| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 680587.4623 | 586719.8059 | 93867.6564 | 807727.6656 | 337540.6869 | 470186.9787 |
| Total P&L (%) | 680.5875 | 586.7198 | 93.8677 | 807.7277 | 337.5407 | 470.187 |
| Avg Daily Profit (%) | 0.3622 | 0.3123 | 0.05 | 0.1175 | 0.0786 | 0.0927 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -90652 | -67873 | -72993 | -701893 | -555440 | -403428 |
| Profit Factor | 2.3754 | 3.2654 | 1.398 | 1.3089 | 1.2393 | 1.3903 |
| Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
| Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
| Profitability (%) | 38.75 | 32.5 | 45 | 38.75 | 32.5 | 45 |
| Ratio Avg Win / Avg Loss | 3.7547 | 6.782 | 1.7087 | 2.0689 | 2.574 | 1.6992 |
| Largest Winning Trade | 478496 | 478496 | 60468 | 421210 | 421210 | 411145 |
| Largest Losing Trade | -30325 | -30325 | -25779 | -130842 | -130842 | -128447 |
| Avg Bars in Trades | 67 | 58 | 76 | 67 | 58 | 76 |
| Avg Bars in Winners | 127 | 119 | 133 | 127 | 119 | 133 |
| Avg Bars in Losers | 30 | 29 | 30 | 30 | 29 | 30 |
| Bars Traded | 5423 | 2355 | 3068 | 5423 | 2355 | 3068 |
| 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 | -14203 | 304630 | -126320 | -62679 | -93982 | -69391 |
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5637,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1600617600000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760098224940,
"expiration_time": 1764953568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 36,
"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": [
[
680587.4623283827,
586719.8059330636,
93867.6563953192,
807727.6655841615,
337540.6868553552,
470186.9787288072
],
[
680.587462,
586.719806,
93.867656,
807.727666,
337.540687,
470.186979
],
[
0.362207,
0.312251,
0.049956,
0.11746,
0.078583,
0.092688
],
[
10,
10,
10,
10,
10,
10
],
[
-90652,
-67873,
-72993,
-701893,
-555440,
-403428
],
[
2.375395,
3.265393,
1.398017,
1.308868,
1.239321,
1.390292
],
[
80,
40,
40,
80,
40,
40
],
[
31,
13,
18,
31,
13,
18
],
[
49,
27,
22,
49,
27,
22
],
[
38.75,
32.5,
45,
38.75,
32.5,
45
],
[
3.754656,
6.78197,
1.708688,
2.068857,
2.573974,
1.699245
],
[
478496,
478496,
60468,
421210,
421210,
411145
],
[
-30325,
-30325,
-25779,
-130842,
-130842,
-128447
],
[
67,
58,
76,
67,
58,
76
],
[
127,
119,
133,
127,
119,
133
],
[
30,
29,
30,
30,
29,
30
],
[
5423,
2355,
3068,
5423,
2355,
3068
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-14203,
304630,
-126320,
-62679,
-93982,
-69391
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5637,
"evaluation_days": 1879,
"actual_first_datapoint_time": 1597766400000,
"first_datapoint_time": 1600617600000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760098224940,
"expiration_time": 1764953568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 100,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 36,
"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) |
|---|