| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 793339.7707 | 700177.2454 | 93162.5253 | 537888.338 | 499736.5717 | 38151.7663 |
| Total P&L (%) | 793.3398 | 700.1772 | 93.1625 | 537.8883 | 499.7366 | 38.1518 |
| Avg Daily Profit (%) | 0.4249 | 0.375 | 0.0499 | 0.0993 | 0.096 | 0.0173 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162124 | -110608 | -88081 | -930770 | -529557 | -513304 |
| Profit Factor | 2.4644 | 3.4264 | 1.3679 | 1.2372 | 1.4347 | 1.0341 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
| Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
| Profitability (%) | 47 | 40 | 54 | 47 | 40 | 54 |
| Ratio Avg Win / Avg Loss | 2.779 | 5.1397 | 1.1653 | 1.3951 | 2.1521 | 0.8809 |
| Largest Winning Trade | 668930 | 668930 | 60825 | 867762 | 867762 | 164528 |
| Largest Losing Trade | -41782 | -40548 | -41782 | -372066 | -158489 | -372066 |
| Avg Bars in Trades | 220 | 205 | 236 | 220 | 205 | 236 |
| Avg Bars in Winners | 311 | 317 | 307 | 311 | 317 | 307 |
| Avg Bars in Losers | 140 | 131 | 152 | 140 | 131 | 152 |
| Bars Traded | 22094 | 10285 | 11809 | 22094 | 10285 | 11809 |
| 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 | 495223 | -167857 | -305310 | -61191 | -246742 | -536307 |
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22404,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599559200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759139389024,
"expiration_time": 1764939916800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 220,
"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": [
[
793339.7706799188,
700177.2454276892,
93162.5252522299,
537888.3380131,
499736.5717319971,
38151.7662811034
],
[
793.339771,
700.177245,
93.162525,
537.888338,
499.736572,
38.151766
],
[
0.424928,
0.375028,
0.0499,
0.099299,
0.095992,
0.017312
],
[
10,
10,
10,
10,
10,
10
],
[
-162124,
-110608,
-88081,
-930770,
-529557,
-513304
],
[
2.464378,
3.426445,
1.367943,
1.237198,
1.434724,
1.034121
],
[
100,
50,
50,
100,
50,
50
],
[
47,
20,
27,
47,
20,
27
],
[
53,
30,
23,
53,
30,
23
],
[
47,
40,
54,
47,
40,
54
],
[
2.77898,
5.139668,
1.165285,
1.395138,
2.152086,
0.880918
],
[
668930,
668930,
60825,
867762,
867762,
164528
],
[
-41782,
-40548,
-41782,
-372066,
-158489,
-372066
],
[
220,
205,
236,
220,
205,
236
],
[
311,
317,
307,
311,
317,
307
],
[
140,
131,
152,
140,
131,
152
],
[
22094,
10285,
11809,
22094,
10285,
11809
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
495223,
-167857,
-305310,
-61191,
-246742,
-536307
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22404,
"evaluation_days": 1867,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599559200000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759139389024,
"expiration_time": 1764939916800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 247,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 220,
"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) |
|---|