| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1083383.661 | 948602.9463 | 134780.7147 | 2050442.8956 | 354464.71 | 1695978.1856 |
| Total P&L (%) | 1083.3837 | 948.6029 | 134.7807 | 2050.4429 | 354.4647 | 1695.9782 |
| Avg Daily Profit (%) | 0.5816 | 0.5092 | 0.0724 | 0.1648 | 0.0813 | 0.1552 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79161 | -73616 | -46000 | -2978723 | -2687556 | -1616454 |
| Profit Factor | 3.7375 | 5.0549 | 1.8329 | 1.167 | 1.0492 | 1.3337 |
| Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
| Profitability (%) | 48.6111 | 41.6667 | 55.5556 | 48.6111 | 41.6667 | 55.5556 |
| Ratio Avg Win / Avg Loss | 3.9511 | 7.0768 | 1.4663 | 1.2336 | 1.4689 | 1.0669 |
| Largest Winning Trade | 805190 | 805190 | 55178 | 2196542 | 2196542 | 1365085 |
| Largest Losing Trade | -28417 | -28417 | -24830 | -870996 | -867485 | -870996 |
| Avg Bars in Trades | 147 | 162 | 133 | 147 | 162 | 133 |
| Avg Bars in Winners | 202 | 240 | 174 | 202 | 240 | 174 |
| Avg Bars in Losers | 96 | 107 | 81 | 96 | 107 | 81 |
| Bars Traded | 10647 | 5856 | 4791 | 10647 | 5856 | 4791 |
| 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 | -66149 | 549829 | -93250 | -113450 | -253999 | 311833 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1603396800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892249952,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 239,
"offset": 152
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 248,
"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": [
[
1083383.660981442,
948602.9462720556,
134780.7147093863,
2050442.8956100852,
354464.7099895084,
1695978.1856205747
],
[
1083.383661,
948.602946,
134.780715,
2050.442896,
354.46471,
1695.978186
],
[
0.581579,
0.509227,
0.072353,
0.164845,
0.081305,
0.15516
],
[
10,
10,
10,
10,
10,
10
],
[
-79161,
-73616,
-46000,
-2978723,
-2687556,
-1616454
],
[
3.737484,
5.054881,
1.832916,
1.166961,
1.049246,
1.33365
],
[
72,
36,
36,
72,
36,
36
],
[
35,
15,
20,
35,
15,
20
],
[
37,
21,
16,
37,
21,
16
],
[
48.611111,
41.666667,
55.555556,
48.611111,
41.666667,
55.555556
],
[
3.951055,
7.076833,
1.466333,
1.233644,
1.468944,
1.06692
],
[
805190,
805190,
55178,
2196542,
2196542,
1365085
],
[
-28417,
-28417,
-24830,
-870996,
-867485,
-870996
],
[
147,
162,
133,
147,
162,
133
],
[
202,
240,
174,
202,
240,
174
],
[
96,
107,
81,
96,
107,
81
],
[
10647,
5856,
4791,
10647,
5856,
4791
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-66149,
549829,
-93250,
-113450,
-253999,
311833
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1603396800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758892249952,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 239,
"offset": 152
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 248,
"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) |
|---|