Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590401.0491 | 505743.662 | 84657.3871 | 564544.181 | 300220.7 | 264323.4809 |
Total P&L (%) | 590.401 | 505.7437 | 84.6574 | 564.5442 | 300.2207 | 264.3235 |
Avg Daily Profit (%) | 0.3169 | 0.2715 | 0.0454 | 0.1017 | 0.0745 | 0.0694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79662 | -99636 | -66493 | -231883 | -279922 | -214932 |
Profit Factor | 2.4086 | 3.1001 | 1.4747 | 1.4261 | 1.3725 | 1.5095 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 48.2759 | 44.8276 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.5806 | 3.8155 | 1.3764 | 1.528 | 1.6892 | 1.4089 |
Largest Winning Trade | 380597 | 380597 | 39612 | 274133 | 274133 | 220445 |
Largest Losing Trade | -39530 | -38194 | -39530 | -154531 | -154531 | -137753 |
Avg Bars in Trades | 122 | 144 | 100 | 122 | 144 | 100 |
Avg Bars in Winners | 152 | 187 | 123 | 152 | 187 | 123 |
Avg Bars in Losers | 94 | 110 | 76 | 94 | 110 | 76 |
Bars Traded | 7116 | 4193 | 2923 | 7116 | 4193 | 2923 |
Profit Streak | 0 | 113.3513 | 0 | 0 | 113.3513 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166544 | 484675 | -130898 | -234978 | -92985 | -98712 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1602266400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758939949413, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 159, "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": [ [ 590401.0491295757, 505743.6620115016, 84657.3871180742, 564544.1809649877, 300220.7000211262, 264323.4809438612 ], [ 590.401049, 505.743662, 84.657387, 564.544181, 300.2207, 264.323481 ], [ 0.316909, 0.271467, 0.045441, 0.101712, 0.074469, 0.069421 ], [ 10, 10, 10, 10, 10, 10 ], [ -79662, -99636, -66493, -231883, -279922, -214932 ], [ 2.408606, 3.100127, 1.474742, 1.426135, 1.372477, 1.509501 ], [ 58, 29, 29, 58, 29, 29 ], [ 28, 13, 15, 28, 13, 15 ], [ 30, 16, 14, 30, 16, 14 ], [ 48.275862, 44.827586, 51.724138, 48.275862, 44.827586, 51.724138 ], [ 2.580649, 3.815541, 1.376426, 1.528002, 1.689202, 1.408868 ], [ 380597, 380597, 39612, 274133, 274133, 220445 ], [ -39530, -38194, -39530, -154531, -154531, -137753 ], [ 122, 144, 100, 122, 144, 100 ], [ 152, 187, 123, 152, 187, 123 ], [ 94, 110, 76, 94, 110, 76 ], [ 7116, 4193, 2923, 7116, 4193, 2923 ], [ 0, 113.351266, 0, 0, 113.351266, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166544, 484675, -130898, -234978, -92985, -98712 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1602266400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758939949413, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 159, "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) |
---|