Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428588.6821 | 375976.0927 | 52612.5895 | 153167.422 | -105290.8948 | 258458.3168 |
Total P&L (%) | 428.5887 | 375.9761 | 52.6126 | 153.1674 | -105.2909 | 258.4583 |
Avg Daily Profit (%) | 0.2288 | 0.2007 | 0.0281 | 0.0496 | 0 | 0.0682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117124 | -118305 | -72192 | -700710 | -514743 | -330430 |
Profit Factor | 1.3043 | 1.6029 | 1.0671 | 1.0279 | 0.9559 | 1.0835 |
Total Trades | 1058 | 529 | 529 | 1058 | 529 | 529 |
Winning Trades | 382 | 166 | 216 | 382 | 166 | 216 |
Losing Trades | 676 | 363 | 313 | 676 | 363 | 313 |
Profitability (%) | 36.1059 | 31.38 | 40.8318 | 36.1059 | 31.38 | 40.8318 |
Ratio Avg Win / Avg Loss | 2.3082 | 3.5052 | 1.5462 | 1.819 | 2.0904 | 1.5701 |
Largest Winning Trade | 285376 | 285376 | 28069 | 412985 | 412985 | 179703 |
Largest Losing Trade | -20953 | -19981 | -20953 | -156102 | -54752 | -156102 |
Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
Avg Bars in Winners | 37 | 48 | 28 | 37 | 48 | 28 |
Avg Bars in Losers | 11 | 10 | 13 | 11 | 10 | 13 |
Bars Traded | 22138 | 11762 | 10376 | 22138 | 11762 | 10376 |
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 | 336942 | 212625 | -303258 | -315107 | -582754 | -230568 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22480, "evaluation_days": 1873.33, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599458400000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759687117835, "expiration_time": 1765506816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 4.10884 } } }
{ "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": [ [ 428588.6821242094, 375976.0926730066, 52612.5894512033, 153167.4220017902, -105290.8947892648, 258458.316791055 ], [ 428.588682, 375.976093, 52.612589, 153.167422, -105.290895, 258.458317 ], [ 0.228784, 0.200699, 0.028085, 0.049597, 0, 0.068172 ], [ 10, 10, 10, 10, 10, 10 ], [ -117124, -118305, -72192, -700710, -514743, -330430 ], [ 1.304339, 1.602925, 1.06705, 1.027922, 0.955942, 1.083488 ], [ 1058, 529, 529, 1058, 529, 529 ], [ 382, 166, 216, 382, 166, 216 ], [ 676, 363, 313, 676, 363, 313 ], [ 36.10586, 31.379962, 40.831758, 36.10586, 31.379962, 40.831758 ], [ 2.308201, 3.505191, 1.546235, 1.819045, 2.090403, 1.570055 ], [ 285376, 285376, 28069, 412985, 412985, 179703 ], [ -20953, -19981, -20953, -156102, -54752, -156102 ], [ 20, 22, 19, 20, 22, 19 ], [ 37, 48, 28, 37, 48, 28 ], [ 11, 10, 13, 11, 10, 13 ], [ 22138, 11762, 10376, 22138, 11762, 10376 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336942, 212625, -303258, -315107, -582754, -230568 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22480, "evaluation_days": 1873.33, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599458400000, "last_datapoint_time": 1759680000000, "evaluation_time": 1759687117835, "expiration_time": 1765506816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 4.10884 } } }
# | 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) |
---|