Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459644.319 | 404538.6891 | 55105.6299 | 230995.7418 | 150459.8461 | 80535.8957 |
Total P&L (%) | 459.6443 | 404.5387 | 55.1056 | 230.9957 | 150.4598 | 80.5359 |
Avg Daily Profit (%) | 0.2467 | 0.2171 | 0.0296 | 0.0643 | 0.0493 | 0.0317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102157 | -58663 | -112442 | -275249 | -178451 | -144654 |
Profit Factor | 1.8587 | 2.6508 | 1.1899 | 1.2105 | 1.2954 | 1.137 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 43.2692 | 38.4615 | 48.0769 | 43.2692 | 38.4615 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.4369 | 4.2413 | 1.285 | 1.5872 | 2.0727 | 1.228 |
Largest Winning Trade | 319095 | 319095 | 60810 | 144734 | 144734 | 107627 |
Largest Losing Trade | -47363 | -39782 | -47363 | -90034 | -45804 | -90034 |
Avg Bars in Trades | 68 | 51 | 85 | 68 | 51 | 85 |
Avg Bars in Winners | 119 | 98 | 136 | 119 | 98 | 136 |
Avg Bars in Losers | 29 | 22 | 38 | 29 | 22 | 38 |
Bars Traded | 7123 | 2693 | 4430 | 7123 | 2693 | 4430 |
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 | 331454 | -171718 | -346848 | -108808 | -310456 | -401150 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600754400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758817218390, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 459644.3190237802, 404538.6890780565, 55105.6299457234, 230995.7418077665, 150459.8461046019, 80535.8957031647 ], [ 459.644319, 404.538689, 55.10563, 230.995742, 150.459846, 80.535896 ], [ 0.246723, 0.217144, 0.029579, 0.064268, 0.049294, 0.031715 ], [ 10, 10, 10, 10, 10, 10 ], [ -102157, -58663, -112442, -275249, -178451, -144654 ], [ 1.858666, 2.650821, 1.189857, 1.210541, 1.295424, 1.137 ], [ 104, 52, 52, 104, 52, 52 ], [ 45, 20, 25, 45, 20, 25 ], [ 59, 32, 27, 59, 32, 27 ], [ 43.269231, 38.461538, 48.076923, 43.269231, 38.461538, 48.076923 ], [ 2.436917, 4.241314, 1.285046, 1.587154, 2.072679, 1.22796 ], [ 319095, 319095, 60810, 144734, 144734, 107627 ], [ -47363, -39782, -47363, -90034, -45804, -90034 ], [ 68, 51, 85, 68, 51, 85 ], [ 119, 98, 136, 119, 98, 136 ], [ 29, 22, 38, 29, 22, 38 ], [ 7123, 2693, 4430, 7123, 2693, 4430 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331454, -171718, -346848, -108808, -310456, -401150 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600754400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758817218390, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|