| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 424487.7506 | 352943.6372 | 71544.1134 | 456461.048 | 1037767.883 | -581306.835 |
| Total P&L (%) | 424.4878 | 352.9436 | 71.5441 | 456.461 | 1037.7679 | -581.3068 |
| Avg Daily Profit (%) | 0.2277 | 0.1893 | 0.0384 | 0.0921 | 0.1305 | 0 |
| Buy And Hold Return (%) | 23.6452 | 23.6452 | 23.6452 | 23.6452 | 23.6452 | 23.6452 |
| Max Trade Drawdown | -167940 | -86768 | -142461 | -1150707 | -701613 | -1243059 |
| Profit Factor | 1.2785 | 1.4955 | 1.0881 | 1.0497 | 1.2422 | 0.8812 |
| Total Trades | 573 | 286 | 287 | 573 | 286 | 287 |
| Winning Trades | 238 | 115 | 123 | 238 | 115 | 123 |
| Losing Trades | 335 | 171 | 164 | 335 | 171 | 164 |
| Profitability (%) | 41.5358 | 40.2098 | 42.8571 | 41.5358 | 40.2098 | 42.8571 |
| Ratio Avg Win / Avg Loss | 1.7996 | 2.2238 | 1.4508 | 1.4776 | 1.8471 | 1.1749 |
| Largest Winning Trade | 97908 | 97908 | 40169 | 617358 | 617358 | 159246 |
| Largest Losing Trade | -44606 | -19132 | -44606 | -585562 | -188931 | -585562 |
| Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
| Avg Bars in Winners | 13 | 12 | 14 | 13 | 12 | 14 |
| Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
| Bars Traded | 5584 | 2770 | 2814 | 5584 | 2770 | 2814 |
| Profit Streak | 6.2354 | 0 | 12.5687 | 6.2354 | 0 | 12.5687 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345430 | 263901 | -268784 | -235130 | -20115 | -579582 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5593,
"evaluation_days": 1864.33,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1597766400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758836334933,
"expiration_time": 1763648352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.20166,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "hlc3",
"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": [
[
424487.7505882189,
352943.637198812,
71544.113389407,
456461.0479876751,
1037767.8829893055,
-581306.8350016279
],
[
424.487751,
352.943637,
71.544113,
456.461048,
1037.767883,
-581.306835
],
[
0.227689,
0.189314,
0.038375,
0.092109,
0.130516,
0
],
[
23.645161,
23.645161,
23.645161,
23.645161,
23.645161,
23.645161
],
[
-167940,
-86768,
-142461,
-1150707,
-701613,
-1243059
],
[
1.278528,
1.495549,
1.088129,
1.049743,
1.242173,
0.88115
],
[
573,
286,
287,
573,
286,
287
],
[
238,
115,
123,
238,
115,
123
],
[
335,
171,
164,
335,
171,
164
],
[
41.535777,
40.20979,
42.857143,
41.535777,
40.20979,
42.857143
],
[
1.799608,
2.223817,
1.450838,
1.47758,
1.847058,
1.174866
],
[
97908,
97908,
40169,
617358,
617358,
159246
],
[
-44606,
-19132,
-44606,
-585562,
-188931,
-585562
],
[
9,
9,
9,
9,
9,
9
],
[
13,
12,
14,
13,
12,
14
],
[
7,
7,
6,
7,
7,
6
],
[
5584,
2770,
2814,
5584,
2770,
2814
],
[
6.235358,
0,
12.568691,
6.235358,
0,
12.568691
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345430,
263901,
-268784,
-235130,
-20115,
-579582
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5593,
"evaluation_days": 1864.33,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1597766400000,
"last_datapoint_time": 1758816000000,
"evaluation_time": 1758836334933,
"expiration_time": 1763648352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.20166,
"nb": 0.1,
"nc": 0.1
}
},
"second_band": {
"type": "hlc3",
"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) |
|---|