Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468112.0658 | 401842.4239 | 66269.6418 | 336129.6221 | 177587.6491 | 158541.9729 |
Total P&L (%) | 468.1121 | 401.8424 | 66.2696 | 336.1296 | 177.5876 | 158.542 |
Avg Daily Profit (%) | 0.2501 | 0.2147 | 0.0354 | 0.0787 | 0.0546 | 0.0508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119180 | -61073 | -92382 | -465262 | -384254 | -239369 |
Profit Factor | 2.1424 | 3.006 | 1.3164 | 1.2131 | 1.2169 | 1.209 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 44.9275 | 37.1429 | 52.9412 | 44.9275 | 37.1429 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.6262 | 5.0871 | 1.1702 | 1.487 | 2.0594 | 1.0747 |
Largest Winning Trade | 330911 | 330911 | 61820 | 296616 | 296616 | 254796 |
Largest Losing Trade | -48086 | -48086 | -33396 | -225542 | -125654 | -225542 |
Avg Bars in Trades | 52 | 39 | 64 | 52 | 39 | 64 |
Avg Bars in Winners | 79 | 60 | 93 | 79 | 60 | 93 |
Avg Bars in Losers | 29 | 27 | 33 | 29 | 27 | 33 |
Bars Traded | 3589 | 1383 | 2206 | 3589 | 1383 | 2206 |
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 | -96125 | 305236 | -145293 | -196535 | -124371 | -125223 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601553600000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759419892354, "expiration_time": 1764257328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 468112.0657511415, 401842.4239476416, 66269.6418034997, 336129.6220521543, 177587.6491177214, 158541.9729344331 ], [ 468.112066, 401.842424, 66.269642, 336.129622, 177.587649, 158.541973 ], [ 0.250127, 0.214717, 0.03541, 0.078726, 0.054568, 0.050768 ], [ 10, 10, 10, 10, 10, 10 ], [ -119180, -61073, -92382, -465262, -384254, -239369 ], [ 2.142412, 3.005989, 1.316419, 1.213095, 1.216893, 1.208997 ], [ 69, 35, 34, 69, 35, 34 ], [ 31, 13, 18, 31, 13, 18 ], [ 38, 22, 16, 38, 22, 16 ], [ 44.927536, 37.142857, 52.941176, 44.927536, 37.142857, 52.941176 ], [ 2.626183, 5.087058, 1.17015, 1.48702, 2.059357, 1.074664 ], [ 330911, 330911, 61820, 296616, 296616, 254796 ], [ -48086, -48086, -33396, -225542, -125654, -225542 ], [ 52, 39, 64, 52, 39, 64 ], [ 79, 60, 93, 79, 60, 93 ], [ 29, 27, 33, 29, 27, 33 ], [ 3589, 1383, 2206, 3589, 1383, 2206 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -96125, 305236, -145293, -196535, -124371, -125223 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3743, "evaluation_days": 1871.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601553600000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759419892354, "expiration_time": 1764257328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|