Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589015.401 | 445479.6242 | 143535.7768 | 1929877.5462 | 547185.3077 | 1382692.2385 |
Total P&L (%) | 589.0154 | 445.4796 | 143.5358 | 1929.8775 | 547.1853 | 1382.6922 |
Avg Daily Profit (%) | 0.3148 | 0.2381 | 0.0767 | 0.161 | 0.0999 | 0.1442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77534 | -60739 | -71616 | -1732007 | -995368 | -778975 |
Profit Factor | 2.7387 | 3.6905 | 1.8288 | 1.5154 | 1.2599 | 1.8436 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 57.1429 | 53.125 | 61.2903 | 57.1429 | 53.125 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.054 | 3.2563 | 1.155 | 1.1366 | 1.1117 | 1.1644 |
Largest Winning Trade | 292898 | 292898 | 56945 | 1044873 | 737614 | 1044873 |
Largest Losing Trade | -38183 | -38183 | -25773 | -531113 | -393068 | -531113 |
Avg Bars in Trades | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Winners | 77 | 58 | 93 | 77 | 58 | 93 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 3592 | 1474 | 2118 | 3592 | 1474 | 2118 |
Profit Streak | 0 | 0 | 21.228 | 0 | 0 | 21.228 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135829 | 545546 | -86184 | -140968 | -59030 | 153669 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3742, "evaluation_days": 1871, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759382899078, "expiration_time": 1764212832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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": [ [ 589015.4009852469, 445479.6241663354, 143535.7768189116, 1929877.5461774594, 547185.3077027381, 1382692.2384747218 ], [ 589.015401, 445.479624, 143.535777, 1929.877546, 547.185308, 1382.692238 ], [ 0.314813, 0.238097, 0.076716, 0.161036, 0.099861, 0.144222 ], [ 10, 10, 10, 10, 10, 10 ], [ -77534, -60739, -71616, -1732007, -995368, -778975 ], [ 2.73872, 3.690499, 1.828783, 1.515423, 1.259915, 1.84361 ], [ 63, 32, 31, 63, 32, 31 ], [ 36, 17, 19, 36, 17, 19 ], [ 27, 15, 12, 27, 15, 12 ], [ 57.142857, 53.125, 61.290323, 57.142857, 53.125, 61.290323 ], [ 2.05404, 3.256322, 1.155021, 1.136567, 1.11169, 1.164385 ], [ 292898, 292898, 56945, 1044873, 737614, 1044873 ], [ -38183, -38183, -25773, -531113, -393068, -531113 ], [ 57, 46, 68, 57, 46, 68 ], [ 77, 58, 93, 77, 58, 93 ], [ 30, 31, 28, 30, 31, 28 ], [ 3592, 1474, 2118, 3592, 1474, 2118 ], [ 0, 0, 21.227999, 0, 0, 21.227999 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -135829, 545546, -86184, -140968, -59030, 153669 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3742, "evaluation_days": 1871, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1600387200000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759382899078, "expiration_time": 1764212832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 62, "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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