Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700956.8268 | 596107.9877 | 104848.8391 | 682462.6702 | 369089.8121 | 313372.8581 |
Total P&L (%) | 700.9568 | 596.108 | 104.8488 | 682.4627 | 369.0898 | 313.3729 |
Avg Daily Profit (%) | 0.3754 | 0.3192 | 0.0562 | 0.1102 | 0.0828 | 0.076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131387 | -99211 | -66110 | -499488 | -395948 | -264588 |
Profit Factor | 2.2615 | 2.8198 | 1.4597 | 1.328 | 1.3049 | 1.3603 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 48.1481 | 38.8889 | 57.4074 | 48.1481 | 38.8889 | 57.4074 |
Ratio Avg Win / Avg Loss | 2.4355 | 4.4311 | 1.083 | 1.4302 | 2.0505 | 1.0093 |
Largest Winning Trade | 493054 | 493054 | 42515 | 520891 | 520891 | 117561 |
Largest Losing Trade | -36711 | -36711 | -29866 | -187124 | -168256 | -187124 |
Avg Bars in Trades | 203 | 248 | 157 | 203 | 248 | 157 |
Avg Bars in Winners | 274 | 400 | 189 | 274 | 400 | 189 |
Avg Bars in Losers | 136 | 152 | 114 | 136 | 152 | 114 |
Bars Traded | 21933 | 13436 | 8497 | 21933 | 13436 | 8497 |
Profit Streak | 48.526 | 178.026 | 0 | 48.526 | 178.026 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502946 | -168581 | -295973 | -45021 | -264188 | -270071 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22407, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599235200000, "last_datapoint_time": 1759154400000, "evaluation_time": 1759156644362, "expiration_time": 1764962294400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 244, "std": 3.19242 } } }
{ "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": [ [ 700956.8267892207, 596107.9877060385, 104848.839083182, 682462.6701780336, 369089.8120771738, 313372.8581008595 ], [ 700.956827, 596.107988, 104.848839, 682.46267, 369.089812, 313.372858 ], [ 0.375395, 0.319244, 0.056151, 0.110238, 0.08281, 0.076033 ], [ 10, 10, 10, 10, 10, 10 ], [ -131387, -99211, -66110, -499488, -395948, -264588 ], [ 2.261548, 2.819798, 1.459734, 1.328045, 1.304864, 1.360313 ], [ 108, 54, 54, 108, 54, 54 ], [ 52, 21, 31, 52, 21, 31 ], [ 56, 33, 23, 56, 33, 23 ], [ 48.148148, 38.888889, 57.407407, 48.148148, 38.888889, 57.407407 ], [ 2.435513, 4.43111, 1.083029, 1.430202, 2.050501, 1.009264 ], [ 493054, 493054, 42515, 520891, 520891, 117561 ], [ -36711, -36711, -29866, -187124, -168256, -187124 ], [ 203, 248, 157, 203, 248, 157 ], [ 274, 400, 189, 274, 400, 189 ], [ 136, 152, 114, 136, 152, 114 ], [ 21933, 13436, 8497, 21933, 13436, 8497 ], [ 48.525976, 178.025976, 0, 48.525976, 178.025976, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 502946, -168581, -295973, -45021, -264188, -270071 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22407, "evaluation_days": 1867.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599235200000, "last_datapoint_time": 1759154400000, "evaluation_time": 1759156644362, "expiration_time": 1764962294400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 244, "std": 3.19242 } } }
# | 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) |
---|