Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444399.5005 | 446243.5817 | -1844.0812 | -8505.9393 | 164459.7966 | -172965.7359 |
Total P&L (%) | 444.3995 | 446.2436 | -1.8441 | -8.5059 | 164.4598 | -172.9657 |
Avg Daily Profit (%) | 0.2373 | 0.2383 | -0.001 | -0.0047 | 0.0519 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150562 | -132796 | -98190 | -434051 | -252783 | -272319 |
Profit Factor | 1.7677 | 2.3776 | 0.9928 | 0.9905 | 1.3373 | 0.5766 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 47.619 | 45.2381 | 50 | 47.619 | 45.2381 | 50 |
Ratio Avg Win / Avg Loss | 1.9445 | 2.8782 | 0.9928 | 1.0896 | 1.6188 | 0.5766 |
Largest Winning Trade | 481089 | 481089 | 45868 | 391988 | 391988 | 60794 |
Largest Losing Trade | -47478 | -41883 | -47478 | -141850 | -102079 | -141850 |
Avg Bars in Trades | 63 | 86 | 40 | 63 | 86 | 40 |
Avg Bars in Winners | 83 | 120 | 49 | 83 | 120 | 49 |
Avg Bars in Losers | 45 | 59 | 30 | 45 | 59 | 30 |
Bars Traded | 5329 | 3644 | 1685 | 5329 | 3644 | 1685 |
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 | 381243 | 384063 | -580734 | -579812 | -123942 | -580734 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1602403200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759595062051, "expiration_time": 1764419616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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": [ [ 444399.5005075008, 446243.581727352, -1844.0812198505, -8505.9393036301, 164459.7966406053, -172965.7359442353 ], [ 444.399501, 446.243582, -1.844081, -8.505939, 164.459797, -172.965736 ], [ 0.237266, 0.238251, -0.000985, -0.004746, 0.051937, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -150562, -132796, -98190, -434051, -252783, -272319 ], [ 1.767691, 2.377636, 0.992767, 0.990508, 1.33728, 0.576577 ], [ 84, 42, 42, 84, 42, 42 ], [ 40, 19, 21, 40, 19, 21 ], [ 44, 23, 21, 44, 23, 21 ], [ 47.619048, 45.238095, 50, 47.619048, 45.238095, 50 ], [ 1.944461, 2.878191, 0.992767, 1.089559, 1.618813, 0.576577 ], [ 481089, 481089, 45868, 391988, 391988, 60794 ], [ -47478, -41883, -47478, -141850, -102079, -141850 ], [ 63, 86, 40, 63, 86, 40 ], [ 83, 120, 49, 83, 120, 49 ], [ 45, 59, 30, 45, 59, 30 ], [ 5329, 3644, 1685, 5329, 3644, 1685 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 381243, 384063, -580734, -579812, -123942, -580734 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1602403200000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759595062051, "expiration_time": 1764419616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 162, "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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