| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 459626.8635 | 467271.8675 | -7645.004 | 28724.4531 | 87588.4837 | -58864.0306 |
| Total P&L (%) | 459.6269 | 467.2719 | -7.645 | 28.7245 | 87.5885 | -58.864 |
| Avg Daily Profit (%) | 0.2447 | 0.2487 | -0.0041 | 0.0134 | 0.0335 | -0.0473 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -108428 | -95725 | -58865 | -384130 | -336054 | -128022 |
| Profit Factor | 2.0635 | 3.0143 | 0.9618 | 1.0235 | 1.125 | 0.8875 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Profitability (%) | 38.6139 | 38 | 39.2157 | 38.6139 | 38 | 39.2157 |
| Ratio Avg Win / Avg Loss | 3.2804 | 4.918 | 1.4908 | 1.6271 | 1.8356 | 1.3756 |
| Largest Winning Trade | 554217 | 554217 | 70553 | 415516 | 415516 | 151470 |
| Largest Losing Trade | -39618 | -39618 | -15211 | -198385 | -198385 | -45993 |
| Avg Bars in Trades | 53 | 37 | 69 | 53 | 37 | 69 |
| Avg Bars in Winners | 95 | 60 | 128 | 95 | 60 | 128 |
| Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
| Bars Traded | 5399 | 1876 | 3523 | 5399 | 1876 | 3523 |
| Profit Streak | 5.8585 | 14.5252 | 5.8585 | 5.8585 | 14.5252 | 5.8585 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 321768 | -170335 | -762660 | -374695 | -414177 | -762660 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5636,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760070974929,
"expiration_time": 1764923904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
459626.8635116466,
467271.8675333536,
-7645.0040217069,
28724.4530878627,
87588.4836937919,
-58864.0306059291
],
[
459.626864,
467.271868,
-7.645004,
28.724453,
87.588484,
-58.864031
],
[
0.244655,
0.248725,
-0.004069,
0.013441,
0.033491,
-0.047272
],
[
10,
10,
10,
10,
10,
10
],
[
-108428,
-95725,
-58865,
-384130,
-336054,
-128022
],
[
2.063495,
3.014286,
0.961814,
1.023471,
1.125019,
0.887502
],
[
101,
50,
51,
101,
50,
51
],
[
39,
19,
20,
39,
19,
20
],
[
62,
31,
31,
62,
31,
31
],
[
38.613861,
38,
39.215686,
38.613861,
38,
39.215686
],
[
3.280427,
4.918046,
1.490812,
1.627056,
1.835557,
1.375627
],
[
554217,
554217,
70553,
415516,
415516,
151470
],
[
-39618,
-39618,
-15211,
-198385,
-198385,
-45993
],
[
53,
37,
69,
53,
37,
69
],
[
95,
60,
128,
95,
60,
128
],
[
26,
23,
30,
26,
23,
30
],
[
5399,
1876,
3523,
5399,
1876,
3523
],
[
5.858506,
14.525173,
5.858506,
5.858506,
14.525173,
5.858506
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
321768,
-170335,
-762660,
-374695,
-414177,
-762660
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5636,
"evaluation_days": 1878.67,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1604160000000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760070974929,
"expiration_time": 1764923904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|