| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 581438.8982 | 614551.295 | -33112.3969 | -54882.8484 | 42385.5866 | -97268.435 |
| Total P&L (%) | 581.4389 | 614.5513 | -33.1124 | -54.8828 | 42.3856 | -97.2684 |
| Avg Daily Profit (%) | 0.3114 | 0.3291 | -0.0177 | -0.0426 | 0.0189 | -0.1926 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174208 | -153959 | -73580 | -359243 | -288353 | -117336 |
| Profit Factor | 1.7792 | 2.1207 | 0.8327 | 0.9323 | 1.071 | 0.5447 |
| Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
| Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
| Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
| Profitability (%) | 40.9836 | 34.4262 | 47.541 | 40.9836 | 34.4262 | 47.541 |
| Ratio Avg Win / Avg Loss | 2.562 | 4.0395 | 0.9188 | 1.3425 | 2.0399 | 0.6011 |
| Largest Winning Trade | 647688 | 647688 | 24680 | 338171 | 338171 | 19211 |
| Largest Losing Trade | -47450 | -47450 | -20314 | -121241 | -121241 | -37887 |
| Avg Bars in Trades | 181 | 305 | 57 | 181 | 305 | 57 |
| Avg Bars in Winners | 225 | 451 | 61 | 225 | 451 | 61 |
| Avg Bars in Losers | 151 | 228 | 54 | 151 | 228 | 54 |
| Bars Traded | 22140 | 18612 | 3528 | 22140 | 18612 | 3528 |
| 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 | 330519 | -154840 | -743414 | -582294 | -478958 | -743414 |
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22407,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599537600000,
"last_datapoint_time": 1759154400000,
"evaluation_time": 1759160716199,
"expiration_time": 1764962294400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 140,
"offset": 104
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 101,
"offset": 0,
"scalar": 5
}
}
} {
"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": [
[
581438.8981634821,
614551.2950247448,
-33112.3968612628,
-54882.8483849379,
42385.5865981214,
-97268.4349830594
],
[
581.438898,
614.551295,
-33.112397,
-54.882848,
42.385587,
-97.268435
],
[
0.311388,
0.329121,
-0.017733,
-0.042616,
0.018926,
-0.192627
],
[
10,
10,
10,
10,
10,
10
],
[
-174208,
-153959,
-73580,
-359243,
-288353,
-117336
],
[
1.779153,
2.12072,
0.832674,
0.932325,
1.070958,
0.544713
],
[
122,
61,
61,
122,
61,
61
],
[
50,
21,
29,
50,
21,
29
],
[
72,
40,
32,
72,
40,
32
],
[
40.983607,
34.42623,
47.540984,
40.983607,
34.42623,
47.540984
],
[
2.56198,
4.039466,
0.918812,
1.342547,
2.039921,
0.601063
],
[
647688,
647688,
24680,
338171,
338171,
19211
],
[
-47450,
-47450,
-20314,
-121241,
-121241,
-37887
],
[
181,
305,
57,
181,
305,
57
],
[
225,
451,
61,
225,
451,
61
],
[
151,
228,
54,
151,
228,
54
],
[
22140,
18612,
3528,
22140,
18612,
3528
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330519,
-154840,
-743414,
-582294,
-478958,
-743414
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22407,
"evaluation_days": 1867.25,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1599537600000,
"last_datapoint_time": 1759154400000,
"evaluation_time": 1759160716199,
"expiration_time": 1764962294400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 140,
"offset": 104
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 101,
"offset": 0,
"scalar": 5
}
}
}
| # | 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) |
|---|