Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326557.3764 | 280427.1906 | 46130.1857 | 179072.3309 | 18431.8351 | 160640.4958 |
Total P&L (%) | 326.5574 | 280.4272 | 46.1302 | 179.0723 | 18.4318 | 160.6405 |
Avg Daily Profit (%) | 0.1751 | 0.1504 | 0.0247 | 0.0551 | 0.0091 | 0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116669 | -97202 | -131030 | -329512 | -239397 | -159501 |
Profit Factor | 1.382 | 1.6852 | 1.1035 | 1.0967 | 1.0192 | 1.1801 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 45.2381 | 43.8095 | 46.6667 | 45.2381 | 43.8095 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.673 | 2.1615 | 1.2612 | 1.3276 | 1.3073 | 1.3487 |
Largest Winning Trade | 111106 | 111106 | 52224 | 153360 | 153360 | 117786 |
Largest Losing Trade | -31258 | -21196 | -31258 | -81346 | -81346 | -58876 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Losers | 20 | 18 | 21 | 20 | 18 | 21 |
Bars Traded | 5520 | 2524 | 2996 | 5520 | 2524 | 2996 |
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 | 310675 | 287482 | -269435 | -234003 | -390441 | -147989 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5594, "evaluation_days": 1864.67, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758858043972, "expiration_time": 1763678016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 21, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 326557.3763558823, 280427.1906189604, 46130.1857369218, 179072.3309233197, 18431.8351360347, 160640.4957872849 ], [ 326.557376, 280.427191, 46.130186, 179.072331, 18.431835, 160.640496 ], [ 0.175129, 0.15039, 0.024739, 0.055054, 0.009073, 0.051388 ], [ 10, 10, 10, 10, 10, 10 ], [ -116669, -97202, -131030, -329512, -239397, -159501 ], [ 1.382016, 1.685214, 1.10353, 1.096727, 1.019212, 1.180109 ], [ 210, 105, 105, 210, 105, 105 ], [ 95, 46, 49, 95, 46, 49 ], [ 115, 59, 56, 115, 59, 56 ], [ 45.238095, 43.809524, 46.666667, 45.238095, 43.809524, 46.666667 ], [ 1.672966, 2.16147, 1.261177, 1.327617, 1.30725, 1.348696 ], [ 111106, 111106, 52224, 153360, 153360, 117786 ], [ -31258, -21196, -31258, -81346, -81346, -58876 ], [ 26, 24, 28, 26, 24, 28 ], [ 33, 31, 36, 33, 31, 36 ], [ 20, 18, 21, 20, 18, 21 ], [ 5520, 2524, 2996, 5520, 2524, 2996 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310675, 287482, -269435, -234003, -390441, -147989 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5594, "evaluation_days": 1864.67, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1599206400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758858043972, "expiration_time": 1763678016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 21, "offset": 0, "scalar": 4 } } }
# | 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) |
---|