Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430949.6814 | 345912.2967 | 85037.3846 | 403477.6374 | 172602.2857 | 230875.3517 |
Total P&L (%) | 430.9497 | 345.9123 | 85.0374 | 403.4776 | 172.6023 | 230.8754 |
Avg Daily Profit (%) | 0.2296 | 0.1843 | 0.0453 | 0.0861 | 0.0534 | 0.0638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137504 | -78691 | -91079 | -423639 | -250083 | -231156 |
Profit Factor | 1.5389 | 1.7963 | 1.2328 | 1.1528 | 1.1177 | 1.1965 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 49.162 | 45.5556 | 52.809 | 49.162 | 45.5556 | 52.809 |
Ratio Avg Win / Avg Loss | 1.5914 | 2.1468 | 1.1017 | 1.1921 | 1.3358 | 1.0692 |
Largest Winning Trade | 100640 | 100640 | 39080 | 255596 | 255596 | 200572 |
Largest Losing Trade | -47465 | -47465 | -39398 | -127404 | -105913 | -127404 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 5503 | 2494 | 3008 | 5503 | 2494 | 3008 |
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 | 401050 | 328654 | -132689 | -129834 | -214343 | -112174 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1599811200000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759952737650, "expiration_time": 1764805248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 43, "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": [ [ 430949.6813534659, 345912.2967083268, 85037.3846451388, 403477.6374215642, 172602.2857054626, 230875.3517161019 ], [ 430.949681, 345.912297, 85.037385, 403.477637, 172.602286, 230.875352 ], [ 0.229555, 0.184258, 0.045297, 0.086136, 0.053433, 0.063758 ], [ 10, 10, 10, 10, 10, 10 ], [ -137504, -78691, -91079, -423639, -250083, -231156 ], [ 1.538924, 1.796264, 1.232833, 1.152763, 1.117737, 1.196455 ], [ 179, 90, 89, 179, 90, 89 ], [ 88, 41, 47, 88, 41, 47 ], [ 91, 49, 42, 91, 49, 42 ], [ 49.162011, 45.555556, 52.808989, 49.162011, 45.555556, 52.808989 ], [ 1.591387, 2.146754, 1.10168, 1.192062, 1.335832, 1.069173 ], [ 100640, 100640, 39080, 255596, 255596, 200572 ], [ -47465, -47465, -39398, -127404, -105913, -127404 ], [ 30, 27, 33, 30, 27, 33 ], [ 37, 34, 40, 37, 34, 40 ], [ 24, 22, 26, 24, 22, 26 ], [ 5503, 2494, 3008, 5503, 2494, 3008 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401050, 328654, -132689, -129834, -214343, -112174 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5632, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1599811200000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759952737650, "expiration_time": 1764805248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 43, "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) |
---|