Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390217.315 | 355215.8072 | 35001.5078 | 105869.5285 | 412514.0021 | -306644.4735 |
Total P&L (%) | 390.2173 | 355.2158 | 35.0015 | 105.8695 | 412.514 | -306.6445 |
Avg Daily Profit (%) | 0.2077 | 0.1891 | 0.0186 | 0.0385 | 0.087 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177415 | -105269 | -159076 | -542418 | -307683 | -479001 |
Profit Factor | 1.3144 | 1.5556 | 1.0582 | 1.0516 | 1.4265 | 0.717 |
Total Trades | 555 | 277 | 278 | 555 | 277 | 278 |
Winning Trades | 255 | 130 | 125 | 255 | 130 | 125 |
Losing Trades | 300 | 147 | 153 | 300 | 147 | 153 |
Profitability (%) | 45.9459 | 46.9314 | 44.964 | 45.9459 | 46.9314 | 44.964 |
Ratio Avg Win / Avg Loss | 1.5464 | 1.7591 | 1.2952 | 1.2372 | 1.6131 | 0.8776 |
Largest Winning Trade | 211167 | 211167 | 38038 | 353715 | 353715 | 38384 |
Largest Losing Trade | -45766 | -45766 | -30325 | -131054 | -131054 | -111551 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 49 | 46 | 52 | 49 | 46 | 52 |
Avg Bars in Losers | 32 | 32 | 31 | 32 | 32 | 31 |
Bars Traded | 22235 | 10817 | 11418 | 22235 | 10817 | 11418 |
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 | 370573 | 359470 | -328231 | -303951 | -75087 | -581837 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22540, "evaluation_days": 1878.33, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599192000000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760115089846, "expiration_time": 1765954368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 195 } }, "second_band": { "type": "swma", "factors": { "length": 167, "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": [ [ 390217.3149575783, 355215.8071574117, 35001.5078001666, 105869.5285492461, 412514.0020591534, -306644.4735099067 ], [ 390.217315, 355.215807, 35.001508, 105.869529, 412.514002, -306.644474 ], [ 0.207747, 0.189113, 0.018634, 0.03845, 0.087038, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -177415, -105269, -159076, -542418, -307683, -479001 ], [ 1.314428, 1.55564, 1.058166, 1.051629, 1.426534, 0.716974 ], [ 555, 277, 278, 555, 277, 278 ], [ 255, 130, 125, 255, 130, 125 ], [ 300, 147, 153, 300, 147, 153 ], [ 45.945946, 46.931408, 44.964029, 45.945946, 46.931408, 44.964029 ], [ 1.546386, 1.75907, 1.295196, 1.237211, 1.613081, 0.877577 ], [ 211167, 211167, 38038, 353715, 353715, 38384 ], [ -45766, -45766, -30325, -131054, -131054, -111551 ], [ 40, 39, 41, 40, 39, 41 ], [ 49, 46, 52, 49, 46, 52 ], [ 32, 32, 31, 32, 32, 31 ], [ 22235, 10817, 11418, 22235, 10817, 11418 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370573, 359470, -328231, -303951, -75087, -581837 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22540, "evaluation_days": 1878.33, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599192000000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760115089846, "expiration_time": 1765954368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 195 } }, "second_band": { "type": "swma", "factors": { "length": 167, "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) |
---|