| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 116955.4904 | 58679.5049 | 58275.9855 | 91612.4938 | 48003.5134 | 43608.9804 |
| Total P&L (%) | 116.9555 | 58.6795 | 58.276 | 91.6125 | 48.0035 | 43.609 |
| Avg Daily Profit (%) | 0.2246 | 0.1127 | 0.1119 | 0.1249 | 0.0753 | 0.0695 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -55976 | -46874 | -53918 | -107121 | -61854 | -89866 |
| Profit Factor | 1.2368 | 1.269 | 1.2114 | 1.1191 | 1.1509 | 1.0967 |
| Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
| Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
| Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
| Profitability (%) | 49.1525 | 48.3051 | 50 | 49.1525 | 48.3051 | 50 |
| Ratio Avg Win / Avg Loss | 1.2795 | 1.358 | 1.2114 | 1.1577 | 1.2316 | 1.0967 |
| Largest Winning Trade | 44218 | 44218 | 21527 | 38156 | 38156 | 25661 |
| Largest Losing Trade | -28015 | -28015 | -18308 | -38275 | -38275 | -37403 |
| Avg Bars in Trades | 104 | 106 | 102 | 104 | 106 | 102 |
| Avg Bars in Winners | 106 | 104 | 107 | 106 | 104 | 107 |
| Avg Bars in Losers | 103 | 108 | 98 | 103 | 108 | 98 |
| Bars Traded | 24745 | 12594 | 12151 | 24745 | 12594 | 12151 |
| Profit Streak | 5.3548 | 6.6465 | 5.3548 | 5.3548 | 6.6465 | 5.3548 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325594 | -44227 | -44957 | -114244 | -149247 | -216324 |
{
"trading_pair": "DOT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714816800000,
"first_datapoint_time": 1715182200000,
"last_datapoint_time": 1759815000000,
"evaluation_time": 1759816858003,
"expiration_time": 1766295000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 237,
"offset": 0,
"std": 4.86285
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 204,
"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": [
[
116955.4904237557,
58679.5049042858,
58275.9855194699,
91612.4938110076,
48003.5133826635,
43608.9804283442
],
[
116.95549,
58.679505,
58.275986,
91.612494,
48.003513,
43.60898
],
[
0.224556,
0.112665,
0.111891,
0.124937,
0.075305,
0.069514
],
[
10,
10,
10,
10,
10,
10
],
[
-55976,
-46874,
-53918,
-107121,
-61854,
-89866
],
[
1.236833,
1.268981,
1.211393,
1.119083,
1.150882,
1.096659
],
[
236,
118,
118,
236,
118,
118
],
[
116,
57,
59,
116,
57,
59
],
[
120,
61,
59,
120,
61,
59
],
[
49.152542,
48.305085,
50,
49.152542,
48.305085,
50
],
[
1.279483,
1.358033,
1.211393,
1.157672,
1.231645,
1.096659
],
[
44218,
44218,
21527,
38156,
38156,
25661
],
[
-28015,
-28015,
-18308,
-38275,
-38275,
-37403
],
[
104,
106,
102,
104,
106,
102
],
[
106,
104,
107,
106,
104,
107
],
[
103,
108,
98,
103,
108,
98
],
[
24745,
12594,
12151,
24745,
12594,
12151
],
[
5.354838,
6.646505,
5.354838,
5.354838,
6.646505,
5.354838
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325594,
-44227,
-44957,
-114244,
-149247,
-216324
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714816800000,
"first_datapoint_time": 1715182200000,
"last_datapoint_time": 1759815000000,
"evaluation_time": 1759816858003,
"expiration_time": 1766295000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 237,
"offset": 0,
"std": 4.86285
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 204,
"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) |
|---|