Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688882.5298 | 608160.1497 | 80722.3801 | 495186.4587 | 272544.2589 | 222642.1998 |
Total P&L (%) | 688.8825 | 608.1602 | 80.7224 | 495.1865 | 272.5443 | 222.6422 |
Avg Daily Profit (%) | 0.3668 | 0.3238 | 0.043 | 0.095 | 0.0701 | 0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105401 | -59181 | -57948 | -656744 | -486609 | -326554 |
Profit Factor | 3.0275 | 4.2676 | 1.5254 | 1.194 | 1.1981 | 1.1892 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 45.7627 | 37.931 | 53.3333 | 45.7627 | 37.931 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.5882 | 6.9834 | 1.3347 | 1.4151 | 1.9606 | 1.0406 |
Largest Winning Trade | 564013 | 564013 | 54623 | 578258 | 578258 | 382328 |
Largest Losing Trade | -59181 | -59181 | -32102 | -288532 | -273557 | -288532 |
Avg Bars in Trades | 124 | 102 | 146 | 124 | 102 | 146 |
Avg Bars in Winners | 205 | 191 | 215 | 205 | 191 | 215 |
Avg Bars in Losers | 56 | 47 | 67 | 56 | 47 | 67 |
Bars Traded | 7354 | 2964 | 4390 | 7354 | 2964 | 4390 |
Profit Streak | 8.2836 | 0 | 26.5336 | 8.2836 | 0 | 26.5336 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165228 | 417795 | -133108 | -253682 | -105633 | -121052 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7512, "evaluation_days": 1878, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600603200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760035703301, "expiration_time": 1764878976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 50, "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": [ [ 688882.5297762421, 608160.1496992405, 80722.3800770017, 495186.4586998614, 272544.2588919702, 222642.1998078912 ], [ 688.88253, 608.16015, 80.72238, 495.186459, 272.544259, 222.6422 ], [ 0.366817, 0.323834, 0.042983, 0.095024, 0.070056, 0.062393 ], [ 10, 10, 10, 10, 10, 10 ], [ -105401, -59181, -57948, -656744, -486609, -326554 ], [ 3.027509, 4.267628, 1.525361, 1.194025, 1.198118, 1.18924 ], [ 59, 29, 30, 59, 29, 30 ], [ 27, 11, 16, 27, 11, 16 ], [ 32, 18, 14, 32, 18, 14 ], [ 45.762712, 37.931034, 53.333333, 45.762712, 37.931034, 53.333333 ], [ 3.588159, 6.983391, 1.334691, 1.415141, 1.960556, 1.040585 ], [ 564013, 564013, 54623, 578258, 578258, 382328 ], [ -59181, -59181, -32102, -288532, -273557, -288532 ], [ 124, 102, 146, 124, 102, 146 ], [ 205, 191, 215, 205, 191, 215 ], [ 56, 47, 67, 56, 47, 67 ], [ 7354, 2964, 4390, 7354, 2964, 4390 ], [ 8.283603, 0, 26.533603, 8.283603, 0, 26.533603 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165228, 417795, -133108, -253682, -105633, -121052 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7512, "evaluation_days": 1878, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600603200000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760035703301, "expiration_time": 1764878976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 50, "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) |
---|