488.7169355645
],
[
327.778963,
281.611452,
46.16751,
-26.613824,
30.874893,
-57.488717
],
[
0.175894,
0.15112,
0.024775,
-0.016604,
0.01444,
-0.045892
],
[
10,
10,
10,
10,
10,
10
],
[
-137023,
-80925,
-156339,
-100090,
-41656,
-78601
],
[
1.347559,
1.668047,
1.088521,
0.947135,
1.138578,
0.795145
],
[
222,
111,
111,
222,
111,
111
],
[
113,
54,
59,
113,
54,
59
],
[
109,
57,
52,
109,
57,
52
],
[
50.900901,
48.648649,
53.153153,
50.900901,
48.648649,
53.153153
],
[
1.299857,
1.760716,
0.959374,
0.913608,
1.201832,
0.700806
],
[
71486,
71486,
47640,
37537,
37537,
23629
],
[
-92983,
-22950,
-92983,
-60374,
-19021,
-60374
],
[
16,
14,
18,
16,
14,
18
],
[
17,
15,
19,
17,
15,
19
],
[
15,
14,
16,
15,
14,
16
],
[
3673,
1661,
2012,
3673,
1661,
2012
],
[
0,
0,
16.907675,
0,
0,
16.907675
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336454,
354826,
-285268,
-579221,
-245184,
-579778
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3727,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1599264000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758966423117,
"expiration_time": 1763545392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 36,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 23,
"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) |
|---|