Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527752.2964 | 475386.2127 | 52366.0838 | 150029.7959 | -138556.1727 | 288585.9686 |
Total P&L (%) | 527.7523 | 475.3862 | 52.3661 | 150.0298 | -138.5562 | 288.586 |
Avg Daily Profit (%) | 0.282 | 0.254 | 0.028 | 0.049 | 0 | 0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115322 | -121187 | -43802 | -1188660 | -1199389 | -304362 |
Profit Factor | 2.0731 | 2.5077 | 1.2967 | 1.0455 | 0.9366 | 1.2602 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 49.5327 | 41.5094 | 57.4074 | 49.5327 | 41.5094 | 57.4074 |
Ratio Avg Win / Avg Loss | 2.1122 | 3.5335 | 0.9621 | 1.0653 | 1.3198 | 0.935 |
Largest Winning Trade | 450292 | 450292 | 36979 | 662530 | 662530 | 256127 |
Largest Losing Trade | -43193 | -43193 | -25754 | -549092 | -549092 | -163876 |
Avg Bars in Trades | 97 | 156 | 39 | 97 | 156 | 39 |
Avg Bars in Winners | 118 | 233 | 37 | 118 | 233 | 37 |
Avg Bars in Losers | 76 | 101 | 43 | 76 | 101 | 43 |
Bars Traded | 10439 | 8283 | 2156 | 10439 | 8283 | 2156 |
Profit Streak | 118.4322 | 118.4322 | 222.7655 | 118.4322 | 118.4322 | 222.7655 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508856 | -169930 | -336395 | -296480 | -761904 | -276006 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11228, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759458138430, "expiration_time": 1764300096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 51, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 527752.2964192587, 475386.2126525162, 52366.0837667428, 150029.7958842767, -138556.1727304828, 288585.9686147599 ], [ 527.752296, 475.386213, 52.366084, 150.029796, -138.556173, 288.585969 ], [ 0.28202, 0.254037, 0.027983, 0.048983, 0, 0.07256 ], [ 10, 10, 10, 10, 10, 10 ], [ -115322, -121187, -43802, -1188660, -1199389, -304362 ], [ 2.073069, 2.507663, 1.296688, 1.045534, 0.936615, 1.260238 ], [ 107, 53, 54, 107, 53, 54 ], [ 53, 22, 31, 53, 22, 31 ], [ 54, 31, 23, 54, 31, 23 ], [ 49.53271, 41.509434, 57.407407, 49.53271, 41.509434, 57.407407 ], [ 2.112184, 3.533525, 0.962059, 1.065261, 1.319776, 0.935015 ], [ 450292, 450292, 36979, 662530, 662530, 256127 ], [ -43193, -43193, -25754, -549092, -549092, -163876 ], [ 97, 156, 39, 97, 156, 39 ], [ 118, 233, 37, 118, 233, 37 ], [ 76, 101, 43, 76, 101, 43 ], [ 10439, 8283, 2156, 10439, 8283, 2156 ], [ 118.432158, 118.432158, 222.765491, 118.432158, 118.432158, 222.765491 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 508856, -169930, -336395, -296480, -761904, -276006 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11228, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759458138430, "expiration_time": 1764300096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 51, "offset": 0, "scalar": 5 } } }
# | 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) |
---|