Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281215.8996 | 237994.939 | 43220.9606 | -67503.8664 | 563622.5017 | -631126.3681 |
Total P&L (%) | 281.2159 | 237.9949 | 43.221 | -67.5039 | 563.6225 | -631.1264 |
Avg Daily Profit (%) | 0.1496 | 0.1266 | 0.023 | -0.0598 | 0.1007 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165272 | -142714 | -112660 | -1206732 | -513969 | -1045960 |
Profit Factor | 1.3341 | 1.7036 | 1.0858 | 0.9767 | 1.6515 | 0.6892 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 108 | 48 | 60 | 108 | 48 | 60 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 64.2857 | 57.1429 | 71.4286 | 64.2857 | 57.1429 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.7412 | 1.2777 | 0.4343 | 0.5426 | 1.2386 | 0.2757 |
Largest Winning Trade | 55864 | 55864 | 47281 | 243157 | 168985 | 243157 |
Largest Losing Trade | -88362 | -43697 | -88362 | -926136 | -203601 | -926136 |
Avg Bars in Trades | 132 | 143 | 122 | 132 | 143 | 122 |
Avg Bars in Winners | 86 | 89 | 84 | 86 | 89 | 84 |
Avg Bars in Losers | 216 | 215 | 216 | 216 | 215 | 216 |
Bars Traded | 22335 | 12051 | 10284 | 22335 | 12051 | 10284 |
Profit Streak | 63.9901 | 63.9901 | 78.3234 | 63.9901 | 63.9901 | 78.3234 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345967 | -19892 | -287704 | -576457 | -54081 | -576634 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22557, "evaluation_days": 1879.75, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598932800000, "last_datapoint_time": 1760234400000, "evaluation_time": 1760240742647, "expiration_time": 1766081174400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 159, "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": [ [ 281215.8996160828, 237994.9390306789, 43220.9605854038, -67503.866430077, 563622.5016968861, -631126.3681269628 ], [ 281.2159, 237.994939, 43.220961, -67.503866, 563.622502, -631.126368 ], [ 0.149603, 0.12661, 0.022993, -0.05978, 0.100731, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -165272, -142714, -112660, -1206732, -513969, -1045960 ], [ 1.334089, 1.703552, 1.085847, 0.976689, 1.651503, 0.689198 ], [ 168, 84, 84, 168, 84, 84 ], [ 108, 48, 60, 108, 48, 60 ], [ 60, 36, 24, 60, 36, 24 ], [ 64.285714, 57.142857, 71.428571, 64.285714, 57.142857, 71.428571 ], [ 0.741161, 1.277664, 0.434339, 0.542605, 1.238627, 0.275679 ], [ 55864, 55864, 47281, 243157, 168985, 243157 ], [ -88362, -43697, -88362, -926136, -203601, -926136 ], [ 132, 143, 122, 132, 143, 122 ], [ 86, 89, 84, 86, 89, 84 ], [ 216, 215, 216, 216, 215, 216 ], [ 22335, 12051, 10284, 22335, 12051, 10284 ], [ 63.990077, 63.990077, 78.32341, 63.990077, 63.990077, 78.32341 ], [ 7, 3, 4, 7, 3, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345967, -19892, -287704, -576457, -54081, -576634 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22557, "evaluation_days": 1879.75, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598932800000, "last_datapoint_time": 1760234400000, "evaluation_time": 1760240742647, "expiration_time": 1766081174400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 159, "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) |
---|