Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471962.8738 | 457539.5136 | 14423.3602 | 22977.838 | 235699.1734 | -212721.3353 |
Total P&L (%) | 471.9629 | 457.5395 | 14.4234 | 22.9778 | 235.6992 | -212.7213 |
Avg Daily Profit (%) | 0.2526 | 0.2449 | 0.0077 | 0.0111 | 0.0648 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186395 | -153212 | -81142 | -528034 | -282739 | -301945 |
Profit Factor | 1.8851 | 2.4084 | 1.0692 | 1.0247 | 1.4613 | 0.4946 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 46.4286 | 40.4762 | 52.381 | 46.4286 | 40.4762 | 52.381 |
Ratio Avg Win / Avg Loss | 2.1752 | 3.5418 | 0.972 | 1.1823 | 2.1489 | 0.4497 |
Largest Winning Trade | 489370 | 489370 | 40908 | 464000 | 464000 | 41458 |
Largest Losing Trade | -47509 | -39831 | -47509 | -116183 | -97280 | -116183 |
Avg Bars in Trades | 84 | 116 | 52 | 84 | 116 | 52 |
Avg Bars in Winners | 115 | 174 | 69 | 115 | 174 | 69 |
Avg Bars in Losers | 57 | 77 | 33 | 57 | 77 | 33 |
Bars Traded | 7108 | 4905 | 2203 | 7108 | 4905 | 2203 |
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 | 377450 | 321571 | -356367 | -377518 | -107839 | -580426 |
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{ "first_band": { "type": "swma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 240, "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": [ [ 471962.8737591949, 457539.5135626323, 14423.3601965629, 22977.8380484982, 235699.1733733522, -212721.3353248539 ], [ 471.962874, 457.539514, 14.42336, 22.977838, 235.699173, -212.721335 ], [ 0.252589, 0.24487, 0.007719, 0.01107, 0.064835, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -186395, -153212, -81142, -528034, -282739, -301945 ], [ 1.885132, 2.408398, 1.069228, 1.024657, 1.461268, 0.494644 ], [ 84, 42, 42, 84, 42, 42 ], [ 39, 17, 22, 39, 17, 22 ], [ 45, 25, 20, 45, 25, 20 ], [ 46.428571, 40.47619, 52.380952, 46.428571, 40.47619, 52.380952 ], [ 2.175152, 3.541762, 0.972025, 1.182296, 2.148924, 0.449676 ], [ 489370, 489370, 40908, 464000, 464000, 41458 ], [ -47509, -39831, -47509, -116183, -97280, -116183 ], [ 84, 116, 52, 84, 116, 52 ], [ 115, 174, 69, 115, 174, 69 ], [ 57, 77, 33, 57, 77, 33 ], [ 7108, 4905, 2203, 7108, 4905, 2203 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 377450, 321571, -356367, -377518, -107839, -580426 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7474, "evaluation_days": 1868.5, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1602936000000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759195630383, "expiration_time": 1764033552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 240, "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) |
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