Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733249.2432 | 690646.1401 | 42603.1031 | 178198.5731 | 114498.2678 | 63700.3053 |
Total P&L (%) | 733.2492 | 690.6461 | 42.6031 | 178.1986 | 114.4983 | 63.7003 |
Avg Daily Profit (%) | 0.3927 | 0.3699 | 0.0228 | 0.0548 | 0.0409 | 0.0264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116960 | -136698 | -41965 | -1143987 | -1163085 | -328443 |
Profit Factor | 2.1233 | 2.816 | 1.1564 | 1.0431 | 1.0464 | 1.0382 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 47.093 | 41.8605 | 52.3256 | 47.093 | 41.8605 | 52.3256 |
Ratio Avg Win / Avg Loss | 2.3855 | 3.9111 | 1.0536 | 1.1719 | 1.4533 | 0.9459 |
Largest Winning Trade | 673197 | 673197 | 52955 | 831099 | 831099 | 391400 |
Largest Losing Trade | -48233 | -48233 | -24799 | -438982 | -438982 | -314163 |
Avg Bars in Trades | 62 | 79 | 45 | 62 | 79 | 45 |
Avg Bars in Winners | 80 | 111 | 54 | 80 | 111 | 54 |
Avg Bars in Losers | 46 | 55 | 35 | 46 | 55 | 35 |
Bars Traded | 10729 | 6796 | 3932 | 10729 | 6796 | 3932 |
Profit Streak | 0 | 21.8738 | 0 | 0 | 21.8738 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485765 | 429288 | -212905 | -293096 | -310737 | -338254 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1602489600000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759093098674, "expiration_time": 1763929296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 159, "offset": 169 } }, "second_band": { "type": "kcu", "factors": { "length": 125, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 733249.243225245, 690646.1400822545, 42603.1031429903, 178198.5730838694, 114498.2677659246, 63700.3053179445 ], [ 733.249243, 690.64614, 42.603103, 178.198573, 114.498268, 63.700305 ], [ 0.392706, 0.369889, 0.022817, 0.054813, 0.040879, 0.0264 ], [ 10, 10, 10, 10, 10, 10 ], [ -116960, -136698, -41965, -1143987, -1163085, -328443 ], [ 2.123331, 2.815991, 1.156381, 1.043075, 1.046392, 1.038171 ], [ 172, 86, 86, 172, 86, 86 ], [ 81, 36, 45, 81, 36, 45 ], [ 91, 50, 41, 91, 50, 41 ], [ 47.093023, 41.860465, 52.325581, 47.093023, 41.860465, 52.325581 ], [ 2.38547, 3.911098, 1.053591, 1.17185, 1.453322, 0.945889 ], [ 673197, 673197, 52955, 831099, 831099, 391400 ], [ -48233, -48233, -24799, -438982, -438982, -314163 ], [ 62, 79, 45, 62, 79, 45 ], [ 80, 111, 54, 80, 111, 54 ], [ 46, 55, 35, 46, 55, 35 ], [ 10729, 6796, 3932, 10729, 6796, 3932 ], [ 0, 21.873827, 0, 0, 21.873827, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 485765, 429288, -212905, -293096, -310737, -338254 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11203, "evaluation_days": 1867.17, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1602489600000, "last_datapoint_time": 1759089600000, "evaluation_time": 1759093098674, "expiration_time": 1763929296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 159, "offset": 169 } }, "second_band": { "type": "kcu", "factors": { "length": 125, "offset": 0, "scalar": 3 } } }
# | 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) |
---|