Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856262.384 | 698173.3123 | 158089.0717 | 4812439.9276 | 1959445.2141 | 2852994.7134 |
Total P&L (%) | 856.2624 | 698.1733 | 158.0891 | 4812.4399 | 1959.4452 | 2852.9947 |
Avg Daily Profit (%) | 0.4585 | 0.3739 | 0.0847 | 0.2088 | 0.1621 | 0.1814 |
Buy And Hold Return (%) | 28.5484 | 28.5484 | 28.5484 | 28.5484 | 28.5484 | 28.5484 |
Max Trade Drawdown | -63820 | -47719 | -57542 | -3528113 | -1853724 | -2134329 |
Profit Factor | 3.0604 | 4.6224 | 1.7094 | 1.5291 | 1.4321 | 1.6256 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 32.3308 | 29.8507 | 34.8485 | 32.3308 | 29.8507 | 34.8485 |
Ratio Avg Win / Avg Loss | 6.4054 | 10.8627 | 3.1958 | 3.2004 | 3.3654 | 3.0391 |
Largest Winning Trade | 493816 | 493816 | 61171 | 2375142 | 2375142 | 1729227 |
Largest Losing Trade | -13971 | -10021 | -13971 | -700694 | -519238 | -700694 |
Avg Bars in Trades | 56 | 47 | 65 | 56 | 47 | 65 |
Avg Bars in Winners | 137 | 118 | 154 | 137 | 118 | 154 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 7450 | 3159 | 4291 | 7450 | 3159 | 4291 |
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 | 344691 | -108352 | -208021 | 150789 | -115677 | -119393 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7470, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1597773600000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759117019836, "expiration_time": 1763944560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "hl2", "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": [ [ 856262.384036378, 698173.3123070068, 158089.0717293714, 4812439.927578675, 1959445.2141292475, 2852994.7134494274 ], [ 856.262384, 698.173312, 158.089072, 4812.439928, 1959.445214, 2852.994713 ], [ 0.458507, 0.373855, 0.084653, 0.208751, 0.162114, 0.181444 ], [ 28.548387, 28.548387, 28.548387, 28.548387, 28.548387, 28.548387 ], [ -63820, -47719, -57542, -3528113, -1853724, -2134329 ], [ 3.060357, 4.622423, 1.709388, 1.529099, 1.432083, 1.625566 ], [ 133, 67, 66, 133, 67, 66 ], [ 43, 20, 23, 43, 20, 23 ], [ 90, 47, 43, 90, 47, 43 ], [ 32.330827, 29.850746, 34.848485, 32.330827, 29.850746, 34.848485 ], [ 6.405398, 10.862695, 3.195812, 3.20044, 3.365396, 3.039102 ], [ 493816, 493816, 61171, 2375142, 2375142, 1729227 ], [ -13971, -10021, -13971, -700694, -519238, -700694 ], [ 56, 47, 65, 56, 47, 65 ], [ 137, 118, 154, 137, 118, 154 ], [ 16, 16, 17, 16, 16, 17 ], [ 7450, 3159, 4291, 7450, 3159, 4291 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344691, -108352, -208021, 150789, -115677, -119393 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7470, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1597773600000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759117019836, "expiration_time": 1763944560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 242, "offset": 0, "poles": 3 } }, "second_band": { "type": "hl2", "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) |
---|