Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852189.79 | 770928.8819 | 81260.9081 | 561674.8825 | -58458.1126 | 620132.9951 |
Total P&L (%) | 852.1898 | 770.9289 | 81.2609 | 561.6749 | -58.4581 | 620.133 |
Avg Daily Profit (%) | 0.4575 | 0.4138 | 0.0436 | 0.1015 | -0.0471 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102018 | -101153 | -48602 | -1637812 | -1450884 | -861334 |
Profit Factor | 2.8168 | 4.1182 | 1.3663 | 1.1055 | 0.9786 | 1.2391 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 36.6972 | 31.4815 | 41.8182 | 36.6972 | 31.4815 | 41.8182 |
Ratio Avg Win / Avg Loss | 4.8589 | 8.9631 | 1.901 | 1.907 | 2.1299 | 1.724 |
Largest Winning Trade | 739201 | 739201 | 56176 | 814227 | 806448 | 814227 |
Largest Losing Trade | -27137 | -26007 | -27137 | -440421 | -334733 | -440421 |
Avg Bars in Trades | 99 | 84 | 115 | 99 | 84 | 115 |
Avg Bars in Winners | 185 | 177 | 191 | 185 | 177 | 191 |
Avg Bars in Losers | 50 | 41 | 59 | 50 | 41 | 59 |
Bars Traded | 10898 | 4571 | 6327 | 10898 | 4571 | 6327 |
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 | 386323 | -170520 | -316280 | -165300 | -765534 | -233419 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601438400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029251267, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 234 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 852189.7899717186, 770928.8818866699, 81260.9080850492, 561674.8824626826, -58458.1126037989, 620132.9950664816 ], [ 852.18979, 770.928882, 81.260908, 561.674882, -58.458113, 620.132995 ], [ 0.457471, 0.413848, 0.043622, 0.101489, -0.047147, 0.106038 ], [ 10, 10, 10, 10, 10, 10 ], [ -102018, -101153, -48602, -1637812, -1450884, -861334 ], [ 2.816755, 4.118165, 1.366313, 1.105518, 0.978583, 1.23911 ], [ 109, 54, 55, 109, 54, 55 ], [ 40, 17, 23, 40, 17, 23 ], [ 69, 37, 32, 69, 37, 32 ], [ 36.697248, 31.481481, 41.818182, 36.697248, 31.481481, 41.818182 ], [ 4.858902, 8.963064, 1.900957, 1.907018, 2.129857, 1.723979 ], [ 739201, 739201, 56176, 814227, 806448, 814227 ], [ -27137, -26007, -27137, -440421, -334733, -440421 ], [ 99, 84, 115, 99, 84, 115 ], [ 185, 177, 191, 185, 177, 191 ], [ 50, 41, 59, 50, 41, 59 ], [ 10898, 4571, 6327, 10898, 4571, 6327 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 386323, -170520, -316280, -165300, -765534, -233419 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601438400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029251267, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 234 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|