Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450328.0009 | 349863.0645 | 100464.9364 | 532720.6396 | 276088.4312 | 256632.2084 |
Total P&L (%) | 450.328 | 349.8631 | 100.4649 | 532.7206 | 276.0884 | 256.6322 |
Avg Daily Profit (%) | 0.2406 | 0.187 | 0.0537 | 0.0986 | 0.0708 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126075 | -102041 | -124476 | -339365 | -292048 | -261268 |
Profit Factor | 1.569 | 1.8304 | 1.2714 | 1.1918 | 1.1889 | 1.195 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 84 | 36 | 48 | 84 | 36 | 48 |
Losing Trades | 106 | 59 | 47 | 106 | 59 | 47 |
Profitability (%) | 44.2105 | 37.8947 | 50.5263 | 44.2105 | 37.8947 | 50.5263 |
Ratio Avg Win / Avg Loss | 1.9799 | 2.9998 | 1.2449 | 1.5039 | 1.9485 | 1.1701 |
Largest Winning Trade | 130379 | 130379 | 46836 | 349301 | 349301 | 165966 |
Largest Losing Trade | -39867 | -25618 | -39867 | -252462 | -100281 | -252462 |
Avg Bars in Trades | 57 | 53 | 62 | 57 | 53 | 62 |
Avg Bars in Winners | 81 | 74 | 87 | 81 | 74 | 87 |
Avg Bars in Losers | 39 | 40 | 36 | 39 | 40 | 36 |
Bars Traded | 11019 | 5081 | 5938 | 11019 | 5081 | 5938 |
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 | 343818 | 215074 | -121548 | -70598 | -115033 | -108465 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11228, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1598241600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759457293082, "expiration_time": 1764300096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 33, "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": [ [ 450328.0009266048, 349863.0645107264, 100464.9364158786, 532720.6395642887, 276088.431185785, 256632.2083785039 ], [ 450.328001, 349.863065, 100.464936, 532.72064, 276.088431, 256.632208 ], [ 0.240646, 0.18696, 0.053686, 0.098634, 0.070812, 0.067971 ], [ 10, 10, 10, 10, 10, 10 ], [ -126075, -102041, -124476, -339365, -292048, -261268 ], [ 1.568963, 1.830388, 1.271406, 1.191774, 1.188892, 1.194975 ], [ 190, 95, 95, 190, 95, 95 ], [ 84, 36, 48, 84, 36, 48 ], [ 106, 59, 47, 106, 59, 47 ], [ 44.210526, 37.894737, 50.526316, 44.210526, 37.894737, 50.526316 ], [ 1.979881, 2.999802, 1.244918, 1.503906, 1.948462, 1.170079 ], [ 130379, 130379, 46836, 349301, 349301, 165966 ], [ -39867, -25618, -39867, -252462, -100281, -252462 ], [ 57, 53, 62, 57, 53, 62 ], [ 81, 74, 87, 81, 74, 87 ], [ 39, 40, 36, 39, 40, 36 ], [ 11019, 5081, 5938, 11019, 5081, 5938 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343818, 215074, -121548, -70598, -115033, -108465 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11228, "evaluation_days": 1871.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1598241600000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759457293082, "expiration_time": 1764300096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 213, "offset": 0, "poles": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 33, "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) |
---|