| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 334270.9136 | 271849.0173 | 62421.8964 | 211150.1867 | 98908.0369 | 112242.1498 |
| Total P&L (%) | 334.2709 | 271.849 | 62.4219 | 211.1502 | 98.908 | 112.2422 |
| Avg Daily Profit (%) | 0.1791 | 0.1456 | 0.0334 | 0.0608 | 0.0368 | 0.0403 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85042 | -118212 | -102016 | -406061 | -306391 | -219390 |
| Profit Factor | 1.3601 | 1.6096 | 1.1294 | 1.0845 | 1.0803 | 1.0885 |
| Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
| Winning Trades | 144 | 71 | 73 | 144 | 71 | 73 |
| Losing Trades | 122 | 62 | 60 | 122 | 62 | 60 |
| Profitability (%) | 54.1353 | 53.3835 | 54.8872 | 54.1353 | 53.3835 | 54.8872 |
| Ratio Avg Win / Avg Loss | 1.1523 | 1.4056 | 0.9283 | 0.9188 | 0.9434 | 0.8947 |
| Largest Winning Trade | 83939 | 83939 | 33960 | 160592 | 160592 | 150238 |
| Largest Losing Trade | -39594 | -39594 | -31118 | -106809 | -92782 | -106809 |
| Avg Bars in Trades | 83 | 71 | 94 | 83 | 71 | 94 |
| Avg Bars in Winners | 76 | 64 | 87 | 76 | 64 | 87 |
| Avg Bars in Losers | 91 | 79 | 102 | 91 | 79 | 102 |
| Bars Traded | 22090 | 9563 | 12527 | 22090 | 9563 | 12527 |
| Profit Streak | 4.2111 | 4.2111 | 15.2944 | 4.2111 | 4.2111 | 15.2944 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 369362 | 126452 | -227524 | -238607 | -277299 | -262865 |
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22401,
"evaluation_days": 1866.75,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599516000000,
"last_datapoint_time": 1759111200000,
"evaluation_time": 1759115035115,
"expiration_time": 1764917539200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 241,
"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": [
[
334270.9136362538,
271849.0172597236,
62421.8963765304,
211150.1866812043,
98908.0368706976,
112242.1498105065
],
[
334.270914,
271.849017,
62.421896,
211.150187,
98.908037,
112.24215
],
[
0.179066,
0.145627,
0.033439,
0.060825,
0.036845,
0.040322
],
[
10,
10,
10,
10,
10,
10
],
[
-85042,
-118212,
-102016,
-406061,
-306391,
-219390
],
[
1.360138,
1.609644,
1.129436,
1.084478,
1.080328,
1.088506
],
[
266,
133,
133,
266,
133,
133
],
[
144,
71,
73,
144,
71,
73
],
[
122,
62,
60,
122,
62,
60
],
[
54.135338,
53.383459,
54.887218,
54.135338,
53.383459,
54.887218
],
[
1.152339,
1.405604,
0.928304,
0.918794,
0.943385,
0.894663
],
[
83939,
83939,
33960,
160592,
160592,
150238
],
[
-39594,
-39594,
-31118,
-106809,
-92782,
-106809
],
[
83,
71,
94,
83,
71,
94
],
[
76,
64,
87,
76,
64,
87
],
[
91,
79,
102,
91,
79,
102
],
[
22090,
9563,
12527,
22090,
9563,
12527
],
[
4.211054,
4.211054,
15.294388,
4.211055,
4.211055,
15.294388
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
369362,
126452,
-227524,
-238607,
-277299,
-262865
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22401,
"evaluation_days": 1866.75,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599516000000,
"last_datapoint_time": 1759111200000,
"evaluation_time": 1759115035115,
"expiration_time": 1764917539200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 128,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 241,
"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) |
|---|