| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 664752.6951 | 586130.7058 | 78621.9893 | 400272.3895 | 366608.6471 | 33663.7424 |
| Total P&L (%) | 664.7527 | 586.1307 | 78.622 | 400.2724 | 366.6086 | 33.6637 |
| Avg Daily Profit (%) | 0.3545 | 0.3126 | 0.0419 | 0.0859 | 0.0822 | 0.0155 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140240 | -79858 | -84164 | -575211 | -423760 | -386598 |
| Profit Factor | 2.4915 | 3.5373 | 1.3662 | 1.1746 | 1.3334 | 1.0282 |
| Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
| Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 41.0959 | 40.5405 | 41.6667 | 41.0959 | 40.5405 | 41.6667 |
| Ratio Avg Win / Avg Loss | 3.5711 | 5.188 | 1.9127 | 1.6836 | 1.9556 | 1.4395 |
| Largest Winning Trade | 565511 | 565511 | 58997 | 566747 | 566747 | 290787 |
| Largest Losing Trade | -47398 | -47398 | -36085 | -295106 | -162773 | -295106 |
| Avg Bars in Trades | 73 | 65 | 82 | 73 | 65 | 82 |
| Avg Bars in Winners | 120 | 105 | 134 | 120 | 105 | 134 |
| Avg Bars in Losers | 41 | 38 | 45 | 41 | 38 | 45 |
| Bars Traded | 5392 | 2417 | 2975 | 5392 | 2417 | 2975 |
| 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 | -65633 | 433773 | -138540 | -185368 | -85501 | -367684 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5625,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759761373224,
"expiration_time": 1764597600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 101,
"offset": 41
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 178,
"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": [
[
664752.6951326779,
586130.7058304155,
78621.9893022624,
400272.3895330199,
366608.6471360309,
33663.742396989
],
[
664.752695,
586.130706,
78.621989,
400.27239,
366.608647,
33.663742
],
[
0.354535,
0.312603,
0.041932,
0.085903,
0.082184,
0.015476
],
[
10,
10,
10,
10,
10,
10
],
[
-140240,
-79858,
-84164,
-575211,
-423760,
-386598
],
[
2.491491,
3.537263,
1.366216,
1.174597,
1.333371,
1.028221
],
[
73,
37,
36,
73,
37,
36
],
[
30,
15,
15,
30,
15,
15
],
[
43,
22,
21,
43,
22,
21
],
[
41.09589,
40.540541,
41.666667,
41.09589,
40.540541,
41.666667
],
[
3.571137,
5.187985,
1.912702,
1.683589,
1.955611,
1.43951
],
[
565511,
565511,
58997,
566747,
566747,
290787
],
[
-47398,
-47398,
-36085,
-295106,
-162773,
-295106
],
[
73,
65,
82,
73,
65,
82
],
[
120,
105,
134,
120,
105,
134
],
[
41,
38,
45,
41,
38,
45
],
[
5392,
2417,
2975,
5392,
2417,
2975
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-65633,
433773,
-138540,
-185368,
-85501,
-367684
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5625,
"evaluation_days": 1875,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1603209600000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759761373224,
"expiration_time": 1764597600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 101,
"offset": 41
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 178,
"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) |
|---|