Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353778.9693 | 313701.8952 | 40077.074 | 143434.927 | 170907.8932 | -27472.9662 |
Total P&L (%) | 353.779 | 313.7019 | 40.0771 | 143.4349 | 170.9079 | -27.473 |
Avg Daily Profit (%) | 0.1899 | 0.1684 | 0.0215 | 0.0478 | 0.0535 | -0.0172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125960 | -70848 | -126503 | -151472 | -78701 | -185383 |
Profit Factor | 1.7461 | 2.4846 | 1.1525 | 1.2085 | 1.5591 | 0.9281 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 50.7042 | 45.7143 | 55.5556 | 50.7042 | 45.7143 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.6976 | 2.9505 | 0.922 | 1.175 | 1.8515 | 0.7425 |
Largest Winning Trade | 108598 | 108598 | 58925 | 96314 | 96314 | 65837 |
Largest Losing Trade | -67347 | -50907 | -67347 | -91902 | -40815 | -91902 |
Avg Bars in Trades | 101 | 77 | 126 | 101 | 77 | 126 |
Avg Bars in Winners | 117 | 74 | 152 | 117 | 74 | 152 |
Avg Bars in Losers | 85 | 79 | 93 | 85 | 79 | 93 |
Bars Traded | 7233 | 2695 | 4538 | 7233 | 2695 | 4538 |
Profit Streak | 16.5265 | 53.5265 | 16.5265 | 16.5265 | 53.5265 | 16.5265 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79272 | 410220 | -219517 | -219709 | -119373 | -579485 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601532000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759019890892, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 118, "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": [ [ 353778.9692619955, 313701.8952281387, 40077.0740338567, 143434.9269944618, 170907.893211349, -27472.9662168872 ], [ 353.778969, 313.701895, 40.077074, 143.434927, 170.907893, -27.472966 ], [ 0.189897, 0.168385, 0.021512, 0.047767, 0.053509, -0.01724 ], [ 10, 10, 10, 10, 10, 10 ], [ -125960, -70848, -126503, -151472, -78701, -185383 ], [ 1.746139, 2.484603, 1.152476, 1.208547, 1.559131, 0.928103 ], [ 71, 35, 36, 71, 35, 36 ], [ 36, 16, 20, 36, 16, 20 ], [ 35, 19, 16, 35, 19, 16 ], [ 50.704225, 45.714286, 55.555556, 50.704225, 45.714286, 55.555556 ], [ 1.697635, 2.950466, 0.92198, 1.174976, 1.851468, 0.742482 ], [ 108598, 108598, 58925, 96314, 96314, 65837 ], [ -67347, -50907, -67347, -91902, -40815, -91902 ], [ 101, 77, 126, 101, 77, 126 ], [ 117, 74, 152, 117, 74, 152 ], [ 85, 79, 93, 85, 79, 93 ], [ 7233, 2695, 4538, 7233, 2695, 4538 ], [ 16.526515, 53.526515, 16.526515, 16.526515, 53.526515, 16.526515 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79272, 410220, -219517, -219709, -119373, -579485 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601532000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759019890892, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 118, "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) |
---|