| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 419016.1294 | 435573.1488 | -16557.0194 | -6966.4178 | 240569.438 | -247535.8558 |
| Total P&L (%) | 419.0161 | 435.5731 | -16.557 | -6.9664 | 240.5694 | -247.5359 |
| Avg Daily Profit (%) | 0.2249 | 0.2337 | -0.0089 | -0.0039 | 0.0658 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -247805 | -129450 | -179518 | -564179 | -280225 | -311056 |
| Profit Factor | 1.7819 | 2.8095 | 0.9439 | 0.9913 | 1.6372 | 0.4203 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
| Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
| Profitability (%) | 48.6486 | 51.3514 | 45.9459 | 48.6486 | 51.3514 | 45.9459 |
| Ratio Avg Win / Avg Loss | 1.8809 | 2.6617 | 1.1105 | 1.0464 | 1.551 | 0.4945 |
| Largest Winning Trade | 427049 | 427049 | 62760 | 458976 | 458976 | 30236 |
| Largest Losing Trade | -59032 | -59032 | -40981 | -177579 | -107208 | -177579 |
| Avg Bars in Trades | 48 | 38 | 57 | 48 | 38 | 57 |
| Avg Bars in Winners | 67 | 54 | 81 | 67 | 54 | 81 |
| Avg Bars in Losers | 30 | 21 | 37 | 30 | 21 | 37 |
| Bars Traded | 3560 | 1425 | 2135 | 3560 | 1425 | 2135 |
| Profit Streak | 0 | 51.1849 | 0 | 0 | 51.1849 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -58090 | 504599 | -580682 | -648414 | -101252 | -582349 |
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3727,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1601812800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860773316,
"expiration_time": 1763545392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 82,
"offset": 13
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
419016.1294028005,
435573.1488239941,
-16557.0194211932,
-6966.417783825,
240569.4380041677,
-247535.8557879927
],
[
419.016129,
435.573149,
-16.557019,
-6.966418,
240.569438,
-247.535856
],
[
0.224854,
0.233739,
-0.008885,
-0.003875,
0.065782,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-247805,
-129450,
-179518,
-564179,
-280225,
-311056
],
[
1.781877,
2.809537,
0.943913,
0.991341,
1.637217,
0.420287
],
[
74,
37,
37,
74,
37,
37
],
[
36,
19,
17,
36,
19,
17
],
[
38,
18,
20,
38,
18,
20
],
[
48.648649,
51.351351,
45.945946,
48.648649,
51.351351,
45.945946
],
[
1.88087,
2.661667,
1.110486,
1.046415,
1.551048,
0.494455
],
[
427049,
427049,
62760,
458976,
458976,
30236
],
[
-59032,
-59032,
-40981,
-177579,
-107208,
-177579
],
[
48,
38,
57,
48,
38,
57
],
[
67,
54,
81,
67,
54,
81
],
[
30,
21,
37,
30,
21,
37
],
[
3560,
1425,
2135,
3560,
1425,
2135
],
[
0,
51.184876,
0,
0,
51.184876,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-58090,
504599,
-580682,
-648414,
-101252,
-582349
]
]
}
{
"trading_pair": "DOT_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3727,
"evaluation_days": 1863.5,
"actual_first_datapoint_time": 1597752000000,
"first_datapoint_time": 1601812800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758860773316,
"expiration_time": 1763545392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 82,
"offset": 13
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|