Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587283.3409 | 479071.3636 | 108211.9773 | 800083.6226 | 217845.3651 | 582238.2575 |
Total P&L (%) | 587.2833 | 479.0714 | 108.212 | 800.0836 | 217.8454 | 582.2383 |
Avg Daily Profit (%) | 0.3152 | 0.2571 | 0.0581 | 0.118 | 0.0621 | 0.1031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64109 | -62946 | -52415 | -461098 | -497413 | -190951 |
Profit Factor | 2.5317 | 3.0467 | 1.7246 | 1.4259 | 1.1755 | 1.913 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 53.8462 | 51.1111 | 56.5217 | 53.8462 | 51.1111 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.17 | 2.9142 | 1.3266 | 1.2222 | 1.1244 | 1.4716 |
Largest Winning Trade | 444616 | 444616 | 47813 | 261580 | 261580 | 197948 |
Largest Losing Trade | -49355 | -49355 | -25976 | -190951 | -183642 | -190951 |
Avg Bars in Trades | 38 | 29 | 48 | 38 | 29 | 48 |
Avg Bars in Winners | 57 | 42 | 70 | 57 | 42 | 70 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 3523 | 1310 | 2213 | 3523 | 1310 | 2213 |
Profit Streak | 0 | 56.5676 | 0 | 0 | 56.5676 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525228 | 569419 | -112304 | -33484 | -135580 | -51488 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758893841440, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 587283.340854373, 479071.3635544206, 108211.9772999526, 800083.6225503071, 217845.3651000266, 582238.2574502808 ], [ 587.283341, 479.071364, 108.211977, 800.083623, 217.845365, 582.238257 ], [ 0.315151, 0.257081, 0.058069, 0.117983, 0.062074, 0.103096 ], [ 10, 10, 10, 10, 10, 10 ], [ -64109, -62946, -52415, -461098, -497413, -190951 ], [ 2.531718, 3.046683, 1.724588, 1.425878, 1.175545, 1.913024 ], [ 91, 45, 46, 91, 45, 46 ], [ 49, 23, 26, 49, 23, 26 ], [ 42, 22, 20, 42, 22, 20 ], [ 53.846154, 51.111111, 56.521739, 53.846154, 51.111111, 56.521739 ], [ 2.170044, 2.914219, 1.326606, 1.222181, 1.124434, 1.471557 ], [ 444616, 444616, 47813, 261580, 261580, 197948 ], [ -49355, -49355, -25976, -190951, -183642, -190951 ], [ 38, 29, 48, 38, 29, 48 ], [ 57, 42, 70, 57, 42, 70 ], [ 17, 15, 19, 17, 15, 19 ], [ 3523, 1310, 2213, 3523, 1310, 2213 ], [ 0, 56.567609, 0, 0, 56.567609, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 525228, 569419, -112304, -33484, -135580, -51488 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758893841440, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|