Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372698.0566 | 283422.2995 | 89275.757 | 386776.7439 | 249147.7779 | 137628.9661 |
Total P&L (%) | 372.6981 | 283.4223 | 89.2758 | 386.7767 | 249.1478 | 137.629 |
Avg Daily Profit (%) | 0.1996 | 0.1518 | 0.0478 | 0.0848 | 0.067 | 0.0464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84131 | -106184 | -54501 | -1312602 | -1227028 | -940425 |
Profit Factor | 1.8022 | 2.1179 | 1.4229 | 1.0816 | 1.0983 | 1.0624 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 57.3171 | 56.0976 | 58.5366 | 57.3171 | 56.0976 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.342 | 1.6575 | 1.0079 | 0.8054 | 0.8595 | 0.7525 |
Largest Winning Trade | 121234 | 121234 | 45921 | 458246 | 458246 | 418293 |
Largest Losing Trade | -54501 | -42542 | -54501 | -940425 | -585154 | -940425 |
Avg Bars in Trades | 42 | 50 | 35 | 42 | 50 | 35 |
Avg Bars in Winners | 39 | 37 | 41 | 39 | 37 | 41 |
Avg Bars in Losers | 47 | 66 | 27 | 47 | 66 | 27 |
Bars Traded | 3508 | 2059 | 1450 | 3508 | 2059 | 1450 |
Profit Streak | 0 | 46.3997 | 0 | 0 | 46.3997 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 75444 | 454347 | -127088 | -220038 | -216206 | -283406 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1605960000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759095334766, "expiration_time": 1763901360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 50, "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": [ [ 372698.0565694511, 283422.2995229849, 89275.757046466, 386776.743940064, 249147.7778813878, 137628.9660586769 ], [ 372.698057, 283.4223, 89.275757, 386.776744, 249.147778, 137.628966 ], [ 0.199571, 0.151766, 0.047805, 0.084782, 0.066974, 0.046358 ], [ 10, 10, 10, 10, 10, 10 ], [ -84131, -106184, -54501, -1312602, -1227028, -940425 ], [ 1.802166, 2.117924, 1.42293, 1.081589, 1.098283, 1.062401 ], [ 82, 41, 41, 82, 41, 41 ], [ 47, 23, 24, 47, 23, 24 ], [ 35, 18, 17, 35, 18, 17 ], [ 57.317073, 56.097561, 58.536585, 57.317073, 56.097561, 58.536585 ], [ 1.342039, 1.657506, 1.007909, 0.805439, 0.859526, 0.752534 ], [ 121234, 121234, 45921, 458246, 458246, 418293 ], [ -54501, -42542, -54501, -940425, -585154, -940425 ], [ 42, 50, 35, 42, 50, 35 ], [ 39, 37, 41, 39, 37, 41 ], [ 47, 66, 27, 47, 66, 27 ], [ 3508, 2059, 1450, 3508, 2059, 1450 ], [ 0, 46.399708, 0, 0, 46.399708, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 75444, 454347, -127088, -220038, -216206, -283406 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1605960000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759095334766, "expiration_time": 1763901360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 50, "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) |
---|