Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768907.9126 | 633640.8555 | 135267.0571 | 1878577.9806 | 754801.4738 | 1123776.5068 |
Total P&L (%) | 768.9079 | 633.6409 | 135.2671 | 1878.578 | 754.8015 | 1123.7765 |
Avg Daily Profit (%) | 0.4097 | 0.3376 | 0.0721 | 0.1592 | 0.1144 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97717 | -50174 | -56025 | -2497143 | -1188784 | -1545904 |
Profit Factor | 3.0353 | 4.2919 | 1.73 | 1.2606 | 1.2212 | 1.296 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.9459 | 43.2432 | 48.6486 | 45.9459 | 43.2432 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.571 | 5.6331 | 1.8261 | 1.483 | 1.6028 | 1.368 |
Largest Winning Trade | 532868 | 532868 | 59633 | 1227496 | 977623 | 1227496 |
Largest Losing Trade | -30958 | -28540 | -30958 | -927213 | -529516 | -927213 |
Avg Bars in Trades | 73 | 60 | 85 | 73 | 60 | 85 |
Avg Bars in Winners | 119 | 99 | 136 | 119 | 99 | 136 |
Avg Bars in Losers | 34 | 30 | 37 | 34 | 30 | 37 |
Bars Traded | 5411 | 2236 | 3175 | 5411 | 2236 | 3175 |
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 | -54725 | 499236 | -93943 | -62822 | -41763 | -14790 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5630, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1601049600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759895048925, "expiration_time": 1764745920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 115, "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": [ [ 768907.9125523438, 633640.8554544293, 135267.0570979146, 1878577.980615782, 754801.4737831968, 1123776.5068325852 ], [ 768.907913, 633.640855, 135.267057, 1878.577981, 754.801474, 1123.776507 ], [ 0.409719, 0.337641, 0.072078, 0.159183, 0.114401, 0.133545 ], [ 10, 10, 10, 10, 10, 10 ], [ -97717, -50174, -56025, -2497143, -1188784, -1545904 ], [ 3.035323, 4.291897, 1.730002, 1.260592, 1.221166, 1.296037 ], [ 74, 37, 37, 74, 37, 37 ], [ 34, 16, 18, 34, 16, 18 ], [ 40, 21, 19, 40, 21, 19 ], [ 45.945946, 43.243243, 48.648649, 45.945946, 43.243243, 48.648649 ], [ 3.570968, 5.633114, 1.826113, 1.483049, 1.602781, 1.368039 ], [ 532868, 532868, 59633, 1227496, 977623, 1227496 ], [ -30958, -28540, -30958, -927213, -529516, -927213 ], [ 73, 60, 85, 73, 60, 85 ], [ 119, 99, 136, 119, 99, 136 ], [ 34, 30, 37, 34, 30, 37 ], [ 5411, 2236, 3175, 5411, 2236, 3175 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -54725, 499236, -93943, -62822, -41763, -14790 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5630, "evaluation_days": 1876.67, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1601049600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759895048925, "expiration_time": 1764745920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 115, "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) |
---|