Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043339.6272 | 860320.1776 | 183019.4496 | 4369486.0474 | 1118032.3166 | 3251453.7307 |
Total P&L (%) | 1043.3396 | 860.3202 | 183.0195 | 4369.486 | 1118.0323 | 3251.4537 |
Avg Daily Profit (%) | 0.5584 | 0.4604 | 0.098 | 0.2036 | 0.1339 | 0.1881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47888 | -48538 | -25794 | -2946340 | -1580328 | -1768728 |
Profit Factor | 4.3787 | 5.5913 | 2.5074 | 1.3781 | 1.1857 | 1.5871 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50 | 43.75 | 56.25 | 50 | 43.75 | 56.25 |
Ratio Avg Win / Avg Loss | 4.3787 | 7.1888 | 1.9502 | 1.3781 | 1.5245 | 1.2344 |
Largest Winning Trade | 758344 | 758344 | 44336 | 2062498 | 1794992 | 2062498 |
Largest Losing Trade | -42554 | -42554 | -21092 | -1303145 | -781344 | -1303145 |
Avg Bars in Trades | 55 | 63 | 46 | 55 | 63 | 46 |
Avg Bars in Winners | 69 | 89 | 54 | 69 | 89 | 54 |
Avg Bars in Losers | 41 | 44 | 37 | 41 | 44 | 37 |
Bars Traded | 3544 | 2044 | 1500 | 3544 | 2044 | 1500 |
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 | -125059 | 577055 | -56649 | -134870 | -31463 | 379887 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3737, "evaluation_days": 1868.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759185643352, "expiration_time": 1763990352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "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": [ [ 1043339.6271781174, 860320.1776174121, 183019.4495607057, 4369486.0473716725, 1118032.31662928, 3251453.7307423926 ], [ 1043.339627, 860.320178, 183.01945, 4369.486047, 1118.032317, 3251.453731 ], [ 0.558384, 0.460434, 0.09795, 0.203571, 0.133877, 0.188134 ], [ 10, 10, 10, 10, 10, 10 ], [ -47888, -48538, -25794, -2946340, -1580328, -1768728 ], [ 4.378735, 5.591279, 2.507393, 1.378051, 1.18573, 1.587087 ], [ 64, 32, 32, 64, 32, 32 ], [ 32, 14, 18, 32, 14, 18 ], [ 32, 18, 14, 32, 18, 14 ], [ 50, 43.75, 56.25, 50, 43.75, 56.25 ], [ 4.378735, 7.188787, 1.950195, 1.378051, 1.524511, 1.234401 ], [ 758344, 758344, 44336, 2062498, 1794992, 2062498 ], [ -42554, -42554, -21092, -1303145, -781344, -1303145 ], [ 55, 63, 46, 55, 63, 46 ], [ 69, 89, 54, 69, 89, 54 ], [ 41, 44, 37, 41, 44, 37 ], [ 3544, 2044, 1500, 3544, 2044, 1500 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125059, 577055, -56649, -134870, -31463, 379887 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3737, "evaluation_days": 1868.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1602892800000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759185643352, "expiration_time": 1763990352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "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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