Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299640.8163 | 291042.002 | 8598.8143 | 35555.6928 | 42557.4519 | -7001.7592 |
Total P&L (%) | 299.6408 | 291.042 | 8.5988 | 35.5557 | 42.5575 | -7.0018 |
Avg Daily Profit (%) | 0.1594 | 0.1548 | 0.0046 | 0.0162 | 0.0189 | -0.0039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110144 | -91975 | -131164 | -138061 | -86467 | -70212 |
Profit Factor | 1.3539 | 1.7042 | 1.0198 | 1.0439 | 1.1078 | 0.9832 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 48.1865 | 46.875 | 49.4845 | 48.1865 | 46.875 | 49.4845 |
Ratio Avg Win / Avg Loss | 1.4558 | 1.9314 | 1.0411 | 1.1224 | 1.2555 | 1.0036 |
Largest Winning Trade | 134425 | 134425 | 59380 | 45619 | 43777 | 45619 |
Largest Losing Trade | -45169 | -45169 | -45012 | -35751 | -25621 | -35751 |
Avg Bars in Trades | 115 | 102 | 127 | 115 | 102 | 127 |
Avg Bars in Winners | 135 | 109 | 158 | 135 | 109 | 158 |
Avg Bars in Losers | 96 | 96 | 97 | 96 | 96 | 97 |
Bars Traded | 22225 | 9841 | 12384 | 22225 | 9841 | 12384 |
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 | 287717 | 322224 | -551685 | -345825 | -273167 | -579607 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22564, "evaluation_days": 1880.33, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599386400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760289670977, "expiration_time": 1766133388800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 193, "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": [ [ 299640.8163187893, 291042.0020187126, 8598.8143000765, 35555.6927505606, 42557.4519429837, -7001.7591924232 ], [ 299.640816, 291.042002, 8.598814, 35.555693, 42.557452, -7.001759 ], [ 0.159355, 0.154782, 0.004573, 0.01618, 0.018859, -0.00386 ], [ 10, 10, 10, 10, 10, 10 ], [ -110144, -91975, -131164, -138061, -86467, -70212 ], [ 1.35389, 1.704194, 1.01984, 1.043861, 1.107754, 0.983157 ], [ 193, 96, 97, 193, 96, 97 ], [ 93, 45, 48, 93, 45, 48 ], [ 100, 51, 49, 100, 51, 49 ], [ 48.186528, 46.875, 49.484536, 48.186528, 46.875, 49.484536 ], [ 1.455795, 1.93142, 1.041087, 1.122431, 1.255455, 1.003639 ], [ 134425, 134425, 59380, 45619, 43777, 45619 ], [ -45169, -45169, -45012, -35751, -25621, -35751 ], [ 115, 102, 127, 115, 102, 127 ], [ 135, 109, 158, 135, 109, 158 ], [ 96, 96, 97, 96, 96, 97 ], [ 22225, 9841, 12384, 22225, 9841, 12384 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 287717, 322224, -551685, -345825, -273167, -579607 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22564, "evaluation_days": 1880.33, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599386400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760289670977, "expiration_time": 1766133388800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 193, "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) |
---|