Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638837.987 | 540707.4859 | 98130.5011 | 536717.1863 | 410122.2649 | 126594.9214 |
Total P&L (%) | 638.838 | 540.7075 | 98.1305 | 536.7172 | 410.1223 | 126.5949 |
Avg Daily Profit (%) | 0.3429 | 0.2903 | 0.0527 | 0.0994 | 0.0875 | 0.0439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107547 | -69703 | -79247 | -616264 | -343118 | -418356 |
Profit Factor | 2.4113 | 3.6332 | 1.3968 | 1.2526 | 1.432 | 1.1077 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 48.2759 | 39.5349 | 56.8182 | 48.2759 | 39.5349 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.5836 | 5.5567 | 1.0616 | 1.3421 | 2.1901 | 0.8419 |
Largest Winning Trade | 500118 | 500118 | 55092 | 549196 | 549196 | 168760 |
Largest Losing Trade | -45958 | -25458 | -45958 | -287142 | -105846 | -287142 |
Avg Bars in Trades | 125 | 116 | 134 | 125 | 116 | 134 |
Avg Bars in Winners | 177 | 199 | 162 | 177 | 199 | 162 |
Avg Bars in Losers | 77 | 62 | 98 | 77 | 62 | 98 |
Bars Traded | 10942 | 5024 | 5918 | 10942 | 5024 | 5918 |
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 | 482951 | 416987 | -120951 | -60469 | -78141 | -237017 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758818399805, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 77, "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": [ [ 638837.9870266112, 540707.4858847583, 98130.5011418532, 536717.1862788699, 410122.2648640577, 126594.9214148119 ], [ 638.837987, 540.707486, 98.130501, 536.717186, 410.122265, 126.594921 ], [ 0.342939, 0.290261, 0.052678, 0.099423, 0.087512, 0.043921 ], [ 10, 10, 10, 10, 10, 10 ], [ -107547, -69703, -79247, -616264, -343118, -418356 ], [ 2.411326, 3.633246, 1.396788, 1.252602, 1.43198, 1.107708 ], [ 87, 43, 44, 87, 43, 44 ], [ 42, 17, 25, 42, 17, 25 ], [ 45, 26, 19, 45, 26, 19 ], [ 48.275862, 39.534884, 56.818182, 48.275862, 39.534884, 56.818182 ], [ 2.583564, 5.556729, 1.061559, 1.342074, 2.190087, 0.841858 ], [ 500118, 500118, 55092, 549196, 549196, 168760 ], [ -45958, -25458, -45958, -287142, -105846, -287142 ], [ 125, 116, 134, 125, 116, 134 ], [ 177, 199, 162, 177, 199, 162 ], [ 77, 62, 98, 77, 62, 98 ], [ 10942, 5024, 5918, 10942, 5024, 5918 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 482951, 416987, -120951, -60469, -78141, -237017 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758818399805, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 77, "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) |
---|