| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 75668.8405 | 54960.1209 | 20708.7196 | 34069.5589 | 42067.2112 | -7997.6524 |
| Total P&L (%) | 75.6688 | 54.9601 | 20.7087 | 34.0696 | 42.0672 | -7.9977 |
| Avg Daily Profit (%) | 0.8717 | 0.6331 | 0.2386 | 0.3383 | 0.4053 | -0.096 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82877 | -38572 | -44746 | -68743 | -33821 | -35320 |
| Profit Factor | 1.2547 | 1.3863 | 1.1338 | 1.1342 | 1.3482 | 0.9399 |
| Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
| Winning Trades | 177 | 93 | 84 | 177 | 93 | 84 |
| Losing Trades | 305 | 148 | 157 | 305 | 148 | 157 |
| Profitability (%) | 36.722 | 38.5892 | 34.8548 | 36.722 | 38.5892 | 34.8548 |
| Ratio Avg Win / Avg Loss | 2.1621 | 2.2061 | 2.1191 | 1.9545 | 2.1456 | 1.7567 |
| Largest Winning Trade | 90683 | 90683 | 62792 | 77300 | 77300 | 32879 |
| Largest Losing Trade | -6514 | -3274 | -6514 | -10179 | -4782 | -10179 |
| Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
| Avg Bars in Winners | 75 | 73 | 77 | 75 | 73 | 77 |
| Avg Bars in Losers | 37 | 39 | 35 | 37 | 39 | 35 |
| Bars Traded | 24840 | 12709 | 12131 | 24840 | 12709 | 12131 |
| 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 | 328977 | 239098 | -77856 | -70293 | 123338 | -585131 |
{
"trading_pair": "DOT_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752782100000,
"first_datapoint_time": 1752789300000,
"last_datapoint_time": 1760281800000,
"evaluation_time": 1760282132201,
"expiration_time": 1766761800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 164,
"offset": 0,
"std": 4.73089
}
}
} {
"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": [
[
75668.8404501868,
54960.1208622504,
20708.7195879364,
34069.5588721357,
42067.2112496902,
-7997.6523775545
],
[
75.66884,
54.960121,
20.70872,
34.069559,
42.067211,
-7.997652
],
[
0.87166,
0.633108,
0.238552,
0.338307,
0.4053,
-0.095975
],
[
10,
10,
10,
10,
10,
10
],
[
-82877,
-38572,
-44746,
-68743,
-33821,
-35320
],
[
1.254715,
1.386296,
1.133779,
1.134237,
1.348223,
0.939865
],
[
482,
241,
241,
482,
241,
241
],
[
177,
93,
84,
177,
93,
84
],
[
305,
148,
157,
305,
148,
157
],
[
36.721992,
38.589212,
34.854772,
36.721992,
38.589212,
34.854772
],
[
2.162079,
2.206148,
2.119087,
1.954476,
2.14556,
1.756653
],
[
90683,
90683,
62792,
77300,
77300,
32879
],
[
-6514,
-3274,
-6514,
-10179,
-4782,
-10179
],
[
51,
52,
50,
51,
52,
50
],
[
75,
73,
77,
75,
73,
77
],
[
37,
39,
35,
37,
39,
35
],
[
24840,
12709,
12131,
24840,
12709,
12131
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328977,
239098,
-77856,
-70293,
123338,
-585131
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752782100000,
"first_datapoint_time": 1752789300000,
"last_datapoint_time": 1760281800000,
"evaluation_time": 1760282132201,
"expiration_time": 1766761800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 164,
"offset": 0,
"std": 4.73089
}
}
}
| # | 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) |
|---|