| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 756370.9562 | 655021.8518 | 101349.1044 | 834694.8886 | 411373.3512 | 423321.5374 |
| Total P&L (%) | 756.371 | 655.0219 | 101.3491 | 834.6949 | 411.3734 | 423.3215 |
| Avg Daily Profit (%) | 0.4021 | 0.3482 | 0.0539 | 0.1189 | 0.0868 | 0.088 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -128780 | -74469 | -58551 | -600400 | -481730 | -357834 |
| Profit Factor | 2.6789 | 3.7479 | 1.4777 | 1.268 | 1.2544 | 1.2827 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
| Profitability (%) | 53.4091 | 54.5455 | 52.2727 | 53.4091 | 54.5455 | 52.2727 |
| Ratio Avg Win / Avg Loss | 2.3369 | 3.1232 | 1.3492 | 1.1061 | 1.0453 | 1.1712 |
| Largest Winning Trade | 563189 | 563189 | 52196 | 648669 | 648669 | 377986 |
| Largest Losing Trade | -39887 | -39887 | -37774 | -315591 | -189513 | -315591 |
| Avg Bars in Trades | 40 | 38 | 43 | 40 | 38 | 43 |
| Avg Bars in Winners | 58 | 47 | 68 | 58 | 47 | 68 |
| Avg Bars in Losers | 21 | 27 | 15 | 21 | 27 | 15 |
| Bars Traded | 3602 | 1688 | 1913 | 3602 | 1688 | 1913 |
| 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 | 559887 | 605846 | -119443 | -33300 | -76625 | -75108 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3762,
"evaluation_days": 1881,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760234466277,
"expiration_time": 1765102752000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 107,
"offset": 0,
"a": 0.68704
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
756370.956210208,
655021.851808322,
101349.1044018862,
834694.8886498566,
411373.351232647,
423321.5374172099
],
[
756.370956,
655.021852,
101.349104,
834.694889,
411.373351,
423.321537
],
[
0.402111,
0.348231,
0.05388,
0.118893,
0.086796,
0.088025
],
[
10,
10,
10,
10,
10,
10
],
[
-128780,
-74469,
-58551,
-600400,
-481730,
-357834
],
[
2.678883,
3.747887,
1.47773,
1.268022,
1.254401,
1.282732
],
[
88,
44,
44,
88,
44,
44
],
[
47,
24,
23,
47,
24,
23
],
[
41,
20,
21,
41,
20,
21
],
[
53.409091,
54.545455,
52.272727,
53.409091,
54.545455,
52.272727
],
[
2.336898,
3.123239,
1.349232,
1.106147,
1.045334,
1.17119
],
[
563189,
563189,
52196,
648669,
648669,
377986
],
[
-39887,
-39887,
-37774,
-315591,
-189513,
-315591
],
[
40,
38,
43,
40,
38,
43
],
[
58,
47,
68,
58,
47,
68
],
[
21,
27,
15,
21,
27,
15
],
[
3602,
1688,
1913,
3602,
1688,
1913
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
559887,
605846,
-119443,
-33300,
-76625,
-75108
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3762,
"evaluation_days": 1881,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1602331200000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760234466277,
"expiration_time": 1765102752000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 107,
"offset": 0,
"a": 0.68704
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|