Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334603.2577 | 295510.4659 | 39092.7918 | 84076.8656 | 109967.4717 | -25890.6061 |
Total P&L (%) | 334.6033 | 295.5105 | 39.0928 | 84.0769 | 109.9675 | -25.8906 |
Avg Daily Profit (%) | 0.1785 | 0.1576 | 0.0208 | 0.0325 | 0.0396 | -0.016 |
Buy And Hold Return (%) | 11.1839 | 11.1839 | 11.1839 | 11.1839 | 11.1839 | 11.1839 |
Max Trade Drawdown | -117586 | -111038 | -125223 | -181494 | -161930 | -184620 |
Profit Factor | 1.4734 | 1.7891 | 1.1176 | 1.087 | 1.2103 | 0.9416 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 58 | 23 | 35 | 58 | 23 | 35 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 44.9612 | 35.9375 | 53.8462 | 44.9612 | 35.9375 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.8036 | 3.1893 | 0.958 | 1.3307 | 2.1574 | 0.8071 |
Largest Winning Trade | 183790 | 183790 | 35623 | 171130 | 171130 | 35181 |
Largest Losing Trade | -34629 | -28200 | -34629 | -60837 | -39530 | -60837 |
Avg Bars in Trades | 57 | 52 | 62 | 57 | 52 | 62 |
Avg Bars in Winners | 88 | 91 | 86 | 88 | 91 | 86 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 7413 | 3380 | 4033 | 7413 | 3380 | 4033 |
Profit Streak | 14.7631 | 0 | 18.2631 | 14.7631 | 0 | 18.2631 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311848 | -134274 | -391109 | -275243 | -284326 | -711396 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7500, "evaluation_days": 1875, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1598076000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759753134248, "expiration_time": 1764612000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 3.33754 } }, "second_band": { "type": "dema", "factors": { "length": 9, "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": [ [ 334603.2577197658, 295510.4659286886, 39092.791791077, 84076.865598946, 109967.4716982603, -25890.6060993143 ], [ 334.603258, 295.510466, 39.092792, 84.076866, 109.967472, -25.890606 ], [ 0.178455, 0.157606, 0.020849, 0.032548, 0.03957, -0.015979 ], [ 11.183917, 11.183917, 11.183917, 11.183917, 11.183917, 11.183917 ], [ -117586, -111038, -125223, -181494, -161930, -184620 ], [ 1.473366, 1.789097, 1.117619, 1.08702, 1.210258, 0.941578 ], [ 129, 64, 65, 129, 64, 65 ], [ 58, 23, 35, 58, 23, 35 ], [ 71, 41, 30, 71, 41, 30 ], [ 44.96124, 35.9375, 53.846154, 44.96124, 35.9375, 53.846154 ], [ 1.803603, 3.189259, 0.957959, 1.330663, 2.157416, 0.807066 ], [ 183790, 183790, 35623, 171130, 171130, 35181 ], [ -34629, -28200, -34629, -60837, -39530, -60837 ], [ 57, 52, 62, 57, 52, 62 ], [ 88, 91, 86, 88, 91, 86 ], [ 32, 31, 33, 32, 31, 33 ], [ 7413, 3380, 4033, 7413, 3380, 4033 ], [ 14.763128, 0, 18.263128, 14.763128, 0, 18.263128 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311848, -134274, -391109, -275243, -284326, -711396 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7500, "evaluation_days": 1875, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1598076000000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759753134248, "expiration_time": 1764612000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "supertrend", "factors": { "length": 14, "offset": 0, "multiplier": 3.33754 } }, "second_band": { "type": "dema", "factors": { "length": 9, "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) |
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