Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575953.5686 | 464874.2401 | 111079.3285 | 984186.7613 | 541589.4156 | 442597.3457 |
Total P&L (%) | 575.9536 | 464.8742 | 111.0793 | 984.1868 | 541.5894 | 442.5973 |
Avg Daily Profit (%) | 0.308 | 0.2486 | 0.0594 | 0.1275 | 0.0994 | 0.0905 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79131 | -104403 | -47901 | -822221 | -775522 | -529460 |
Profit Factor | 2.0411 | 2.969 | 1.3503 | 1.2054 | 1.2603 | 1.1633 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 55.6522 | 49.1228 | 62.069 | 55.6522 | 49.1228 | 62.069 |
Ratio Avg Win / Avg Loss | 1.6265 | 3.075 | 0.8252 | 0.9606 | 1.3053 | 0.7109 |
Largest Winning Trade | 340251 | 340251 | 54817 | 439577 | 439577 | 400504 |
Largest Losing Trade | -40092 | -24193 | -40092 | -529460 | -230519 | -529460 |
Avg Bars in Trades | 31 | 23 | 39 | 31 | 23 | 39 |
Avg Bars in Winners | 38 | 30 | 44 | 38 | 30 | 44 |
Avg Bars in Losers | 22 | 16 | 31 | 22 | 16 | 31 |
Bars Traded | 3629 | 1342 | 2287 | 3629 | 1342 | 2287 |
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 | 499624 | -166412 | -293371 | -23463 | -240068 | -293246 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3740, "evaluation_days": 1870, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759316586592, "expiration_time": 1764123840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 4.44061 } }, "second_band": { "type": "supertrend", "factors": { "length": 3, "offset": 0, "multiplier": 2.84172 } } }
{ "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": [ [ 575953.5685811129, 464874.2400970468, 111079.328484066, 984186.761303171, 541589.4156053871, 442597.3456977847 ], [ 575.953569, 464.87424, 111.079328, 984.186761, 541.589416, 442.597346 ], [ 0.307997, 0.248596, 0.059401, 0.127537, 0.099449, 0.090479 ], [ 10, 10, 10, 10, 10, 10 ], [ -79131, -104403, -47901, -822221, -775522, -529460 ], [ 2.041111, 2.968961, 1.350287, 1.205405, 1.260287, 1.163278 ], [ 115, 57, 58, 115, 57, 58 ], [ 64, 28, 36, 64, 28, 36 ], [ 51, 29, 22, 51, 29, 22 ], [ 55.652174, 49.122807, 62.068966, 55.652174, 49.122807, 62.068966 ], [ 1.62651, 3.074996, 0.825176, 0.960557, 1.305297, 0.710892 ], [ 340251, 340251, 54817, 439577, 439577, 400504 ], [ -40092, -24193, -40092, -529460, -230519, -529460 ], [ 31, 23, 39, 31, 23, 39 ], [ 38, 30, 44, 38, 30, 44 ], [ 22, 16, 31, 22, 16, 31 ], [ 3629, 1342, 2287, 3629, 1342, 2287 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 499624, -166412, -293371, -23463, -240068, -293246 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3740, "evaluation_days": 1870, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759316586592, "expiration_time": 1764123840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 4.44061 } }, "second_band": { "type": "supertrend", "factors": { "length": 3, "offset": 0, "multiplier": 2.84172 } } }
# | 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) |
---|