Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792203.1956 | 667984.1724 | 124219.0232 | 1357737.217 | 486774.9299 | 870962.2871 |
Total P&L (%) | 792.2032 | 667.9842 | 124.219 | 1357.7372 | 486.7749 | 870.9623 |
Avg Daily Profit (%) | 0.4254 | 0.3587 | 0.0667 | 0.144 | 0.0951 | 0.1221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62424 | -78368 | -40874 | -987771 | -926058 | -592661 |
Profit Factor | 2.3895 | 3.138 | 1.482 | 1.1895 | 1.1223 | 1.2735 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 36.478 | 33.75 | 39.2405 | 36.478 | 33.75 | 39.2405 |
Ratio Avg Win / Avg Loss | 4.1611 | 6.1599 | 2.2948 | 2.0713 | 2.203 | 1.9719 |
Largest Winning Trade | 585588 | 585588 | 58143 | 1011529 | 1011529 | 562817 |
Largest Losing Trade | -15550 | -15476 | -15550 | -261081 | -261081 | -182860 |
Avg Bars in Trades | 138 | 113 | 164 | 138 | 113 | 164 |
Avg Bars in Winners | 283 | 238 | 322 | 283 | 238 | 322 |
Avg Bars in Losers | 55 | 49 | 62 | 55 | 49 | 62 |
Bars Traded | 22061 | 9069 | 12992 | 22061 | 9069 | 12992 |
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 | 363266 | -10387 | -132702 | -15819 | -176756 | -59649 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22347, "evaluation_days": 1862.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598911200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758857527031, "expiration_time": 1764514742400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 157, "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": [ [ 792203.1956312883, 667984.1724202244, 124219.023211064, 1357737.216978895, 486774.9298818379, 870962.2870970569 ], [ 792.203196, 667.984172, 124.219023, 1357.737217, 486.77493, 870.962287 ], [ 0.425401, 0.358697, 0.066704, 0.143987, 0.095063, 0.122137 ], [ 10, 10, 10, 10, 10, 10 ], [ -62424, -78368, -40874, -987771, -926058, -592661 ], [ 2.389538, 3.138045, 1.482044, 1.189481, 1.122266, 1.27352 ], [ 159, 80, 79, 159, 80, 79 ], [ 58, 27, 31, 58, 27, 31 ], [ 101, 53, 48, 101, 53, 48 ], [ 36.477987, 33.75, 39.240506, 36.477987, 33.75, 39.240506 ], [ 4.161093, 6.159866, 2.294778, 2.071338, 2.202966, 1.971902 ], [ 585588, 585588, 58143, 1011529, 1011529, 562817 ], [ -15550, -15476, -15550, -261081, -261081, -182860 ], [ 138, 113, 164, 138, 113, 164 ], [ 283, 238, 322, 283, 238, 322 ], [ 55, 49, 62, 55, 49, 62 ], [ 22061, 9069, 12992, 22061, 9069, 12992 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 363266, -10387, -132702, -15819, -176756, -59649 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22347, "evaluation_days": 1862.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598911200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758857527031, "expiration_time": 1764514742400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 157, "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) |
---|