Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835169.2784 | 753149.8165 | 82019.4619 | 460811.0655 | -42897.974 | 503709.0394 |
Total P&L (%) | 835.1693 | 753.1498 | 82.0195 | 460.8111 | -42.898 | 503.709 |
Avg Daily Profit (%) | 0.4454 | 0.4016 | 0.0437 | 0.092 | -0.0299 | 0.0959 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89154 | -113828 | -34503 | -1073882 | -1159699 | -248550 |
Profit Factor | 3.1129 | 3.9206 | 1.597 | 1.1501 | 0.9804 | 1.5736 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 39.6552 | 34.4828 | 44.8276 | 39.6552 | 34.4828 | 44.8276 |
Ratio Avg Win / Avg Loss | 4.7371 | 7.4492 | 1.9655 | 1.7502 | 1.8628 | 1.9368 |
Largest Winning Trade | 729645 | 729645 | 59009 | 729645 | 729645 | 373050 |
Largest Losing Trade | -44938 | -44938 | -18142 | -565152 | -565152 | -126428 |
Avg Bars in Trades | 118 | 143 | 93 | 118 | 143 | 93 |
Avg Bars in Winners | 186 | 244 | 142 | 186 | 244 | 142 |
Avg Bars in Losers | 73 | 91 | 53 | 73 | 91 | 53 |
Bars Traded | 6885 | 4174 | 2711 | 6885 | 4174 | 2711 |
Profit Streak | 119.2778 | 0 | 164.7778 | 119.2778 | 0 | 164.7778 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167153 | 384296 | -132966 | -307657 | -584089 | -63113 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 1875.25, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759776005968, "expiration_time": 1764634248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 1.68825 } } }
{ "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": [ [ 835169.2784342924, 753149.8164898054, 82019.461944487, 460811.0654583813, -42897.9739832518, 503709.039441633 ], [ 835.169278, 753.149816, 82.019462, 460.811065, -42.897974, 503.709039 ], [ 0.445364, 0.401626, 0.043738, 0.091988, -0.029876, 0.095922 ], [ 10, 10, 10, 10, 10, 10 ], [ -89154, -113828, -34503, -1073882, -1159699, -248550 ], [ 3.112949, 3.920631, 1.596982, 1.150137, 0.980422, 1.573615 ], [ 58, 29, 29, 58, 29, 29 ], [ 23, 10, 13, 23, 10, 13 ], [ 35, 19, 16, 35, 19, 16 ], [ 39.655172, 34.482759, 44.827586, 39.655172, 34.482759, 44.827586 ], [ 4.737096, 7.449199, 1.965516, 1.750209, 1.862802, 1.936756 ], [ 729645, 729645, 59009, 729645, 729645, 373050 ], [ -44938, -44938, -18142, -565152, -565152, -126428 ], [ 118, 143, 93, 118, 143, 93 ], [ 186, 244, 142, 186, 244, 142 ], [ 73, 91, 53, 73, 91, 53 ], [ 6885, 4174, 2711, 6885, 4174, 2711 ], [ 119.277847, 0, 164.777847, 119.277847, 0, 164.777847 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -167153, 384296, -132966, -307657, -584089, -63113 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7501, "evaluation_days": 1875.25, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1602158400000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759776005968, "expiration_time": 1764634248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 1.68825 } } }
# | 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) |
---|