Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367492.167 | 297696.3557 | 69795.8113 | 341844.592 | 256112.1626 | 85732.4294 |
Total P&L (%) | 367.4922 | 297.6964 | 69.7958 | 341.8446 | 256.1122 | 85.7324 |
Avg Daily Profit (%) | 0.1961 | 0.1589 | 0.0372 | 0.0793 | 0.0678 | 0.033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79562 | -86505 | -59238 | -581690 | -520919 | -308799 |
Profit Factor | 1.8443 | 2.2459 | 1.3555 | 1.1697 | 1.2213 | 1.1 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 55 | 50 | 60 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.509 | 2.2459 | 0.9037 | 0.957 | 1.2213 | 0.7333 |
Largest Winning Trade | 152278 | 152278 | 53990 | 431709 | 431709 | 158209 |
Largest Losing Trade | -52865 | -40397 | -52865 | -254878 | -254878 | -215725 |
Avg Bars in Trades | 44 | 33 | 55 | 44 | 33 | 55 |
Avg Bars in Winners | 48 | 36 | 58 | 48 | 36 | 58 |
Avg Bars in Losers | 39 | 31 | 50 | 39 | 31 | 50 |
Bars Traded | 3559 | 1350 | 2209 | 3559 | 1350 | 2209 |
Profit Streak | 0 | 116.8175 | 0 | 0 | 116.8175 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12041 | 465286 | -143080 | -145715 | -101428 | -259602 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3748, "evaluation_days": 1874, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759649830780, "expiration_time": 1764479808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 111, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 47, "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": [ [ 367492.1669939704, 297696.3557077154, 69795.8112862552, 341844.5920407919, 256112.1626190292, 85732.4294217628 ], [ 367.492167, 297.696356, 69.795811, 341.844592, 256.112163, 85.732429 ], [ 0.1961, 0.158856, 0.037244, 0.079316, 0.067796, 0.033044 ], [ 10, 10, 10, 10, 10, 10 ], [ -79562, -86505, -59238, -581690, -520919, -308799 ], [ 1.844288, 2.245898, 1.355507, 1.16969, 1.2213, 1.100013 ], [ 80, 40, 40, 80, 40, 40 ], [ 44, 20, 24, 44, 20, 24 ], [ 36, 20, 16, 36, 20, 16 ], [ 55, 50, 60, 55, 50, 60 ], [ 1.508963, 2.245898, 0.903671, 0.957019, 1.2213, 0.733342 ], [ 152278, 152278, 53990, 431709, 431709, 158209 ], [ -52865, -40397, -52865, -254878, -254878, -215725 ], [ 44, 33, 55, 44, 33, 55 ], [ 48, 36, 58, 48, 36, 58 ], [ 39, 31, 50, 39, 31, 50 ], [ 3559, 1350, 2209, 3559, 1350, 2209 ], [ 0, 116.817486, 0, 0, 116.817486, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -12041, 465286, -143080, -145715, -101428, -259602 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3748, "evaluation_days": 1874, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759649830780, "expiration_time": 1764479808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 111, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 47, "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) |
---|