| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 482496.8266 | 450379.2297 | 32117.5969 | 70602.858 | 111217.269 | -40614.411 |
| Total P&L (%) | 482.4968 | 450.3792 | 32.1176 | 70.6029 | 111.2173 | -40.6144 |
| Avg Daily Profit (%) | 0.259 | 0.2417 | 0.0172 | 0.0287 | 0.0401 | -0.028 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -67405 | -70422 | -91094 | -179634 | -173999 | -169031 |
| Profit Factor | 2.132 | 3.4825 | 1.1312 | 1.0884 | 1.3193 | 0.9099 |
| Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 50.8475 | 44.8276 | 56.6667 | 50.8475 | 44.8276 | 56.6667 |
| Ratio Avg Win / Avg Loss | 2.0609 | 4.2862 | 0.865 | 1.0521 | 1.6237 | 0.6958 |
| Largest Winning Trade | 446735 | 446735 | 55435 | 202524 | 202524 | 73440 |
| Largest Losing Trade | -67405 | -33679 | -67405 | -97593 | -97593 | -97115 |
| Avg Bars in Trades | 123 | 108 | 137 | 123 | 108 | 137 |
| Avg Bars in Winners | 160 | 148 | 169 | 160 | 148 | 169 |
| Avg Bars in Losers | 85 | 76 | 95 | 85 | 76 | 95 |
| Bars Traded | 7279 | 3160 | 4119 | 7279 | 3160 | 4119 |
| Profit Streak | 0 | 45.7766 | 0 | 0 | 45.7766 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167209 | 472658 | -249805 | -457274 | -139479 | -579961 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7452,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1600884000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759019899108,
"expiration_time": 1763544096000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 139,
"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": [
[
482496.8266124717,
450379.2297364962,
32117.5968759753,
70602.8579914035,
111217.268972312,
-40614.4109809085
],
[
482.496827,
450.37923,
32.117597,
70.602858,
111.217269,
-40.614411
],
[
0.258989,
0.241749,
0.01724,
0.028677,
0.040143,
-0.027968
],
[
10,
10,
10,
10,
10,
10
],
[
-67405,
-70422,
-91094,
-179634,
-173999,
-169031
],
[
2.13201,
3.482504,
1.131195,
1.088375,
1.319276,
0.909858
],
[
59,
29,
30,
59,
29,
30
],
[
30,
13,
17,
30,
13,
17
],
[
29,
16,
13,
29,
16,
13
],
[
50.847458,
44.827586,
56.666667,
50.847458,
44.827586,
56.666667
],
[
2.060943,
4.286159,
0.865031,
1.052096,
1.623725,
0.695774
],
[
446735,
446735,
55435,
202524,
202524,
73440
],
[
-67405,
-33679,
-67405,
-97593,
-97593,
-97115
],
[
123,
108,
137,
123,
108,
137
],
[
160,
148,
169,
160,
148,
169
],
[
85,
76,
95,
85,
76,
95
],
[
7279,
3160,
4119,
7279,
3160,
4119
],
[
0,
45.77661,
0,
0,
45.77661,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167209,
472658,
-249805,
-457274,
-139479,
-579961
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7452,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1600884000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759019899108,
"expiration_time": 1763544096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 145,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 139,
"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) |
|---|