Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689424.04 | 557974.3524 | 131449.6876 | 1833831.5297 | 542731.2828 | 1291100.2469 |
Total P&L (%) | 689.424 | 557.9744 | 131.4497 | 1833.8315 | 542.7313 | 1291.1002 |
Avg Daily Profit (%) | 0.3684 | 0.2982 | 0.0702 | 0.1584 | 0.0995 | 0.1408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81525 | -39743 | -89058 | -697746 | -548218 | -385460 |
Profit Factor | 2.8203 | 4.0616 | 1.6689 | 1.6345 | 1.3404 | 1.9965 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.0289 | 5.8023 | 2.3842 | 2.3351 | 1.9149 | 2.8522 |
Largest Winning Trade | 431104 | 431104 | 58517 | 705570 | 577124 | 705570 |
Largest Losing Trade | -30880 | -30880 | -19868 | -313426 | -313426 | -281288 |
Avg Bars in Trades | 80 | 64 | 96 | 80 | 64 | 96 |
Avg Bars in Winners | 147 | 116 | 179 | 147 | 116 | 179 |
Avg Bars in Losers | 33 | 28 | 38 | 33 | 28 | 38 |
Bars Traded | 5485 | 2206 | 3279 | 5485 | 2206 | 3279 |
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 | -102348 | 451260 | -99434 | -106431 | -61764 | -4332 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5614, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600617600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759439519929, "expiration_time": 1764271296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "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": [ [ 689424.0400258659, 557974.3524154105, 131449.6876104555, 1833831.529716971, 542731.2827793609, 1291100.2469376102 ], [ 689.42404, 557.974352, 131.449688, 1833.83153, 542.731283, 1291.100247 ], [ 0.368414, 0.29817, 0.070244, 0.158413, 0.099474, 0.140784 ], [ 10, 10, 10, 10, 10, 10 ], [ -81525, -39743, -89058, -697746, -548218, -385460 ], [ 2.82025, 4.061598, 1.668945, 1.634546, 1.340399, 1.996532 ], [ 68, 34, 34, 68, 34, 34 ], [ 28, 14, 14, 28, 14, 14 ], [ 40, 20, 20, 40, 20, 20 ], [ 41.176471, 41.176471, 41.176471, 41.176471, 41.176471, 41.176471 ], [ 4.028928, 5.802282, 2.384207, 2.335066, 1.914856, 2.852188 ], [ 431104, 431104, 58517, 705570, 577124, 705570 ], [ -30880, -30880, -19868, -313426, -313426, -281288 ], [ 80, 64, 96, 80, 64, 96 ], [ 147, 116, 179, 147, 116, 179 ], [ 33, 28, 38, 33, 28, 38 ], [ 5485, 2206, 3279, 5485, 2206, 3279 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -102348, 451260, -99434, -106431, -61764, -4332 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5614, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600617600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759439519929, "expiration_time": 1764271296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "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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