Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869804.1714 | 716301.1191 | 153503.0523 | 3270149.0716 | 942087.4841 | 2328061.5875 |
Total P&L (%) | 869.8042 | 716.3011 | 153.5031 | 3270.1491 | 942.0875 | 2328.0616 |
Avg Daily Profit (%) | 0.4643 | 0.3823 | 0.0819 | 0.1879 | 0.1252 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65959 | -48885 | -64409 | -3396474 | -2786616 | -1762665 |
Profit Factor | 2.921 | 4.1195 | 1.6878 | 1.3148 | 1.1609 | 1.5135 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 96 | 52 | 44 | 96 | 52 | 44 |
Profitability (%) | 30.9353 | 24.6377 | 37.1429 | 30.9353 | 24.6377 | 37.1429 |
Ratio Avg Win / Avg Loss | 6.5212 | 12.6007 | 2.8563 | 2.9353 | 3.5509 | 2.5614 |
Largest Winning Trade | 550920 | 550920 | 60488 | 2663393 | 2663393 | 1445772 |
Largest Losing Trade | -12981 | -12814 | -12981 | -782078 | -782078 | -429333 |
Avg Bars in Trades | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Winners | 65 | 60 | 68 | 65 | 60 | 68 |
Avg Bars in Losers | 8 | 7 | 10 | 8 | 7 | 10 |
Bars Traded | 3674 | 1414 | 2260 | 3674 | 1414 | 2260 |
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 | 327807 | -116346 | -179821 | 88255 | -201013 | -89173 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 869804.1714281167, 716301.1191115024, 153503.0523166144, 3270149.071594235, 942087.4840782796, 2328061.5875159544 ], [ 869.804171, 716.301119, 153.503052, 3270.149072, 942.087484, 2328.061588 ], [ 0.464267, 0.382333, 0.081934, 0.187929, 0.125182, 0.170397 ], [ 10, 10, 10, 10, 10, 10 ], [ -65959, -48885, -64409, -3396474, -2786616, -1762665 ], [ 2.920975, 4.119452, 1.687833, 1.314767, 1.160886, 1.513525 ], [ 139, 69, 70, 139, 69, 70 ], [ 43, 17, 26, 43, 17, 26 ], [ 96, 52, 44, 96, 52, 44 ], [ 30.935252, 24.637681, 37.142857, 30.935252, 24.637681, 37.142857 ], [ 6.521246, 12.600678, 2.856333, 2.935294, 3.550946, 2.561351 ], [ 550920, 550920, 60488, 2663393, 2663393, 1445772 ], [ -12981, -12814, -12981, -782078, -782078, -429333 ], [ 26, 20, 32, 26, 20, 32 ], [ 65, 60, 68, 65, 60, 68 ], [ 8, 7, 10, 8, 7, 10 ], [ 3674, 1414, 2260, 3674, 1414, 2260 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 327807, -116346, -179821, 88255, -201013, -89173 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3747, "evaluation_days": 1873.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1600344000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759588698145, "expiration_time": 1764435312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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