Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659766.3141 | 599152.1074 | 60614.2067 | 244530.5931 | 243313.6912 | 1216.9019 |
Total P&L (%) | 659.7663 | 599.1521 | 60.6142 | 244.5306 | 243.3137 | 1.2169 |
Avg Daily Profit (%) | 0.3536 | 0.3211 | 0.0325 | 0.0663 | 0.0661 | 0.0006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185749 | -108546 | -106864 | -465725 | -249885 | -283437 |
Profit Factor | 2.0859 | 2.7533 | 1.228 | 1.1596 | 1.285 | 1.0018 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 39 | 14 | 25 | 39 | 14 | 25 |
Losing Trades | 67 | 39 | 28 | 67 | 39 | 28 |
Profitability (%) | 36.7925 | 26.4151 | 47.1698 | 36.7925 | 26.4151 | 47.1698 |
Ratio Avg Win / Avg Loss | 3.5835 | 7.67 | 1.3754 | 1.9922 | 3.5796 | 1.122 |
Largest Winning Trade | 561767 | 561767 | 61138 | 445935 | 445935 | 90790 |
Largest Losing Trade | -33366 | -33366 | -32190 | -116122 | -96075 | -116122 |
Avg Bars in Trades | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Winners | 93 | 104 | 86 | 93 | 104 | 86 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 5524 | 2495 | 3029 | 5524 | 2495 | 3029 |
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 | 304651 | -189583 | -331625 | -153050 | -307432 | -757428 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5597, "evaluation_days": 1865.67, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1599552000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758956800515, "expiration_time": 1763767008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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": [ [ 659766.3140865788, 599152.1073977966, 60614.2066887819, 244530.593124917, 243313.6912064981, 1216.901918419 ], [ 659.766314, 599.152107, 60.614207, 244.530593, 243.313691, 1.216902 ], [ 0.353635, 0.321146, 0.032489, 0.066326, 0.066136, 0.000648 ], [ 10, 10, 10, 10, 10, 10 ], [ -185749, -108546, -106864, -465725, -249885, -283437 ], [ 2.085907, 2.753323, 1.228003, 1.159629, 1.284993, 1.001795 ], [ 106, 53, 53, 106, 53, 53 ], [ 39, 14, 25, 39, 14, 25 ], [ 67, 39, 28, 67, 39, 28 ], [ 36.792453, 26.415094, 47.169811, 36.792453, 26.415094, 47.169811 ], [ 3.583481, 7.669971, 1.375364, 1.992182, 3.579624, 1.12201 ], [ 561767, 561767, 61138, 445935, 445935, 90790 ], [ -33366, -33366, -32190, -116122, -96075, -116122 ], [ 52, 47, 57, 52, 47, 57 ], [ 93, 104, 86, 93, 104, 86 ], [ 28, 26, 30, 28, 26, 30 ], [ 5524, 2495, 3029, 5524, 2495, 3029 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304651, -189583, -331625, -153050, -307432, -757428 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5597, "evaluation_days": 1865.67, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1599552000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758956800515, "expiration_time": 1763767008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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) |
---|