Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742598.4068 | 605312.5487 | 137285.8581 | 2144756.2783 | 634386.7301 | 1510369.5481 |
Total P&L (%) | 742.5984 | 605.3125 | 137.2859 | 2144.7563 | 634.3867 | 1510.3695 |
Avg Daily Profit (%) | 0.397 | 0.3236 | 0.0734 | 0.1665 | 0.1067 | 0.1487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81096 | -40744 | -77478 | -2505026 | -1494593 | -1314300 |
Profit Factor | 2.8487 | 4.0174 | 1.6827 | 1.4101 | 1.2175 | 1.6528 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 36.25 | 30 | 42.5 | 36.25 | 30 | 42.5 |
Ratio Avg Win / Avg Loss | 5.0097 | 9.374 | 2.2766 | 2.4798 | 2.8409 | 2.2362 |
Largest Winning Trade | 458218 | 458218 | 60989 | 1443284 | 1443284 | 1272844 |
Largest Losing Trade | -33366 | -33366 | -24642 | -435908 | -435908 | -403997 |
Avg Bars in Trades | 68 | 52 | 84 | 68 | 52 | 84 |
Avg Bars in Winners | 146 | 125 | 161 | 146 | 125 | 161 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 5483 | 2109 | 3374 | 5483 | 2109 | 3374 |
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 | -13964 | 303093 | -94637 | -19505 | -57232 | 220085 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 8, "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": [ [ 742598.4068209861, 605312.5487449244, 137285.8580760617, 2144756.278285958, 634386.7301418276, 1510369.5481441305 ], [ 742.598407, 605.312549, 137.285858, 2144.756278, 634.38673, 1510.369548 ], [ 0.397041, 0.323639, 0.073402, 0.166482, 0.106662, 0.148696 ], [ 10, 10, 10, 10, 10, 10 ], [ -81096, -40744, -77478, -2505026, -1494593, -1314300 ], [ 2.848667, 4.017418, 1.682716, 1.410092, 1.217523, 1.652841 ], [ 80, 40, 40, 80, 40, 40 ], [ 29, 12, 17, 29, 12, 17 ], [ 51, 28, 23, 51, 28, 23 ], [ 36.25, 30, 42.5, 36.25, 30, 42.5 ], [ 5.009725, 9.373976, 2.276616, 2.479817, 2.840888, 2.236197 ], [ 458218, 458218, 60989, 1443284, 1443284, 1272844 ], [ -33366, -33366, -24642, -435908, -435908, -403997 ], [ 68, 52, 84, 68, 52, 84 ], [ 146, 125, 161, 146, 125, 161 ], [ 24, 21, 27, 24, 21, 27 ], [ 5483, 2109, 3374, 5483, 2109, 3374 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -13964, 303093, -94637, -19505, -57232, 220085 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5611, "evaluation_days": 1870.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600588800000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759358172206, "expiration_time": 1764182304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 8, "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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