| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 321062.7951 | 281919.5213 | 39143.2738 | 49905.3153 | 33148.1236 | 16757.1917 |
| Total P&L (%) | 321.0628 | 281.9195 | 39.1433 | 49.9053 | 33.1481 | 16.7572 |
| Avg Daily Profit (%) | 0.1719 | 0.151 | 0.021 | 0.0217 | 0.0153 | 0.0083 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162845 | -130623 | -162434 | -112628 | -95016 | -69792 |
| Profit Factor | 1.2425 | 1.4274 | 1.0589 | 1.0509 | 1.0664 | 1.0349 |
| Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
| Winning Trades | 198 | 90 | 108 | 198 | 90 | 108 |
| Losing Trades | 200 | 109 | 91 | 200 | 109 | 91 |
| Profitability (%) | 49.7487 | 45.2261 | 54.2714 | 49.7487 | 45.2261 | 54.2714 |
| Ratio Avg Win / Avg Loss | 1.255 | 1.7287 | 0.8922 | 1.0616 | 1.2916 | 0.872 |
| Largest Winning Trade | 78603 | 78603 | 43376 | 52770 | 52770 | 27582 |
| Largest Losing Trade | -52913 | -26439 | -52913 | -32438 | -32438 | -31074 |
| Avg Bars in Trades | 55 | 61 | 48 | 55 | 61 | 48 |
| Avg Bars in Winners | 58 | 70 | 48 | 58 | 70 | 48 |
| Avg Bars in Losers | 52 | 54 | 48 | 52 | 54 | 48 |
| Bars Traded | 22003 | 12329 | 9674 | 22003 | 12329 | 9674 |
| 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 | 327468 | 280993 | -323504 | -327744 | -324027 | -373590 |
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22408,
"evaluation_days": 1867.33,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599530400000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759166695730,
"expiration_time": 1764969753600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 51,
"offset": 0,
"std": 3.86266
}
}
} {
"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": [
[
321062.795117101,
281919.5213368859,
39143.2737802153,
49905.3152717802,
33148.1235974987,
16757.1916742818
],
[
321.062795,
281.919521,
39.143274,
49.905315,
33.148124,
16.757192
],
[
0.171937,
0.150975,
0.020962,
0.021682,
0.015333,
0.008297
],
[
10,
10,
10,
10,
10,
10
],
[
-162845,
-130623,
-162434,
-112628,
-95016,
-69792
],
[
1.242487,
1.427398,
1.058913,
1.050944,
1.066421,
1.034871
],
[
398,
199,
199,
398,
199,
199
],
[
198,
90,
108,
198,
90,
108
],
[
200,
109,
91,
200,
109,
91
],
[
49.748744,
45.226131,
54.271357,
49.748744,
45.226131,
54.271357
],
[
1.255037,
1.728737,
0.892232,
1.06156,
1.291554,
0.871975
],
[
78603,
78603,
43376,
52770,
52770,
27582
],
[
-52913,
-26439,
-52913,
-32438,
-32438,
-31074
],
[
55,
61,
48,
55,
61,
48
],
[
58,
70,
48,
58,
70,
48
],
[
52,
54,
48,
52,
54,
48
],
[
22003,
12329,
9674,
22003,
12329,
9674
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327468,
280993,
-323504,
-327744,
-324027,
-373590
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22408,
"evaluation_days": 1867.33,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599530400000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759166695730,
"expiration_time": 1764969753600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 51,
"offset": 0,
"std": 3.86266
}
}
}
| # | 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) |
|---|