| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 422640.2415 | 370092.6559 | 52547.5855 | 180906.2628 | 58449.6794 | 122456.5834 |
| Total P&L (%) | 422.6402 | 370.0927 | 52.5476 | 180.9063 | 58.4497 | 122.4566 |
| Avg Daily Profit (%) | 0.2269 | 0.1987 | 0.0282 | 0.0555 | 0.0247 | 0.0429 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125257 | -68537 | -120251 | -336465 | -241331 | -170826 |
| Profit Factor | 1.9686 | 2.7722 | 1.231 | 1.1902 | 1.1206 | 1.2624 |
| Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
| Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
| Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
| Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
| Ratio Avg Win / Avg Loss | 2.5519 | 3.8385 | 1.4947 | 1.5428 | 1.5516 | 1.5329 |
| Largest Winning Trade | 320696 | 320696 | 57811 | 152333 | 122322 | 152333 |
| Largest Losing Trade | -48472 | -44104 | -48472 | -145651 | -66873 | -145651 |
| Avg Bars in Trades | 114 | 91 | 137 | 114 | 91 | 137 |
| Avg Bars in Winners | 189 | 144 | 231 | 189 | 144 | 231 |
| Avg Bars in Losers | 57 | 53 | 60 | 57 | 53 | 60 |
| Bars Traded | 7122 | 2847 | 4275 | 7122 | 2847 | 4275 |
| 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 | -149696 | 350059 | -158621 | -290399 | -250562 | -136526 |
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7452,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758905333659,
"expiration_time": 1763544096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 148,
"offset": 127,
"std": 4.3949
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 34,
"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": [
[
422640.2414796909,
370092.655932899,
52547.5855467914,
180906.262803952,
58449.6793991281,
122456.5834048238
],
[
422.640241,
370.092656,
52.547586,
180.906263,
58.449679,
122.456583
],
[
0.22686,
0.198654,
0.028206,
0.055456,
0.024709,
0.042927
],
[
10,
10,
10,
10,
10,
10
],
[
-125257,
-68537,
-120251,
-336465,
-241331,
-170826
],
[
1.968597,
2.772215,
1.230966,
1.190153,
1.120601,
1.262377
],
[
62,
31,
31,
62,
31,
31
],
[
27,
13,
14,
27,
13,
14
],
[
35,
18,
17,
35,
18,
17
],
[
43.548387,
41.935484,
45.16129,
43.548387,
41.935484,
45.16129
],
[
2.551885,
3.838452,
1.494744,
1.54279,
1.551601,
1.532886
],
[
320696,
320696,
57811,
152333,
122322,
152333
],
[
-48472,
-44104,
-48472,
-145651,
-66873,
-145651
],
[
114,
91,
137,
114,
91,
137
],
[
189,
144,
231,
189,
144,
231
],
[
57,
53,
60,
57,
53,
60
],
[
7122,
2847,
4275,
7122,
2847,
4275
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-149696,
350059,
-158621,
-290399,
-250562,
-136526
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 7452,
"evaluation_days": 1863,
"actual_first_datapoint_time": 1597773600000,
"first_datapoint_time": 1600948800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758905333659,
"expiration_time": 1763544096000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 148,
"offset": 127,
"std": 4.3949
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 34,
"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) |
|---|