Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285288.4304 | 295297.7167 | -10009.2863 | -791616.4855 | 76897.7853 | -868514.2708 |
Total P&L (%) | 285.2884 | 295.2977 | -10.0093 | -791.6165 | 76.8978 | -868.5143 |
Avg Daily Profit (%) | 0.1528 | 0.1581 | -0.0054 | 0 | 0.0305 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -257022 | -78060 | -230229 | -1171009 | -571433 | -1024362 |
Profit Factor | 1.4207 | 1.9714 | 0.9732 | 0.6524 | 1.0791 | 0.3347 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 23 | 25 | 40 | 24 | 16 |
Losing Trades | 38 | 20 | 18 | 46 | 19 | 27 |
Profitability (%) | 55.814 | 53.4884 | 58.1395 | 46.5116 | 55.814 | 37.2093 |
Ratio Avg Win / Avg Loss | 1.1248 | 1.7142 | 0.7007 | 0.7503 | 0.8543 | 0.5648 |
Largest Winning Trade | 122966 | 122966 | 38878 | 233842 | 233842 | 170400 |
Largest Losing Trade | -171900 | -42199 | -171900 | -446191 | -446191 | -276822 |
Avg Bars in Trades | 63 | 74 | 52 | 63 | 74 | 52 |
Avg Bars in Winners | 64 | 75 | 54 | 60 | 70 | 44 |
Avg Bars in Losers | 62 | 72 | 50 | 66 | 79 | 57 |
Bars Traded | 5459 | 3197 | 2262 | 5459 | 3197 | 2262 |
Profit Streak | 2.6515 | 0 | 15.9848 | 0 | 62.3181 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271709 | 414397 | -579093 | -581904 | -285477 | -585701 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5603, "evaluation_days": 1867.67, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1601452800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759131488108, "expiration_time": 1763944992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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": [ [ 285288.4303988838, 295297.716747075, -10009.2863481911, -791616.4854684385, 76897.7853072629, -868514.2707757017 ], [ 285.28843, 295.297717, -10.009286, -791.616485, 76.897785, -868.514271 ], [ 0.152751, 0.15811, -0.005359, 0, 0.030545, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -257022, -78060, -230229, -1171009, -571433, -1024362 ], [ 1.420737, 1.971355, 0.973242, 0.652421, 1.079106, 0.33469 ], [ 86, 43, 43, 86, 43, 43 ], [ 48, 23, 25, 40, 24, 16 ], [ 38, 20, 18, 46, 19, 27 ], [ 55.813953, 53.488372, 58.139535, 46.511628, 55.813953, 37.209302 ], [ 1.12475, 1.714222, 0.700734, 0.750284, 0.854292, 0.564789 ], [ 122966, 122966, 38878, 233842, 233842, 170400 ], [ -171900, -42199, -171900, -446191, -446191, -276822 ], [ 63, 74, 52, 63, 74, 52 ], [ 64, 75, 54, 60, 70, 44 ], [ 62, 72, 50, 66, 79, 57 ], [ 5459, 3197, 2262, 5459, 3197, 2262 ], [ 2.651483, 0, 15.984816, 0, 62.318149, 0 ], [ 1, 0, 1, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 271709, 414397, -579093, -581904, -285477, -585701 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5603, "evaluation_days": 1867.67, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1601452800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759131488108, "expiration_time": 1763944992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "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) |
---|