Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694358.9494 | 616302.8834 | 78056.066 | 366506.9469 | 369595.1147 | -3088.1678 |
Total P&L (%) | 694.3589 | 616.3029 | 78.0561 | 366.5069 | 369.5951 | -3.0882 |
Avg Daily Profit (%) | 0.3695 | 0.328 | 0.0415 | 0.082 | 0.0823 | -0.0017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132369 | -82424 | -63170 | -1684525 | -1176215 | -681169 |
Profit Factor | 2.2848 | 3.317 | 1.2844 | 1.0717 | 1.1409 | 0.9988 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 45 | 41.6667 | 48.3333 | 45 | 41.6667 | 48.3333 |
Ratio Avg Win / Avg Loss | 2.7925 | 4.6439 | 1.373 | 1.3098 | 1.5973 | 1.0676 |
Largest Winning Trade | 589766 | 589766 | 62680 | 745496 | 745496 | 394614 |
Largest Losing Trade | -52542 | -39265 | -52542 | -520070 | -260806 | -520070 |
Avg Bars in Trades | 46 | 40 | 51 | 46 | 40 | 51 |
Avg Bars in Winners | 74 | 66 | 80 | 74 | 66 | 80 |
Avg Bars in Losers | 23 | 22 | 23 | 23 | 22 | 23 |
Bars Traded | 5532 | 2457 | 3075 | 5532 | 2457 | 3075 |
Profit Streak | 31.6863 | 32.0196 | 0 | 31.6863 | 32.0196 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459034 | -156684 | -307258 | -226236 | -319560 | -748939 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5637, "evaluation_days": 1879, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1599811200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760113696730, "expiration_time": 1764953568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 21, "offset": 0, "std": 3.94789 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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": [ [ 694358.9494068099, 616302.8833713513, 78056.0660354584, 366506.9468947218, 369595.1147191245, -3088.1678244025 ], [ 694.358949, 616.302883, 78.056066, 366.506947, 369.595115, -3.088168 ], [ 0.369536, 0.327995, 0.041541, 0.081998, 0.082349, -0.001669 ], [ 10, 10, 10, 10, 10, 10 ], [ -132369, -82424, -63170, -1684525, -1176215, -681169 ], [ 2.284764, 3.317036, 1.28439, 1.071684, 1.140929, 0.99876 ], [ 120, 60, 60, 120, 60, 60 ], [ 54, 25, 29, 54, 25, 29 ], [ 66, 35, 31, 66, 35, 31 ], [ 45, 41.666667, 48.333333, 45, 41.666667, 48.333333 ], [ 2.79249, 4.643851, 1.372968, 1.309837, 1.5973, 1.06764 ], [ 589766, 589766, 62680, 745496, 745496, 394614 ], [ -52542, -39265, -52542, -520070, -260806, -520070 ], [ 46, 40, 51, 46, 40, 51 ], [ 74, 66, 80, 74, 66, 80 ], [ 23, 22, 23, 23, 22, 23 ], [ 5532, 2457, 3075, 5532, 2457, 3075 ], [ 31.686305, 32.019638, 0, 31.686305, 32.019638, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 459034, -156684, -307258, -226236, -319560, -748939 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5637, "evaluation_days": 1879, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1599811200000, "last_datapoint_time": 1760083200000, "evaluation_time": 1760113696730, "expiration_time": 1764953568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 21, "offset": 0, "std": 3.94789 } }, "second_band": { "type": "tema", "factors": { "length": 72, "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) |
---|