| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 607587.6656 | 507406.4456 | 100181.2201 | 778910.9393 | -127126.1173 | 906037.0566 |
| Total P&L (%) | 607.5877 | 507.4064 | 100.1812 | 778.9109 | -127.1261 | 906.0371 |
| Avg Daily Profit (%) | 0.3262 | 0.2724 | 0.0538 | 0.1167 | 0 | 0.124 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -88983 | -62219 | -37474 | -1402138 | -1115100 | -506311 |
| Profit Factor | 3.1696 | 4.2351 | 1.8132 | 1.2332 | 0.9398 | 1.7366 |
| Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
| Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
| Profitability (%) | 39.0625 | 37.5 | 40.625 | 39.0625 | 37.5 | 40.625 |
| Ratio Avg Win / Avg Loss | 4.9446 | 7.0585 | 2.65 | 1.9237 | 1.5663 | 2.5382 |
| Largest Winning Trade | 495540 | 495540 | 55056 | 510127 | 492608 | 510127 |
| Largest Losing Trade | -24350 | -21702 | -24350 | -495037 | -495037 | -203913 |
| Avg Bars in Trades | 166 | 125 | 207 | 166 | 125 | 207 |
| Avg Bars in Winners | 349 | 240 | 450 | 349 | 240 | 450 |
| Avg Bars in Losers | 49 | 57 | 41 | 49 | 57 | 41 |
| Bars Traded | 10662 | 4030 | 6632 | 10662 | 4030 | 6632 |
| 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 | -132857 | 395890 | -121339 | -183972 | -582893 | -27433 |
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1601236800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758880435905,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 241,
"offset": 0,
"a": 0.15015
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
607587.6656413365,
507406.4455764047,
100181.2200649316,
778910.9393137489,
-127126.1173291979,
906037.0566429459
],
[
607.587666,
507.406446,
100.18122,
778.910939,
-127.126117,
906.037057
],
[
0.326164,
0.272385,
0.053779,
0.116746,
0,
0.124007
],
[
10,
10,
10,
10,
10,
10
],
[
-88983,
-62219,
-37474,
-1402138,
-1115100,
-506311
],
[
3.169596,
4.235074,
1.813152,
1.233166,
0.939769,
1.736647
],
[
64,
32,
32,
64,
32,
32
],
[
25,
12,
13,
25,
12,
13
],
[
39,
20,
19,
39,
20,
19
],
[
39.0625,
37.5,
40.625,
39.0625,
37.5,
40.625
],
[
4.94457,
7.058457,
2.649992,
1.923739,
1.566281,
2.538176
],
[
495540,
495540,
55056,
510127,
492608,
510127
],
[
-24350,
-21702,
-24350,
-495037,
-495037,
-203913
],
[
166,
125,
207,
166,
125,
207
],
[
349,
240,
450,
349,
240,
450
],
[
49,
57,
41,
49,
57,
41
],
[
10662,
4030,
6632,
10662,
4030,
6632
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-132857,
395890,
-121339,
-183972,
-582893,
-27433
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 11177,
"evaluation_days": 1862.83,
"actual_first_datapoint_time": 1597780800000,
"first_datapoint_time": 1601236800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758880435905,
"expiration_time": 1763543664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 241,
"offset": 0,
"a": 0.15015
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|