Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738623.258 | 611981.1748 | 126642.0833 | 1753495.7058 | 285119.4663 | 1468376.2395 |
Total P&L (%) | 738.6233 | 611.9812 | 126.6421 | 1753.4957 | 285.1195 | 1468.3762 |
Avg Daily Profit (%) | 0.3966 | 0.3286 | 0.068 | 0.1569 | 0.0724 | 0.1479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98213 | -61559 | -56921 | -2430455 | -1645813 | -846880 |
Profit Factor | 2.7917 | 3.8001 | 1.6539 | 1.2581 | 1.0758 | 1.4838 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 36.3636 | 31.5789 | 41.0256 | 36.3636 | 31.5789 | 41.0256 |
Ratio Avg Win / Avg Loss | 4.8856 | 8.2336 | 2.3774 | 2.2016 | 2.331 | 2.133 |
Largest Winning Trade | 456766 | 456766 | 59778 | 1045847 | 991251 | 1045847 |
Largest Losing Trade | -31526 | -18207 | -31526 | -461406 | -304976 | -461406 |
Avg Bars in Trades | 282 | 237 | 325 | 282 | 237 | 325 |
Avg Bars in Winners | 558 | 497 | 604 | 558 | 497 | 604 |
Avg Bars in Losers | 124 | 117 | 131 | 124 | 117 | 131 |
Bars Traded | 21740 | 9027 | 12712 | 21740 | 9027 | 12712 |
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 | -36534 | 320451 | -102470 | -42972 | -239388 | 132747 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22347, "evaluation_days": 1862.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599480000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758818265223, "expiration_time": 1764514742400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "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": [ [ 738623.2580260849, 611981.1747748666, 126642.0832512185, 1753495.7058196305, 285119.4662976744, 1468376.2395219547 ], [ 738.623258, 611.981175, 126.642083, 1753.495706, 285.119466, 1468.37624 ], [ 0.396629, 0.328625, 0.068005, 0.156904, 0.072432, 0.147921 ], [ 10, 10, 10, 10, 10, 10 ], [ -98213, -61559, -56921, -2430455, -1645813, -846880 ], [ 2.791744, 3.80012, 1.653867, 1.258056, 1.075826, 1.483844 ], [ 77, 38, 39, 77, 38, 39 ], [ 28, 12, 16, 28, 12, 16 ], [ 49, 26, 23, 49, 26, 23 ], [ 36.363636, 31.578947, 41.025641, 36.363636, 31.578947, 41.025641 ], [ 4.885552, 8.233592, 2.377434, 2.201599, 2.330956, 2.133025 ], [ 456766, 456766, 59778, 1045847, 991251, 1045847 ], [ -31526, -18207, -31526, -461406, -304976, -461406 ], [ 282, 237, 325, 282, 237, 325 ], [ 558, 497, 604, 558, 497, 604 ], [ 124, 117, 131, 124, 117, 131 ], [ 21740, 9027, 12712, 21740, 9027, 12712 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -36534, 320451, -102470, -42972, -239388, 132747 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22347, "evaluation_days": 1862.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599480000000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758818265223, "expiration_time": 1764514742400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 190, "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) |
---|