| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 579937.0591 | 440503.7567 | 139433.3023 | 1917977.5019 | 996625.876 | 921351.626 |
| Total P&L (%) | 579.9371 | 440.5038 | 139.4333 | 1917.9775 | 996.6259 | 921.3516 |
| Avg Daily Profit (%) | 0.3113 | 0.2365 | 0.0749 | 0.1614 | 0.1286 | 0.1248 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104349 | -72234 | -58923 | -2946572 | -1925442 | -1552719 |
| Profit Factor | 2.1855 | 2.7161 | 1.5998 | 1.2658 | 1.2559 | 1.2774 |
| Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
| Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 50.4673 | 43.3962 | 57.4074 | 50.4673 | 43.3962 | 57.4074 |
| Ratio Avg Win / Avg Loss | 2.1451 | 3.5427 | 1.1869 | 1.2424 | 1.6382 | 0.9477 |
| Largest Winning Trade | 234432 | 234432 | 55680 | 1489468 | 1489468 | 852782 |
| Largest Losing Trade | -41480 | -41480 | -27725 | -801493 | -801493 | -745145 |
| Avg Bars in Trades | 101 | 96 | 106 | 101 | 96 | 106 |
| Avg Bars in Winners | 117 | 127 | 109 | 117 | 127 | 109 |
| Avg Bars in Losers | 86 | 73 | 102 | 86 | 73 | 102 |
| Bars Traded | 10887 | 5123 | 5764 | 10887 | 5123 | 5764 |
| 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 | 485734 | -169508 | -270185 | 285409 | -202566 | -206780 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600401600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892249166,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 54,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
579937.0590728851,
440503.7567496905,
139433.3023231945,
1917977.5019386485,
996625.8759507826,
921351.6259878669
],
[
579.937059,
440.503757,
139.433302,
1917.977502,
996.625876,
921.351626
],
[
0.31132,
0.23647,
0.07485,
0.161427,
0.128641,
0.124819
],
[
10,
10,
10,
10,
10,
10
],
[
-104349,
-72234,
-58923,
-2946572,
-1925442,
-1552719
],
[
2.185548,
2.716095,
1.599758,
1.265799,
1.255933,
1.277365
],
[
107,
53,
54,
107,
53,
54
],
[
54,
23,
31,
54,
23,
31
],
[
53,
30,
23,
53,
30,
23
],
[
50.46729,
43.396226,
57.407407,
50.46729,
43.396226,
57.407407
],
[
2.145075,
3.542733,
1.186917,
1.242358,
1.638173,
0.947722
],
[
234432,
234432,
55680,
1489468,
1489468,
852782
],
[
-41480,
-41480,
-27725,
-801493,
-801493,
-745145
],
[
101,
96,
106,
101,
96,
106
],
[
117,
127,
109,
117,
127,
109
],
[
86,
73,
102,
86,
73,
102
],
[
10887,
5123,
5764,
10887,
5123,
5764
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
485734,
-169508,
-270185,
285409,
-202566,
-206780
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600401600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892249166,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 183,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 54,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|