Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828960.879 | 716278.5779 | 112682.3011 | 1136487.2506 | 755461.8784 | 381025.3722 |
Total P&L (%) | 828.9609 | 716.2786 | 112.6823 | 1136.4873 | 755.4619 | 381.0254 |
Avg Daily Profit (%) | 0.4429 | 0.3827 | 0.0602 | 0.1344 | 0.1147 | 0.084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92522 | -81613 | -38400 | -2210601 | -1853339 | -865669 |
Profit Factor | 2.3177 | 3.1197 | 1.387 | 1.1331 | 1.1603 | 1.0996 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Profitability (%) | 33.526 | 27.907 | 39.0805 | 33.526 | 27.907 | 39.0805 |
Ratio Avg Win / Avg Loss | 4.5955 | 8.0592 | 2.1621 | 2.2467 | 2.9975 | 1.7141 |
Largest Winning Trade | 590788 | 590788 | 62529 | 1424474 | 1424474 | 542053 |
Largest Losing Trade | -28266 | -28266 | -18093 | -295619 | -233148 | -295619 |
Avg Bars in Trades | 128 | 107 | 148 | 128 | 107 | 148 |
Avg Bars in Winners | 289 | 263 | 308 | 289 | 263 | 308 |
Avg Bars in Losers | 47 | 47 | 46 | 47 | 47 | 46 |
Bars Traded | 22232 | 9270 | 12961 | 22232 | 9270 | 12961 |
Profit Streak | 0 | 39.0321 | 0 | 0 | 39.0321 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324951 | -1220 | -115382 | -91610 | -99255 | -195268 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22462, "evaluation_days": 1871.83, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598810400000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759553175368, "expiration_time": 1765372550400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 3 } } }
{ "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": [ [ 828960.8789803146, 716278.5778994388, 112682.3010808764, 1136487.2505847854, 755461.8783595008, 381025.3722252839 ], [ 828.960879, 716.278578, 112.682301, 1136.487251, 755.461878, 381.025372 ], [ 0.442861, 0.382662, 0.060199, 0.134443, 0.114738, 0.08395 ], [ 10, 10, 10, 10, 10, 10 ], [ -92522, -81613, -38400, -2210601, -1853339, -865669 ], [ 2.317709, 3.119696, 1.386989, 1.133126, 1.160315, 1.099626 ], [ 173, 86, 87, 173, 86, 87 ], [ 58, 24, 34, 58, 24, 34 ], [ 115, 62, 53, 115, 62, 53 ], [ 33.526012, 27.906977, 39.08046, 33.526012, 27.906977, 39.08046 ], [ 4.595458, 8.059214, 2.162072, 2.246716, 2.997481, 1.714124 ], [ 590788, 590788, 62529, 1424474, 1424474, 542053 ], [ -28266, -28266, -18093, -295619, -233148, -295619 ], [ 128, 107, 148, 128, 107, 148 ], [ 289, 263, 308, 289, 263, 308 ], [ 47, 47, 46, 47, 47, 46 ], [ 22232, 9270, 12961, 22232, 9270, 12961 ], [ 0, 39.032122, 0, 0, 39.032122, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324951, -1220, -115382, -91610, -99255, -195268 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22462, "evaluation_days": 1871.83, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598810400000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759553175368, "expiration_time": 1765372550400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 35, "offset": 0, "poles": 3 } } }
# | 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) |
---|