| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 727221.4264 | 636752.4332 | 90468.9932 | 639763.0693 | 356669.5201 | 283093.5491 |
| Total P&L (%) | 727.2214 | 636.7524 | 90.469 | 639.7631 | 356.6695 | 283.0935 |
| Avg Daily Profit (%) | 0.3876 | 0.3394 | 0.0482 | 0.1067 | 0.081 | 0.0716 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90422 | -70212 | -41737 | -987567 | -837486 | -372257 |
| Profit Factor | 2.4878 | 3.2112 | 1.4505 | 1.1794 | 1.1683 | 1.1958 |
| Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
| Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
| Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
| Profitability (%) | 35.3535 | 30.6122 | 40 | 35.3535 | 30.6122 | 40 |
| Ratio Avg Win / Avg Loss | 4.5491 | 7.2787 | 2.1758 | 2.1567 | 2.6481 | 1.7937 |
| Largest Winning Trade | 555968 | 555968 | 57807 | 577589 | 577589 | 320790 |
| Largest Losing Trade | -56659 | -56659 | -19329 | -229057 | -229057 | -189099 |
| Avg Bars in Trades | 111 | 127 | 94 | 111 | 127 | 94 |
| Avg Bars in Winners | 180 | 213 | 155 | 180 | 213 | 155 |
| Avg Bars in Losers | 73 | 89 | 53 | 73 | 89 | 53 |
| Bars Traded | 10991 | 6264 | 4727 | 10991 | 6264 | 4727 |
| 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 | 322214 | 285230 | -310347 | -77590 | -126612 | -285312 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11258,
"evaluation_days": 1876.33,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1601092800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759898163875,
"expiration_time": 1764745056000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 25,
"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": [
[
727221.4264045706,
636752.4331635678,
90468.9932410029,
639763.0692619721,
356669.5201132841,
283093.5491486876
],
[
727.221426,
636.752433,
90.468993,
639.763069,
356.66952,
283.093549
],
[
0.387577,
0.339361,
0.048216,
0.10671,
0.080977,
0.071607
],
[
10,
10,
10,
10,
10,
10
],
[
-90422,
-70212,
-41737,
-987567,
-837486,
-372257
],
[
2.487814,
3.211202,
1.450501,
1.179425,
1.168258,
1.195798
],
[
99,
49,
50,
99,
49,
50
],
[
35,
15,
20,
35,
15,
20
],
[
64,
34,
30,
64,
34,
30
],
[
35.353535,
30.612245,
40,
35.353535,
30.612245,
40
],
[
4.549145,
7.278724,
2.175752,
2.156664,
2.648051,
1.793698
],
[
555968,
555968,
57807,
577589,
577589,
320790
],
[
-56659,
-56659,
-19329,
-229057,
-229057,
-189099
],
[
111,
127,
94,
111,
127,
94
],
[
180,
213,
155,
180,
213,
155
],
[
73,
89,
53,
73,
89,
53
],
[
10991,
6264,
4727,
10991,
6264,
4727
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322214,
285230,
-310347,
-77590,
-126612,
-285312
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11258,
"evaluation_days": 1876.33,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1601092800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759898163875,
"expiration_time": 1764745056000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 231,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 25,
"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) |
|---|