Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503118.8153 | 465663.3815 | 37455.4338 | 38280.3024 | 13054.8581 | 25225.4444 |
Total P&L (%) | 503.1188 | 465.6634 | 37.4554 | 38.2803 | 13.0549 | 25.2254 |
Avg Daily Profit (%) | 0.2692 | 0.2492 | 0.02 | 0.0173 | 0.0066 | 0.012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218396 | -199966 | -49142 | -1516103 | -1387553 | -331511 |
Profit Factor | 1.9106 | 2.0301 | 1.3729 | 1.0136 | 1.0054 | 1.0611 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 43.5897 | 39.6552 | 47.4576 | 43.5897 | 39.6552 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.4725 | 3.0892 | 1.5199 | 1.3117 | 1.53 | 1.1748 |
Largest Winning Trade | 426645 | 426645 | 23784 | 849385 | 849385 | 256522 |
Largest Losing Trade | -65172 | -65172 | -13244 | -998597 | -998597 | -117334 |
Avg Bars in Trades | 31 | 60 | 2 | 31 | 60 | 2 |
Avg Bars in Winners | 28 | 59 | 3 | 28 | 59 | 3 |
Avg Bars in Losers | 33 | 61 | 2 | 33 | 61 | 2 |
Bars Traded | 3695 | 3532 | 163 | 3695 | 3532 | 163 |
Profit Streak | 22.4849 | 22.9849 | 22.4849 | 22.4849 | 22.9849 | 22.4849 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400187 | -171909 | -343737 | -378818 | -652061 | -510488 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1598270400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759232298117, "expiration_time": 1764034848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 3.37777 } } }
{ "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": [ [ 503118.8153202072, 465663.3815223399, 37455.4337978673, 38280.3024453103, 13054.8580539229, 25225.4443913877 ], [ 503.118815, 465.663382, 37.455434, 38.280302, 13.054858, 25.225444 ], [ 0.269191, 0.249151, 0.02004, 0.017343, 0.006565, 0.012036 ], [ 10, 10, 10, 10, 10, 10 ], [ -218396, -199966, -49142, -1516103, -1387553, -331511 ], [ 1.910584, 2.030075, 1.372853, 1.013551, 1.005413, 1.061069 ], [ 117, 58, 59, 117, 58, 59 ], [ 51, 23, 28, 51, 23, 28 ], [ 66, 35, 31, 66, 35, 31 ], [ 43.589744, 39.655172, 47.457627, 43.589744, 39.655172, 47.457627 ], [ 2.47252, 3.089245, 1.519945, 1.311654, 1.529976, 1.174755 ], [ 426645, 426645, 23784, 849385, 849385, 256522 ], [ -65172, -65172, -13244, -998597, -998597, -117334 ], [ 31, 60, 2, 31, 60, 2 ], [ 28, 59, 3, 28, 59, 3 ], [ 33, 61, 2, 33, 61, 2 ], [ 3695, 3532, 163, 3695, 3532, 163 ], [ 22.484932, 22.984932, 22.484932, 22.484932, 22.984932, 22.484932 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 400187, -171909, -343737, -378818, -652061, -510488 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3738, "evaluation_days": 1869, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1598270400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759232298117, "expiration_time": 1764034848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 3.37777 } } }
# | 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) |
---|