Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579286.6661 | 468756.5752 | 110530.0909 | 1029702.1836 | 273724.0593 | 755978.1243 |
Total P&L (%) | 579.2867 | 468.7566 | 110.5301 | 1029.7022 | 273.7241 | 755.9781 |
Avg Daily Profit (%) | 0.3096 | 0.2505 | 0.0591 | 0.1297 | 0.0705 | 0.1148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86276 | -45144 | -95345 | -897678 | -734237 | -386670 |
Profit Factor | 2.6049 | 3.4764 | 1.6439 | 1.3907 | 1.1678 | 1.7523 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 42.8571 | 34.375 | 51.6129 | 42.8571 | 34.375 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.4732 | 6.6369 | 1.5411 | 1.8542 | 2.2295 | 1.6428 |
Largest Winning Trade | 355482 | 355482 | 56717 | 679259 | 679259 | 590656 |
Largest Losing Trade | -39511 | -28305 | -39511 | -259993 | -253140 | -259993 |
Avg Bars in Trades | 113 | 85 | 142 | 113 | 85 | 142 |
Avg Bars in Winners | 190 | 137 | 227 | 190 | 137 | 227 |
Avg Bars in Losers | 55 | 58 | 52 | 55 | 58 | 52 |
Bars Traded | 7165 | 2736 | 4429 | 7165 | 2736 | 4429 |
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 | -140113 | 309376 | -110757 | -171803 | -139717 | -35803 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7484, "evaluation_days": 1871, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759431493665, "expiration_time": 1764256032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 65, "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": [ [ 579286.6661199899, 468756.5752341446, 110530.0908858453, 1029702.183613502, 273724.0592653002, 755978.1243482006 ], [ 579.286666, 468.756575, 110.530091, 1029.702184, 273.724059, 755.978124 ], [ 0.309613, 0.250538, 0.059075, 0.129669, 0.070487, 0.114821 ], [ 10, 10, 10, 10, 10, 10 ], [ -86276, -45144, -95345, -897678, -734237, -386670 ], [ 2.604894, 3.476447, 1.643874, 1.390684, 1.167846, 1.752339 ], [ 63, 32, 31, 63, 32, 31 ], [ 27, 11, 16, 27, 11, 16 ], [ 36, 21, 15, 36, 21, 15 ], [ 42.857143, 34.375, 51.612903, 42.857143, 34.375, 51.612903 ], [ 3.473193, 6.636854, 1.541132, 1.854245, 2.229524, 1.642818 ], [ 355482, 355482, 56717, 679259, 679259, 590656 ], [ -39511, -28305, -39511, -259993, -253140, -259993 ], [ 113, 85, 142, 113, 85, 142 ], [ 190, 137, 227, 190, 137, 227 ], [ 55, 58, 52, 55, 58, 52 ], [ 7165, 2736, 4429, 7165, 2736, 4429 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140113, 309376, -110757, -171803, -139717, -35803 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7484, "evaluation_days": 1871, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759431493665, "expiration_time": 1764256032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 65, "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) |
---|