| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 704061.834 | 579585.2024 | 124476.6316 | 1113292.6268 | 268223.433 | 845069.1937 |
| Total P&L (%) | 704.0618 | 579.5852 | 124.4766 | 1113.2926 | 268.2234 | 845.0692 |
| Avg Daily Profit (%) | 0.378 | 0.3111 | 0.0668 | 0.1341 | 0.07 | 0.1206 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -98620 | -68842 | -72549 | -1320152 | -974125 | -346026 |
| Profit Factor | 2.4616 | 3.1156 | 1.5992 | 1.2697 | 1.1077 | 1.5163 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
| Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
| Profitability (%) | 35.5556 | 24.4444 | 46.6667 | 35.5556 | 24.4444 | 46.6667 |
| Ratio Avg Win / Avg Loss | 4.4616 | 9.63 | 1.8276 | 2.3013 | 3.4237 | 1.7329 |
| Largest Winning Trade | 477938 | 477938 | 59870 | 629211 | 629211 | 371935 |
| Largest Losing Trade | -27518 | -26330 | -27518 | -204407 | -183961 | -204407 |
| Avg Bars in Trades | 121 | 103 | 138 | 121 | 103 | 138 |
| Avg Bars in Winners | 241 | 270 | 226 | 241 | 270 | 226 |
| Avg Bars in Losers | 55 | 50 | 62 | 55 | 50 | 62 |
| Bars Traded | 10920 | 4678 | 6242 | 10920 | 4678 | 6242 |
| 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 | 319413 | -17256 | -101918 | -17990 | -232651 | -30240 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600056000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758825286257,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 191,
"offset": 0,
"std": 2.71025
}
}
}
{
"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": [
[
704061.8340282548,
579585.2024208002,
124476.6316074547,
1113292.6267581228,
268223.4330278825,
845069.1937302409
],
[
704.061834,
579.585202,
124.476632,
1113.292627,
268.223433,
845.069194
],
[
0.377953,
0.311132,
0.066821,
0.134075,
0.07,
0.120647
],
[
10,
10,
10,
10,
10,
10
],
[
-98620,
-68842,
-72549,
-1320152,
-974125,
-346026
],
[
2.461575,
3.115576,
1.599155,
1.269686,
1.107668,
1.516265
],
[
90,
45,
45,
90,
45,
45
],
[
32,
11,
21,
32,
11,
21
],
[
58,
34,
24,
58,
34,
24
],
[
35.555556,
24.444444,
46.666667,
35.555556,
24.444444,
46.666667
],
[
4.461604,
9.629963,
1.827606,
2.301306,
3.423701,
1.732875
],
[
477938,
477938,
59870,
629211,
629211,
371935
],
[
-27518,
-26330,
-27518,
-204407,
-183961,
-204407
],
[
121,
103,
138,
121,
103,
138
],
[
241,
270,
226,
241,
270,
226
],
[
55,
50,
62,
55,
50,
62
],
[
10920,
4678,
6242,
10920,
4678,
6242
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
319413,
-17256,
-101918,
-17990,
-232651,
-30240
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1600056000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758825286257,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 191,
"offset": 0,
"std": 2.71025
}
}
}
| # | 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) |
|---|