| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 714367.7339 | 692680.7074 | 21687.0266 | 58306.1752 | -1381.0807 | 59687.2559 |
| Total P&L (%) | 714.3677 | 692.6807 | 21.687 | 58.3062 | -1.3811 | 59.6873 |
| Avg Daily Profit (%) | 0.381 | 0.3694 | 0.0116 | 0.0245 | -0.0007 | 0.025 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136205 | -103404 | -64111 | -1185359 | -811596 | -403855 |
| Profit Factor | 2.5494 | 3.77 | 1.1028 | 1.0205 | 0.9991 | 1.0484 |
| Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Profitability (%) | 41.5584 | 43.5897 | 39.4737 | 41.5584 | 43.5897 | 39.4737 |
| Ratio Avg Win / Avg Loss | 3.585 | 4.8788 | 1.6909 | 1.435 | 1.293 | 1.6075 |
| Largest Winning Trade | 772163 | 772163 | 50745 | 755745 | 755745 | 449586 |
| Largest Losing Trade | -48482 | -33873 | -48482 | -356754 | -267104 | -356754 |
| Avg Bars in Trades | 92 | 77 | 107 | 92 | 77 | 107 |
| Avg Bars in Winners | 130 | 90 | 175 | 130 | 90 | 175 |
| Avg Bars in Losers | 65 | 68 | 63 | 65 | 68 | 63 |
| Bars Traded | 7128 | 3041 | 4087 | 7128 | 3041 | 4087 |
| Profit Streak | 4.0131 | 38.0131 | 0 | 4.0131 | 38.0131 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -35322 | 552194 | -293587 | -408713 | -580151 | -330493 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7500,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1605268800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759753135618,
"expiration_time": 1764612000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 152,
"offset": 196
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 84,
"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": [
[
714367.733921495,
692680.7073591447,
21687.0265623502,
58306.1751569124,
-1381.0807174931,
59687.2558744052
],
[
714.367734,
692.680707,
21.687027,
58.306175,
-1.381081,
59.687256
],
[
0.380996,
0.36943,
0.011566,
0.024502,
-0.000742,
0.024966
],
[
10,
10,
10,
10,
10,
10
],
[
-136205,
-103404,
-64111,
-1185359,
-811596,
-403855
],
[
2.549362,
3.769965,
1.10278,
1.020453,
0.999146,
1.048372
],
[
77,
39,
38,
77,
39,
38
],
[
32,
17,
15,
32,
17,
15
],
[
45,
22,
23,
45,
22,
23
],
[
41.558442,
43.589744,
39.473684,
41.558442,
43.589744,
39.473684
],
[
3.58504,
4.878779,
1.69093,
1.435012,
1.293012,
1.607504
],
[
772163,
772163,
50745,
755745,
755745,
449586
],
[
-48482,
-33873,
-48482,
-356754,
-267104,
-356754
],
[
92,
77,
107,
92,
77,
107
],
[
130,
90,
175,
130,
90,
175
],
[
65,
68,
63,
65,
68,
63
],
[
7128,
3041,
4087,
7128,
3041,
4087
],
[
4.013144,
38.013144,
0,
4.013144,
38.013144,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-35322,
552194,
-293587,
-408713,
-580151,
-330493
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7500,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1605268800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759753135618,
"expiration_time": 1764612000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 152,
"offset": 196
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 84,
"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) |
|---|