Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632689.2324 | 504593.2429 | 128095.9895 | 1328387.0234 | 534177.1506 | 794209.8729 |
Total P&L (%) | 632.6892 | 504.5932 | 128.096 | 1328.387 | 534.1772 | 794.2099 |
Avg Daily Profit (%) | 0.3383 | 0.2698 | 0.0685 | 0.1423 | 0.0988 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83189 | -105475 | -48494 | -1980850 | -1184364 | -1250268 |
Profit Factor | 1.8576 | 2.2623 | 1.379 | 1.1757 | 1.1323 | 1.2254 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 49.3088 | 46.2963 | 52.2936 | 49.3088 | 46.2963 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.9097 | 2.6243 | 1.258 | 1.2087 | 1.3135 | 1.1179 |
Largest Winning Trade | 372340 | 372340 | 38739 | 600141 | 591195 | 600141 |
Largest Losing Trade | -32680 | -24505 | -32680 | -836558 | -576250 | -836558 |
Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Winners | 31 | 32 | 30 | 31 | 32 | 30 |
Avg Bars in Losers | 18 | 23 | 14 | 18 | 23 | 14 |
Bars Traded | 5452 | 2992 | 2460 | 5452 | 2992 | 2460 |
Profit Streak | 10.2752 | 0 | 14.2752 | 10.2752 | 0 | 14.2752 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523682 | 414410 | -100017 | -28143 | -137043 | -35589 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5611, "evaluation_days": 1870.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759358172941, "expiration_time": 1764182304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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": [ [ 632689.2324007365, 504593.2429282668, 128095.9894724698, 1328387.0234392157, 534177.1505657991, 794209.8728734165 ], [ 632.689232, 504.593243, 128.095989, 1328.387023, 534.177151, 794.209873 ], [ 0.338277, 0.269788, 0.068488, 0.142276, 0.09881, 0.117201 ], [ 10, 10, 10, 10, 10, 10 ], [ -83189, -105475, -48494, -1980850, -1184364, -1250268 ], [ 1.857588, 2.262305, 1.378966, 1.1757, 1.132324, 1.225394 ], [ 217, 108, 109, 217, 108, 109 ], [ 107, 50, 57, 107, 50, 57 ], [ 110, 58, 52, 110, 58, 52 ], [ 49.308756, 46.296296, 52.293578, 49.308756, 46.296296, 52.293578 ], [ 1.90967, 2.624274, 1.258004, 1.208663, 1.313495, 1.117904 ], [ 372340, 372340, 38739, 600141, 591195, 600141 ], [ -32680, -24505, -32680, -836558, -576250, -836558 ], [ 25, 27, 22, 25, 27, 22 ], [ 31, 32, 30, 31, 32, 30 ], [ 18, 23, 14, 18, 23, 14 ], [ 5452, 2992, 2460, 5452, 2992, 2460 ], [ 10.27515, 0, 14.27515, 10.27515, 0, 14.27515 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 523682, 414410, -100017, -28143, -137043, -35589 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5611, "evaluation_days": 1870.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600819200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759358172941, "expiration_time": 1764182304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 107, "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) |
---|