| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 887943.6307 | 845550.0113 | 42393.6194 | 257831.3044 | -3579.0678 | 261410.3722 |
| Total P&L (%) | 887.9436 | 845.55 | 42.3936 | 257.8313 | -3.5791 | 261.4104 |
| Avg Daily Profit (%) | 0.475 | 0.4523 | 0.0227 | 0.0682 | -0.002 | 0.0688 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135729 | -90302 | -70587 | -1664439 | -1177992 | -847472 |
| Profit Factor | 2.6352 | 4.2324 | 1.1506 | 1.0528 | 0.9985 | 1.1042 |
| Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
| Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
| Profitability (%) | 43.8849 | 44.9275 | 42.8571 | 43.8849 | 44.9275 | 42.8571 |
| Ratio Avg Win / Avg Loss | 3.3696 | 5.1881 | 1.5342 | 1.3462 | 1.224 | 1.4722 |
| Largest Winning Trade | 861289 | 861289 | 67484 | 818063 | 818063 | 715470 |
| Largest Losing Trade | -33024 | -26410 | -33024 | -405879 | -293745 | -405879 |
| Avg Bars in Trades | 39 | 33 | 44 | 39 | 33 | 44 |
| Avg Bars in Winners | 61 | 46 | 77 | 61 | 46 | 77 |
| Avg Bars in Losers | 21 | 23 | 20 | 21 | 23 | 20 |
| Bars Traded | 5458 | 2314 | 3144 | 5458 | 2314 | 3144 |
| Profit Streak | 6.4906 | 6.4906 | 20.8239 | 6.4906 | 6.4906 | 20.8239 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 539339 | -85814 | -314475 | -264739 | -682351 | -303245 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1601424000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759261587844,
"expiration_time": 1764093312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 127
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 55,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
887943.6307293986,
845550.011339863,
42393.6193895358,
257831.3043528578,
-3579.0678268939,
261410.3721797516
],
[
887.943631,
845.550011,
42.393619,
257.831304,
-3.579068,
261.410372
],
[
0.475006,
0.452328,
0.022679,
0.068224,
-0.00195,
0.068756
],
[
10,
10,
10,
10,
10,
10
],
[
-135729,
-90302,
-70587,
-1664439,
-1177992,
-847472
],
[
2.635191,
4.232402,
1.150634,
1.052783,
0.998493,
1.104175
],
[
139,
69,
70,
139,
69,
70
],
[
61,
31,
30,
61,
31,
30
],
[
78,
38,
40,
78,
38,
40
],
[
43.884892,
44.927536,
42.857143,
43.884892,
44.927536,
42.857143
],
[
3.369589,
5.188105,
1.534178,
1.346182,
1.223959,
1.472233
],
[
861289,
861289,
67484,
818063,
818063,
715470
],
[
-33024,
-26410,
-33024,
-405879,
-293745,
-405879
],
[
39,
33,
44,
39,
33,
44
],
[
61,
46,
77,
61,
46,
77
],
[
21,
23,
20,
21,
23,
20
],
[
5458,
2314,
3144,
5458,
2314,
3144
],
[
6.4906,
6.4906,
20.823933,
6.4906,
6.4906,
20.823933
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
539339,
-85814,
-314475,
-264739,
-682351,
-303245
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5608,
"evaluation_days": 1869.33,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1601424000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759261587844,
"expiration_time": 1764093312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 127
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 55,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|