| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 568278.8999 | 631258.0176 | -62979.1177 | -73266.5885 | 46117.8243 | -119384.4128 |
| Total P&L (%) | 568.2789 | 631.258 | -62.9791 | -73.2666 | 46.1178 | -119.3844 |
| Avg Daily Profit (%) | 0.3036 | 0.3372 | -0.0336 | -0.0705 | 0.0203 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -309199 | -250484 | -80441 | -619041 | -489554 | -136523 |
| Profit Factor | 1.5048 | 1.8608 | 0.8395 | 0.9485 | 1.0485 | 0.7468 |
| Total Trades | 499 | 249 | 250 | 499 | 249 | 250 |
| Winning Trades | 192 | 81 | 111 | 192 | 81 | 111 |
| Losing Trades | 307 | 168 | 139 | 307 | 168 | 139 |
| Profitability (%) | 38.477 | 32.5301 | 44.4 | 38.477 | 32.5301 | 44.4 |
| Ratio Avg Win / Avg Loss | 2.4061 | 3.8594 | 1.0513 | 1.5165 | 2.1748 | 0.9352 |
| Largest Winning Trade | 617452 | 617452 | 18190 | 444906 | 444906 | 52393 |
| Largest Losing Trade | -37327 | -37327 | -12284 | -74803 | -74803 | -39771 |
| Avg Bars in Trades | 44 | 77 | 11 | 44 | 77 | 11 |
| Avg Bars in Winners | 69 | 148 | 11 | 69 | 148 | 11 |
| Avg Bars in Losers | 28 | 43 | 11 | 28 | 43 | 11 |
| Bars Traded | 22157 | 19273 | 2884 | 22157 | 19273 | 2884 |
| Profit Streak | 0 | 11.0321 | 0 | 0 | 11.0321 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 341852 | 264112 | -580258 | -579873 | -338888 | -581925 |
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22462,
"evaluation_days": 1871.83,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1598551200000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759553171123,
"expiration_time": 1765372550400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 13,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
568278.89985927,
631258.0175898137,
-62979.117730545,
-73266.5884836154,
46117.8242761929,
-119384.4127598083
],
[
568.2789,
631.258018,
-62.979118,
-73.266588,
46.117824,
-119.384413
],
[
0.303595,
0.337241,
-0.033646,
-0.070455,
0.020263,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-309199,
-250484,
-80441,
-619041,
-489554,
-136523
],
[
1.50477,
1.860765,
0.839523,
0.948459,
1.048546,
0.746811
],
[
499,
249,
250,
499,
249,
250
],
[
192,
81,
111,
192,
81,
111
],
[
307,
168,
139,
307,
168,
139
],
[
38.476954,
32.53012,
44.4,
38.476954,
32.53012,
44.4
],
[
2.406065,
3.859365,
1.051294,
1.516546,
2.174761,
0.935195
],
[
617452,
617452,
18190,
444906,
444906,
52393
],
[
-37327,
-37327,
-12284,
-74803,
-74803,
-39771
],
[
44,
77,
11,
44,
77,
11
],
[
69,
148,
11,
69,
148,
11
],
[
28,
43,
11,
28,
43,
11
],
[
22157,
19273,
2884,
22157,
19273,
2884
],
[
0,
11.032073,
0,
0,
11.032073,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
341852,
264112,
-580258,
-579873,
-338888,
-581925
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 22462,
"evaluation_days": 1871.83,
"actual_first_datapoint_time": 1597788000000,
"first_datapoint_time": 1598551200000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759553171123,
"expiration_time": 1765372550400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 13,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|