Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -558734.6587 | 19975.3988 | -578710.0575 | 389182.9583 | -2048529.7615 | 2437712.7197 |
Total P&L (%) | -558.7347 | 19.9754 | -578.7101 | 389.183 | -2048.5298 | 2437.7127 |
Avg Daily Profit (%) | -0.2975 | 0.0106 | -0.3082 | 0.0846 | 0 | 0.1723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -640291 | -85439 | -181164 | -4916861 | -2257264 | -4037898 |
Profit Factor | 0.5202 | 1.1124 | 0.4135 | 1.034 | 0.5148 | 1.3366 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 58 | 26 | 32 | 52 | 23 | 29 |
Losing Trades | 31 | 19 | 12 | 37 | 22 | 15 |
Profitability (%) | 65.1685 | 57.7778 | 72.7273 | 58.427 | 51.1111 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.278 | 0.8129 | 0.1551 | 0.7357 | 0.4924 | 0.6914 |
Largest Winning Trade | 46974 | 25732 | 46974 | 4288947 | 351960 | 4288947 |
Largest Losing Trade | -591232 | -40885 | -591232 | -2830373 | -1152126 | -2830373 |
Avg Bars in Trades | 39 | 26 | 53 | 39 | 26 | 53 |
Avg Bars in Winners | 19 | 13 | 25 | 25 | 16 | 33 |
Avg Bars in Losers | 76 | 44 | 127 | 59 | 37 | 91 |
Bars Traded | 3534 | 1199 | 2335 | 3534 | 1199 | 2335 |
Profit Streak | 66.7483 | 92.7483 | 0 | 66.7483 | 92.7483 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577737 | -282159 | -577773 | -263005 | -579731 | 308270 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3756, "evaluation_days": 1878, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1599220800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759989450983, "expiration_time": 1764835776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 35, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -558734.6586588736, 19975.3988483559, -578710.0575072296, 389182.9582584798, -2048529.7614857939, 2437712.719744276 ], [ -558.734659, 19.975399, -578.710058, 389.182958, -2048.529761, 2437.71272 ], [ -0.297516, 0.010637, -0.308152, 0.084571, 0, 0.172345 ], [ 10, 10, 10, 10, 10, 10 ], [ -640291, -85439, -181164, -4916861, -2257264, -4037898 ], [ 0.52017, 1.112411, 0.413515, 1.03395, 0.514777, 1.336624 ], [ 89, 45, 44, 89, 45, 44 ], [ 58, 26, 32, 52, 23, 29 ], [ 31, 19, 12, 37, 22, 15 ], [ 65.168539, 57.777778, 72.727273, 58.426966, 51.111111, 65.909091 ], [ 0.278022, 0.812916, 0.155068, 0.735695, 0.492395, 0.691357 ], [ 46974, 25732, 46974, 4288947, 351960, 4288947 ], [ -591232, -40885, -591232, -2830373, -1152126, -2830373 ], [ 39, 26, 53, 39, 26, 53 ], [ 19, 13, 25, 25, 16, 33 ], [ 76, 44, 127, 59, 37, 91 ], [ 3534, 1199, 2335, 3534, 1199, 2335 ], [ 66.748275, 92.748275, 0, 66.748275, 92.748275, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577737, -282159, -577773, -263005, -579731, 308270 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3756, "evaluation_days": 1878, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1599220800000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759989450983, "expiration_time": 1764835776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 35, "offset": 0, "scalar": 1 } } }
# | 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) |
---|