Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406053.6135 | 388686.2174 | 17367.3961 | 16120.8513 | 16750.0497 | -629.1983 |
Total P&L (%) | 406.0536 | 388.6862 | 17.3674 | 16.1209 | 16.7501 | -0.6292 |
Avg Daily Profit (%) | 0.2164 | 0.2072 | 0.0093 | 0.008 | 0.0083 | -0.0003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181843 | -150975 | -91023 | -1121715 | -905528 | -381797 |
Profit Factor | 1.6803 | 2.1206 | 1.0695 | 1.0063 | 1.0109 | 0.9994 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 40.9091 | 43.1818 | 38.6364 | 40.9091 | 43.1818 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.4271 | 2.7903 | 1.6986 | 1.4535 | 1.3302 | 1.5873 |
Largest Winning Trade | 351173 | 351173 | 42500 | 542846 | 542846 | 361942 |
Largest Losing Trade | -51426 | -46568 | -51426 | -366173 | -366173 | -358662 |
Avg Bars in Trades | 40 | 52 | 27 | 40 | 52 | 27 |
Avg Bars in Winners | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Losers | 33 | 55 | 13 | 33 | 55 | 13 |
Bars Traded | 3520 | 2289 | 1231 | 3520 | 2289 | 1231 |
Profit Streak | 26.9665 | 26.9665 | 55.4665 | 26.9665 | 26.9665 | 55.4665 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311729 | 347888 | -335625 | -407580 | -401426 | -581521 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1606953600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759835502382, "expiration_time": 1764657792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 2.57288 } } }
{ "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": [ [ 406053.613546196, 388686.2174346895, 17367.3961115061, 16120.8513281782, 16750.0496586341, -629.1983304559 ], [ 406.053614, 388.686217, 17.367396, 16.120851, 16.75005, -0.629198 ], [ 0.216446, 0.207189, 0.009258, 0.007967, 0.008255, -0.000336 ], [ 10, 10, 10, 10, 10, 10 ], [ -181843, -150975, -91023, -1121715, -905528, -381797 ], [ 1.680328, 2.120604, 1.069471, 1.006265, 1.010916, 0.999394 ], [ 88, 44, 44, 88, 44, 44 ], [ 36, 19, 17, 36, 19, 17 ], [ 52, 25, 27, 52, 25, 27 ], [ 40.909091, 43.181818, 38.636364, 40.909091, 43.181818, 38.636364 ], [ 2.42714, 2.790269, 1.698571, 1.453494, 1.330153, 1.587273 ], [ 351173, 351173, 42500, 542846, 542846, 361942 ], [ -51426, -46568, -51426, -366173, -366173, -358662 ], [ 40, 52, 27, 40, 52, 27 ], [ 49, 47, 51, 49, 47, 51 ], [ 33, 55, 13, 33, 55, 13 ], [ 3520, 2289, 1231, 3520, 2289, 1231 ], [ 26.966463, 26.966463, 55.466463, 26.966463, 26.966463, 55.466463 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311729, 347888, -335625, -407580, -401426, -581521 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3752, "evaluation_days": 1876, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1606953600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759835502382, "expiration_time": 1764657792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 133, "offset": 0, "multiplier": 2.57288 } } }
# | 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) |
---|