| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 473025.2837 | 378661.0803 | 94364.2033 | 636886.8118 | 147705.1012 | 489181.7106 |
| Total P&L (%) | 473.0253 | 378.6611 | 94.3642 | 636.8868 | 147.7051 | 489.1817 |
| Avg Daily Profit (%) | 0.254 | 0.2033 | 0.0507 | 0.1073 | 0.0487 | 0.0953 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -86242 | -92711 | -62680 | -558033 | -626698 | -263903 |
| Profit Factor | 1.7778 | 2.2249 | 1.3156 | 1.1889 | 1.0828 | 1.308 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
| Profitability (%) | 41.1765 | 35.5932 | 46.6667 | 41.1765 | 35.5932 | 46.6667 |
| Ratio Avg Win / Avg Loss | 2.5397 | 4.026 | 1.5035 | 1.6984 | 1.9594 | 1.4949 |
| Largest Winning Trade | 207013 | 207013 | 53060 | 304258 | 288769 | 304258 |
| Largest Losing Trade | -29762 | -22982 | -29762 | -186315 | -183751 | -186315 |
| Avg Bars in Trades | 184 | 172 | 195 | 184 | 172 | 195 |
| Avg Bars in Winners | 280 | 295 | 269 | 280 | 295 | 269 |
| Avg Bars in Losers | 116 | 104 | 131 | 116 | 104 | 131 |
| Bars Traded | 21919 | 10186 | 11733 | 21919 | 10186 | 11733 |
| 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 | 300187 | -170676 | -294430 | -64081 | -438744 | -236106 |
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22347,
"evaluation_days": 1862.25,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599242400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758867533265,
"expiration_time": 1764514742400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 141,
"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": [
[
473025.2836706896,
378661.0803250397,
94364.20334565,
636886.8117887557,
147705.1012254916,
489181.7105632642
],
[
473.025284,
378.66108,
94.364203,
636.886812,
147.705101,
489.181711
],
[
0.254007,
0.203335,
0.050672,
0.107308,
0.04872,
0.095283
],
[
10,
10,
10,
10,
10,
10
],
[
-86242,
-92711,
-62680,
-558033,
-626698,
-263903
],
[
1.777776,
2.224894,
1.315558,
1.188875,
1.082799,
1.30803
],
[
119,
59,
60,
119,
59,
60
],
[
49,
21,
28,
49,
21,
28
],
[
70,
38,
32,
70,
38,
32
],
[
41.176471,
35.59322,
46.666667,
41.176471,
35.59322,
46.666667
],
[
2.53968,
4.026,
1.503495,
1.698393,
1.95935,
1.494891
],
[
207013,
207013,
53060,
304258,
288769,
304258
],
[
-29762,
-22982,
-29762,
-186315,
-183751,
-186315
],
[
184,
172,
195,
184,
172,
195
],
[
280,
295,
269,
280,
295,
269
],
[
116,
104,
131,
116,
104,
131
],
[
21919,
10186,
11733,
21919,
10186,
11733
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
300187,
-170676,
-294430,
-64081,
-438744,
-236106
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22347,
"evaluation_days": 1862.25,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599242400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758867533265,
"expiration_time": 1764514742400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 203,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 141,
"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) |
|---|