Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836476.0957 | 728929.5862 | 107546.5095 | 1233288.7834 | 189082.6774 | 1044206.106 |
Total P&L (%) | 836.4761 | 728.9296 | 107.5465 | 1233.2888 | 189.0827 | 1044.2061 |
Avg Daily Profit (%) | 0.447 | 0.3895 | 0.0575 | 0.1385 | 0.0567 | 0.1303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64974 | -82579 | -38216 | -1985200 | -1701203 | -918839 |
Profit Factor | 3.1055 | 5.0344 | 1.4965 | 1.1678 | 1.0559 | 1.2634 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 30.3571 | 26.7857 | 33.9286 | 30.3571 | 26.7857 | 33.9286 |
Ratio Avg Win / Avg Loss | 7.1243 | 13.7607 | 2.9142 | 2.6792 | 2.8861 | 2.4603 |
Largest Winning Trade | 651973 | 651973 | 59133 | 1074129 | 1074129 | 1004268 |
Largest Losing Trade | -25963 | -14918 | -25963 | -381483 | -337159 | -381483 |
Avg Bars in Trades | 96 | 82 | 110 | 96 | 82 | 110 |
Avg Bars in Winners | 249 | 221 | 270 | 249 | 221 | 270 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 10829 | 4633 | 6196 | 10829 | 4633 | 6196 |
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 | 314679 | -184799 | -300365 | -49839 | -477379 | -204229 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11228, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759463088904, "expiration_time": 1764300096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 63, "offset": 247 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 836476.0957259897, 728929.5862160915, 107546.509509898, 1233288.7833680518, 189082.6774175213, 1044206.1059505285 ], [ 836.476096, 728.929586, 107.54651, 1233.288783, 189.082677, 1044.206106 ], [ 0.446996, 0.389525, 0.057471, 0.138513, 0.056743, 0.130329 ], [ 10, 10, 10, 10, 10, 10 ], [ -64974, -82579, -38216, -1985200, -1701203, -918839 ], [ 3.10546, 5.034416, 1.496496, 1.16784, 1.055876, 1.26342 ], [ 112, 56, 56, 112, 56, 56 ], [ 34, 15, 19, 34, 15, 19 ], [ 78, 41, 37, 78, 41, 37 ], [ 30.357143, 26.785714, 33.928571, 30.357143, 26.785714, 33.928571 ], [ 7.124291, 13.760737, 2.914229, 2.679162, 2.886061, 2.460344 ], [ 651973, 651973, 59133, 1074129, 1074129, 1004268 ], [ -25963, -14918, -25963, -381483, -337159, -381483 ], [ 96, 82, 110, 96, 82, 110 ], [ 249, 221, 270, 249, 221, 270 ], [ 30, 31, 28, 30, 31, 28 ], [ 10829, 4633, 6196, 10829, 4633, 6196 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314679, -184799, -300365, -49839, -477379, -204229 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11228, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1602316800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759463088904, "expiration_time": 1764300096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 63, "offset": 247 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|