Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583029.2404 | 577477.8048 | 5551.4356 | 23535.7494 | 37659.4117 | -14123.6622 |
Total P&L (%) | 583.0292 | 577.4778 | 5.5514 | 23.5357 | 37.6594 | -14.1237 |
Avg Daily Profit (%) | 0.3126 | 0.3096 | 0.003 | 0.0113 | 0.0171 | -0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139428 | -98937 | -62002 | -668984 | -574403 | -299729 |
Profit Factor | 1.9743 | 2.9054 | 1.0188 | 1.0097 | 1.0303 | 0.988 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 36.9048 | 34.5238 | 39.2857 | 36.9048 | 34.5238 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.3755 | 5.5102 | 1.5745 | 1.7263 | 1.9541 | 1.527 |
Largest Winning Trade | 663119 | 663119 | 59133 | 605379 | 605379 | 265412 |
Largest Losing Trade | -32329 | -32329 | -27428 | -182653 | -182653 | -155051 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 61 | 53 | 68 | 61 | 53 | 68 |
Avg Bars in Losers | 14 | 10 | 18 | 14 | 10 | 18 |
Bars Traded | 5348 | 2163 | 3185 | 5348 | 2163 | 3185 |
Profit Streak | 21.0929 | 21.4262 | 0 | 21.0929 | 21.4262 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327227 | 324087 | -557850 | -394610 | -363946 | -582496 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5596, "evaluation_days": 1865.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1604476800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758939226741, "expiration_time": 1763737344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 233, "na": 0.31362, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.42493, "nb": 0.41833, "nc": 0.91044 } } }
{ "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": [ [ 583029.2404326579, 577477.8048017566, 5551.4356309013, 23535.749440797, 37659.4116884313, -14123.6622476347 ], [ 583.02924, 577.477805, 5.551436, 23.535749, 37.659412, -14.123662 ], [ 0.312561, 0.309585, 0.002976, 0.011332, 0.017136, -0.008162 ], [ 10, 10, 10, 10, 10, 10 ], [ -139428, -98937, -62002, -668984, -574403, -299729 ], [ 1.974321, 2.905388, 1.018798, 1.009723, 1.030343, 0.988027 ], [ 168, 84, 84, 168, 84, 84 ], [ 62, 29, 33, 62, 29, 33 ], [ 106, 55, 51, 106, 55, 51 ], [ 36.904762, 34.52381, 39.285714, 36.904762, 34.52381, 39.285714 ], [ 3.375451, 5.510218, 1.574506, 1.7263, 1.954098, 1.526951 ], [ 663119, 663119, 59133, 605379, 605379, 265412 ], [ -32329, -32329, -27428, -182653, -182653, -155051 ], [ 31, 25, 37, 31, 25, 37 ], [ 61, 53, 68, 61, 53, 68 ], [ 14, 10, 18, 14, 10, 18 ], [ 5348, 2163, 3185, 5348, 2163, 3185 ], [ 21.092902, 21.426235, 0, 21.092902, 21.426235, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327227, 324087, -557850, -394610, -363946, -582496 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5596, "evaluation_days": 1865.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1604476800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758939226741, "expiration_time": 1763737344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 233, "na": 0.31362, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.42493, "nb": 0.41833, "nc": 0.91044 } } }
# | 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) |
---|