Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 565644.1961 | 591994.1457 | -26349.9496 | -48795.9659 | 62616.1233 | -111412.0892 |
Total P&L (%) | 565.6442 | 591.9941 | -26.35 | -48.796 | 62.6161 | -111.4121 |
Avg Daily Profit (%) | 0.3023 | 0.3164 | -0.0141 | -0.0358 | 0.026 | 0 |
Buy And Hold Return (%) | 10.6005 | 10.6005 | 10.6005 | 10.6005 | 10.6005 | 10.6005 |
Max Trade Drawdown | -202015 | -157884 | -54361 | -752510 | -629690 | -130326 |
Profit Factor | 2.0965 | 2.5636 | 0.808 | 0.9592 | 1.0664 | 0.5616 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 39.0625 | 46.875 | 31.25 | 39.0625 | 46.875 | 31.25 |
Ratio Avg Win / Avg Loss | 3.2706 | 2.9054 | 1.7776 | 1.4964 | 1.2086 | 1.2356 |
Largest Winning Trade | 685696 | 685696 | 29769 | 685696 | 685696 | 46731 |
Largest Losing Trade | -50786 | -50786 | -15540 | -394379 | -394379 | -59358 |
Avg Bars in Trades | 80 | 143 | 17 | 80 | 143 | 17 |
Avg Bars in Winners | 97 | 143 | 27 | 97 | 143 | 27 |
Avg Bars in Losers | 69 | 143 | 13 | 69 | 143 | 13 |
Bars Traded | 5155 | 4596 | 559 | 5155 | 4596 | 559 |
Profit Streak | 0 | 101.8716 | 0 | 0 | 101.8716 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135132 | 476401 | -585046 | -727142 | -307004 | -586157 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1602086400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759409709522, "expiration_time": 1764241632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 62, "multiplier": 2.92844 } } }
{ "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": [ [ 565644.1960571841, 591994.1456659138, -26349.9496087298, -48795.9659036981, 62616.1232556705, -111412.0891593686 ], [ 565.644196, 591.994146, -26.34995, -48.795966, 62.616123, -111.412089 ], [ 0.302322, 0.316405, -0.014083, -0.035769, 0.025991, 0 ], [ 10.600514, 10.600514, 10.600514, 10.600514, 10.600514, 10.600514 ], [ -202015, -157884, -54361, -752510, -629690, -130326 ], [ 2.09653, 2.563555, 0.807985, 0.959218, 1.066446, 0.561632 ], [ 64, 32, 32, 64, 32, 32 ], [ 25, 15, 10, 25, 15, 10 ], [ 39, 17, 22, 39, 17, 22 ], [ 39.0625, 46.875, 31.25, 39.0625, 46.875, 31.25 ], [ 3.270587, 2.905362, 1.777567, 1.49638, 1.208639, 1.23559 ], [ 685696, 685696, 29769, 685696, 685696, 46731 ], [ -50786, -50786, -15540, -394379, -394379, -59358 ], [ 80, 143, 17, 80, 143, 17 ], [ 97, 143, 27, 97, 143, 27 ], [ 69, 143, 13, 69, 143, 13 ], [ 5155, 4596, 559, 5155, 4596, 559 ], [ 0, 101.871638, 0, 0, 101.871638, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -135132, 476401, -585046, -727142, -307004, -586157 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5613, "evaluation_days": 1871, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1602086400000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759409709522, "expiration_time": 1764241632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 3 } }, "second_band": { "type": "supertrend", "factors": { "length": 239, "offset": 62, "multiplier": 2.92844 } } }
# | 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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