Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417379.4424 | 334270.0226 | 83109.4198 | 379117.2143 | 773883.7287 | -394766.5144 |
Total P&L (%) | 417.3794 | 334.27 | 83.1094 | 379.1172 | 773.8837 | -394.7665 |
Avg Daily Profit (%) | 0.1899 | 0.1521 | 0.0378 | 0.0713 | 0.0987 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139418 | -115440 | -86050 | -1005351 | -683108 | -705440 |
Profit Factor | 1.372 | 1.5981 | 1.1476 | 1.0671 | 1.276 | 0.8611 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Losing Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Profitability (%) | 50.9434 | 52.6316 | 49.2424 | 50.9434 | 52.6316 | 49.2424 |
Ratio Avg Win / Avg Loss | 1.3212 | 1.4383 | 1.1829 | 1.0276 | 1.1484 | 0.8876 |
Largest Winning Trade | 78948 | 78948 | 52167 | 202715 | 202715 | 161800 |
Largest Losing Trade | -45971 | -29118 | -45971 | -346811 | -271208 | -346811 |
Avg Bars in Trades | 32 | 30 | 35 | 32 | 30 | 35 |
Avg Bars in Winners | 36 | 29 | 44 | 36 | 29 | 44 |
Avg Bars in Losers | 28 | 31 | 26 | 28 | 31 | 26 |
Bars Traded | 8689 | 4034 | 4655 | 8689 | 4034 | 4655 |
Profit Streak | 0 | 0 | 69.0524 | 0 | 0 | 69.0524 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344421 | 333239 | -200488 | -242888 | -60747 | -580718 |
{ "trading_pair": "XTZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8792, "evaluation_days": 2198, "actual_first_datapoint_time": 1569304800000, "first_datapoint_time": 1570903200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194923669, "expiration_time": 1764887616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 44, "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": [ [ 417379.4424031645, 334270.0226032317, 83109.4197999325, 379117.2143097837, 773883.7286900118, -394766.5143802286 ], [ 417.379442, 334.270023, 83.10942, 379.117214, 773.883729, -394.766514 ], [ 0.189891, 0.152079, 0.037811, 0.071307, 0.098674, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -139418, -115440, -86050, -1005351, -683108, -705440 ], [ 1.372017, 1.598084, 1.14761, 1.067146, 1.275962, 0.861087 ], [ 265, 133, 132, 265, 133, 132 ], [ 135, 70, 65, 135, 70, 65 ], [ 130, 63, 67, 130, 63, 67 ], [ 50.943396, 52.631579, 49.242424, 50.943396, 52.631579, 49.242424 ], [ 1.321201, 1.438276, 1.182921, 1.027622, 1.148366, 0.887582 ], [ 78948, 78948, 52167, 202715, 202715, 161800 ], [ -45971, -29118, -45971, -346811, -271208, -346811 ], [ 32, 30, 35, 32, 30, 35 ], [ 36, 29, 44, 36, 29, 44 ], [ 28, 31, 26, 28, 31, 26 ], [ 8689, 4034, 4655, 8689, 4034, 4655 ], [ 0, 0, 69.052357, 0, 0, 69.052357 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 344421, 333239, -200488, -242888, -60747, -580718 ] ] }
{ "trading_pair": "XTZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8792, "evaluation_days": 2198, "actual_first_datapoint_time": 1569304800000, "first_datapoint_time": 1570903200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759194923669, "expiration_time": 1764887616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 44, "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) |
---|