Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586206.5601 | 550296.8175 | 35909.7426 | 112349.8357 | 68242.6796 | 44107.1561 |
Total P&L (%) | 586.2066 | 550.2968 | 35.9097 | 112.3498 | 68.2427 | 44.1072 |
Avg Daily Profit (%) | 0.3128 | 0.2936 | 0.0192 | 0.0402 | 0.0278 | 0.0195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64040 | -76162 | -38775 | -261666 | -292495 | -155152 |
Profit Factor | 2.2511 | 2.968 | 1.1901 | 1.0742 | 1.0735 | 1.0752 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 46.875 | 47.9167 | 45.8333 | 46.875 | 47.9167 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.5513 | 3.2261 | 1.4065 | 1.2174 | 1.1668 | 1.2707 |
Largest Winning Trade | 597740 | 597740 | 53218 | 348901 | 348901 | 132200 |
Largest Losing Trade | -45268 | -45268 | -38528 | -154136 | -151320 | -154136 |
Avg Bars in Trades | 37 | 28 | 45 | 37 | 28 | 45 |
Avg Bars in Winners | 58 | 39 | 77 | 58 | 39 | 77 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 3560 | 1370 | 2190 | 3560 | 1370 | 2190 |
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 | 443785 | 506261 | -182813 | -279130 | -296037 | -307988 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3748, "evaluation_days": 1874, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1605441600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759639165909, "expiration_time": 1764479808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 586206.5600761564, 550296.8175033726, 35909.7425727837, 112349.8357201468, 68242.679608167, 44107.1561119797 ], [ 586.20656, 550.296818, 35.909743, 112.349836, 68.24268, 44.107156 ], [ 0.31281, 0.293648, 0.019162, 0.040193, 0.027765, 0.0195 ], [ 10, 10, 10, 10, 10, 10 ], [ -64040, -76162, -38775, -261666, -292495, -155152 ], [ 2.251145, 2.968039, 1.19008, 1.074156, 1.073488, 1.075213 ], [ 96, 48, 48, 96, 48, 48 ], [ 45, 23, 22, 45, 23, 22 ], [ 51, 25, 26, 51, 25, 26 ], [ 46.875, 47.916667, 45.833333, 46.875, 47.916667, 45.833333 ], [ 2.551298, 3.226129, 1.406458, 1.217376, 1.166835, 1.270706 ], [ 597740, 597740, 53218, 348901, 348901, 132200 ], [ -45268, -45268, -38528, -154136, -151320, -154136 ], [ 37, 28, 45, 37, 28, 45 ], [ 58, 39, 77, 58, 39, 77 ], [ 18, 18, 18, 18, 18, 18 ], [ 3560, 1370, 2190, 3560, 1370, 2190 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 443785, 506261, -182813, -279130, -296037, -307988 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3748, "evaluation_days": 1874, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1605441600000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759639165909, "expiration_time": 1764479808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|