Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380772.6244 | 350484.5987 | 30288.0256 | 62430.756 | 23259.9852 | 39170.7708 |
Total P&L (%) | 380.7726 | 350.4846 | 30.288 | 62.4308 | 23.26 | 39.1708 |
Avg Daily Profit (%) | 0.2027 | 0.1866 | 0.0161 | 0.0258 | 0.0111 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90849 | -66133 | -101270 | -200390 | -194323 | -101490 |
Profit Factor | 1.8806 | 2.6977 | 1.134 | 1.0827 | 1.0535 | 1.1226 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 40 | 41.3793 | 40.678 | 40 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.7425 | 4.0465 | 1.6066 | 1.579 | 1.5802 | 1.5904 |
Largest Winning Trade | 290441 | 290441 | 60680 | 147640 | 147640 | 84332 |
Largest Losing Trade | -70533 | -39541 | -70533 | -79999 | -79999 | -62203 |
Avg Bars in Trades | 120 | 95 | 147 | 120 | 95 | 147 |
Avg Bars in Winners | 198 | 147 | 248 | 198 | 147 | 248 |
Avg Bars in Losers | 67 | 60 | 75 | 67 | 60 | 75 |
Bars Traded | 7128 | 2861 | 4267 | 7128 | 2861 | 4267 |
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 | -172188 | 313802 | -249773 | -470669 | -347221 | -259555 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7513, "evaluation_days": 1878.25, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601380800000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760049298390, "expiration_time": 1764901224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 110, "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": [ [ 380772.624382042, 350484.5987462387, 30288.0256358029, 62430.755993311, 23259.985166024, 39170.7708272871 ], [ 380.772624, 350.484599, 30.288026, 62.430756, 23.259985, 39.170771 ], [ 0.202727, 0.186602, 0.016126, 0.02583, 0.011135, 0.017599 ], [ 10, 10, 10, 10, 10, 10 ], [ -90849, -66133, -101270, -200390, -194323, -101490 ], [ 1.880564, 2.697656, 1.134037, 1.082746, 1.05346, 1.122641 ], [ 59, 30, 29, 59, 30, 29 ], [ 24, 12, 12, 24, 12, 12 ], [ 35, 18, 17, 35, 18, 17 ], [ 40.677966, 40, 41.37931, 40.677966, 40, 41.37931 ], [ 2.742489, 4.046483, 1.606553, 1.579005, 1.58019, 1.590408 ], [ 290441, 290441, 60680, 147640, 147640, 84332 ], [ -70533, -39541, -70533, -79999, -79999, -62203 ], [ 120, 95, 147, 120, 95, 147 ], [ 198, 147, 248, 198, 147, 248 ], [ 67, 60, 75, 67, 60, 75 ], [ 7128, 2861, 4267, 7128, 2861, 4267 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -172188, 313802, -249773, -470669, -347221, -259555 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7513, "evaluation_days": 1878.25, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601380800000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760049298390, "expiration_time": 1764901224000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 110, "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) |
---|