| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254973.301 | 292418.6897 | -37445.3886 | -51850.4369 | 34285.6012 | -86136.0381 |
| Total P&L (%) | 254.9733 | 292.4187 | -37.4454 | -51.8504 | 34.2856 | -86.136 |
| Avg Daily Profit (%) | 0.1365 | 0.1566 | -0.0201 | -0.0391 | 0.0158 | -0.1057 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106285 | -69057 | -109060 | -114401 | -98467 | -109525 |
| Profit Factor | 1.4686 | 2.1597 | 0.8718 | 0.9057 | 1.1374 | 0.7133 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 43.4783 | 42.8571 | 44.1176 | 43.4783 | 42.8571 | 44.1176 |
| Ratio Avg Win / Avg Loss | 1.9092 | 2.8796 | 1.1042 | 1.1774 | 1.5166 | 0.9035 |
| Largest Winning Trade | 309089 | 309089 | 62760 | 119146 | 119146 | 54850 |
| Largest Losing Trade | -57760 | -38705 | -57760 | -52712 | -42222 | -52712 |
| Avg Bars in Trades | 52 | 36 | 67 | 52 | 36 | 67 |
| Avg Bars in Winners | 81 | 52 | 110 | 81 | 52 | 110 |
| Avg Bars in Losers | 29 | 25 | 33 | 29 | 25 | 33 |
| Bars Traded | 3589 | 1292 | 2297 | 3589 | 1292 | 2297 |
| 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 | -117352 | 308556 | -581416 | -687925 | -245505 | -583082 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759095335064,
"expiration_time": 1763901360000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
254973.3010332655,
292418.6896792159,
-37445.3886459504,
-51850.4369439725,
34285.6011645293,
-86136.0381085019
],
[
254.973301,
292.41869,
-37.445389,
-51.850437,
34.285601,
-86.136038
],
[
0.136532,
0.156583,
-0.020051,
-0.039128,
0.015787,
-0.105747
],
[
10,
10,
10,
10,
10,
10
],
[
-106285,
-69057,
-109060,
-114401,
-98467,
-109525
],
[
1.468597,
2.159729,
0.871752,
0.90571,
1.137441,
0.713305
],
[
69,
35,
34,
69,
35,
34
],
[
30,
15,
15,
30,
15,
15
],
[
39,
20,
19,
39,
20,
19
],
[
43.478261,
42.857143,
44.117647,
43.478261,
42.857143,
44.117647
],
[
1.909177,
2.879639,
1.104219,
1.177423,
1.516588,
0.90352
],
[
309089,
309089,
62760,
119146,
119146,
54850
],
[
-57760,
-38705,
-57760,
-52712,
-42222,
-52712
],
[
52,
36,
67,
52,
36,
67
],
[
81,
52,
110,
81,
52,
110
],
[
29,
25,
33,
29,
25,
33
],
[
3589,
1292,
2297,
3589,
1292,
2297
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-117352,
308556,
-581416,
-687925,
-245505,
-583082
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3735,
"evaluation_days": 1867.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1602374400000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759095335064,
"expiration_time": 1763901360000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 108,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|