Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399954.7067 | 308300.2085 | 91654.4982 | 233519.6073 | 202560.5118 | 30959.0955 |
Total P&L (%) | 399.9547 | 308.3002 | 91.6545 | 233.5196 | 202.5605 | 30.9591 |
Avg Daily Profit (%) | 0.1824 | 0.1406 | 0.0418 | 0.0549 | 0.0505 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238094 | -89744 | -192830 | -265014 | -66471 | -220373 |
Profit Factor | 1.7379 | 2.3454 | 1.2929 | 1.5116 | 2.2623 | 1.1046 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 54.2553 | 55.3191 | 53.1915 | 54.2553 | 55.3191 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.4653 | 1.8944 | 1.1378 | 1.2745 | 1.8273 | 0.972 |
Largest Winning Trade | 140254 | 140254 | 52001 | 78441 | 67188 | 78441 |
Largest Losing Trade | -59234 | -59234 | -46873 | -114164 | -36384 | -114164 |
Avg Bars in Trades | 43 | 56 | 30 | 43 | 56 | 30 |
Avg Bars in Winners | 47 | 57 | 37 | 47 | 57 | 37 |
Avg Bars in Losers | 39 | 54 | 24 | 39 | 54 | 24 |
Bars Traded | 4101 | 2645 | 1456 | 4101 | 2645 | 1456 |
Profit Streak | 24.8865 | 25.3865 | 0 | 24.8865 | 25.3865 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395973 | 15092 | -136545 | -116829 | -119857 | -286071 |
{ "trading_pair": "XTZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4386, "evaluation_days": 2193, "actual_first_datapoint_time": 1569283200000, "first_datapoint_time": 1577880000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758921394912, "expiration_time": 1764399456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "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": [ [ 399954.7066668904, 308300.2084904521, 91654.4981764384, 233519.6072652101, 202560.511772936, 30959.0954922741 ], [ 399.954707, 308.300208, 91.654498, 233.519607, 202.560512, 30.959095 ], [ 0.182378, 0.140584, 0.041794, 0.054941, 0.050497, 0.0123 ], [ 10, 10, 10, 10, 10, 10 ], [ -238094, -89744, -192830, -265014, -66471, -220373 ], [ 1.737857, 2.345424, 1.292918, 1.511609, 2.262325, 1.1046 ], [ 94, 47, 47, 94, 47, 47 ], [ 51, 26, 25, 51, 26, 25 ], [ 43, 21, 22, 43, 21, 22 ], [ 54.255319, 55.319149, 53.191489, 54.255319, 55.319149, 53.191489 ], [ 1.465252, 1.894381, 1.137768, 1.274493, 1.827262, 0.972048 ], [ 140254, 140254, 52001, 78441, 67188, 78441 ], [ -59234, -59234, -46873, -114164, -36384, -114164 ], [ 43, 56, 30, 43, 56, 30 ], [ 47, 57, 37, 47, 57, 37 ], [ 39, 54, 24, 39, 54, 24 ], [ 4101, 2645, 1456, 4101, 2645, 1456 ], [ 24.886515, 25.386515, 0, 24.886515, 25.386515, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 395973, 15092, -136545, -116829, -119857, -286071 ] ] }
{ "trading_pair": "XTZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4386, "evaluation_days": 2193, "actual_first_datapoint_time": 1569283200000, "first_datapoint_time": 1577880000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758921394912, "expiration_time": 1764399456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "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) |
---|