| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 64072.8864 | 19092.273 | 44980.6133 | 56055.6048 | 18452.7746 | 37602.8302 |
| Total P&L (%) | 64.0729 | 19.0923 | 44.9806 | 56.0556 | 18.4528 | 37.6028 |
| Avg Daily Profit (%) | 0.246 | 0.0733 | 0.1727 | 0.171 | 0.065 | 0.1226 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -34608 | -23173 | -34055 | -58654 | -40002 | -59591 |
| Profit Factor | 1.2562 | 1.1413 | 1.3912 | 1.154 | 1.0966 | 1.2173 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
| Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
| Profitability (%) | 68.6391 | 67.8571 | 69.4118 | 68.6391 | 67.8571 | 69.4118 |
| Ratio Avg Win / Avg Loss | 0.574 | 0.5406 | 0.6131 | 0.5272 | 0.5195 | 0.5364 |
| Largest Winning Trade | 8758 | 8476 | 8758 | 10914 | 10914 | 9448 |
| Largest Losing Trade | -26768 | -12992 | -26768 | -46399 | -20593 | -46399 |
| Avg Bars in Trades | 145 | 143 | 147 | 145 | 143 | 147 |
| Avg Bars in Winners | 78 | 74 | 82 | 78 | 74 | 82 |
| Avg Bars in Losers | 291 | 287 | 295 | 291 | 287 | 295 |
| Bars Traded | 24561 | 12016 | 12543 | 24561 | 12016 | 12543 |
| Profit Streak | 4.845 | 12.418 | 4.845 | 4.845 | 12.418 | 4.845 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 331304 | -166836 | 240940 | -42943 | -227471 | -31690 |
{
"trading_pair": "DOT_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737504900000,
"first_datapoint_time": 1737720000000,
"last_datapoint_time": 1760004000000,
"evaluation_time": 1760004111263,
"expiration_time": 1766484000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 240,
"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": [
[
64072.8863511141,
19092.2730369633,
44980.6133141508,
56055.604848774,
18452.7746004048,
37602.8302483691
],
[
64.072886,
19.092273,
44.980613,
56.055605,
18.452775,
37.60283
],
[
0.246037,
0.073313,
0.172723,
0.17104,
0.065048,
0.122647
],
[
10,
10,
10,
10,
10,
10
],
[
-34608,
-23173,
-34055,
-58654,
-40002,
-59591
],
[
1.256218,
1.141337,
1.391175,
1.153975,
1.09662,
1.217265
],
[
169,
84,
85,
169,
84,
85
],
[
116,
57,
59,
116,
57,
59
],
[
53,
27,
26,
53,
27,
26
],
[
68.639053,
67.857143,
69.411765,
68.639053,
67.857143,
69.411765
],
[
0.573962,
0.540633,
0.61306,
0.527247,
0.519452,
0.536422
],
[
8758,
8476,
8758,
10914,
10914,
9448
],
[
-26768,
-12992,
-26768,
-46399,
-20593,
-46399
],
[
145,
143,
147,
145,
143,
147
],
[
78,
74,
82,
78,
74,
82
],
[
291,
287,
295,
291,
287,
295
],
[
24561,
12016,
12543,
24561,
12016,
12543
],
[
4.845038,
12.417954,
4.845038,
4.845038,
12.417954,
4.845038
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
331304,
-166836,
240940,
-42943,
-227471,
-31690
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737504900000,
"first_datapoint_time": 1737720000000,
"last_datapoint_time": 1760004000000,
"evaluation_time": 1760004111263,
"expiration_time": 1766484000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 240,
"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) |
|---|