Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633698.8176 | 539740.7613 | 93958.0563 | 663608.0533 | 238683.6346 | 424924.4187 |
Total P&L (%) | 633.6988 | 539.7408 | 93.9581 | 663.6081 | 238.6836 | 424.9244 |
Avg Daily Profit (%) | 0.3402 | 0.2897 | 0.0504 | 0.1092 | 0.0655 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110455 | -76882 | -58956 | -2140862 | -1455746 | -1240665 |
Profit Factor | 2.6027 | 3.5931 | 1.5018 | 1.1119 | 1.0758 | 1.1527 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 35.4839 | 32.2581 | 38.7097 | 35.4839 | 32.2581 | 38.7097 |
Ratio Avg Win / Avg Loss | 4.7322 | 7.5455 | 2.3778 | 2.0216 | 2.2592 | 1.8251 |
Largest Winning Trade | 496872 | 496872 | 55757 | 1279438 | 1279438 | 582225 |
Largest Losing Trade | -28767 | -21660 | -28767 | -629800 | -376230 | -629800 |
Avg Bars in Trades | 172 | 137 | 206 | 172 | 137 | 206 |
Avg Bars in Winners | 365 | 296 | 422 | 365 | 296 | 422 |
Avg Bars in Losers | 65 | 62 | 69 | 65 | 62 | 69 |
Bars Traded | 10669 | 4273 | 6396 | 10669 | 4273 | 6396 |
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 | -150223 | 310623 | -127558 | -307568 | -248421 | -129956 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601236800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758988049934, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 79, "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": [ [ 633698.8176115059, 539740.7613058799, 93958.0563056258, 663608.0533279702, 238683.6345793125, 424924.4187486569 ], [ 633.698818, 539.740761, 93.958056, 663.608053, 238.683635, 424.924419 ], [ 0.340181, 0.289742, 0.050438, 0.109188, 0.065508, 0.089049 ], [ 10, 10, 10, 10, 10, 10 ], [ -110455, -76882, -58956, -2140862, -1455746, -1240665 ], [ 2.602687, 3.593092, 1.501773, 1.111887, 1.075815, 1.152695 ], [ 62, 31, 31, 62, 31, 31 ], [ 22, 10, 12, 22, 10, 12 ], [ 40, 21, 19, 40, 21, 19 ], [ 35.483871, 32.258065, 38.709677, 35.483871, 32.258065, 38.709677 ], [ 4.732158, 7.545493, 2.377807, 2.021612, 2.259212, 1.8251 ], [ 496872, 496872, 55757, 1279438, 1279438, 582225 ], [ -28767, -21660, -28767, -629800, -376230, -629800 ], [ 172, 137, 206, 172, 137, 206 ], [ 365, 296, 422, 365, 296, 422 ], [ 65, 62, 69, 65, 62, 69 ], [ 10669, 4273, 6396, 10669, 4273, 6396 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -150223, 310623, -127558, -307568, -248421, -129956 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601236800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758988049934, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 79, "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) |
---|