Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517999.7279 | 467843.407 | 50156.3209 | 158837.9043 | 196623.2342 | -37785.3299 |
Total P&L (%) | 517.9997 | 467.8434 | 50.1563 | 158.8379 | 196.6232 | -37.7853 |
Avg Daily Profit (%) | 0.2781 | 0.2511 | 0.0269 | 0.0511 | 0.0584 | -0.0255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126539 | -70178 | -104805 | -456244 | -267960 | -297597 |
Profit Factor | 2.1147 | 3.1149 | 1.206 | 1.1113 | 1.3051 | 0.9517 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 43.038 | 38.4615 | 47.5 | 43.038 | 38.4615 | 47.5 |
Ratio Avg Win / Avg Loss | 2.7989 | 4.9838 | 1.3329 | 1.4709 | 2.0882 | 1.0519 |
Largest Winning Trade | 480290 | 480290 | 58988 | 383712 | 383712 | 134386 |
Largest Losing Trade | -45381 | -45381 | -41175 | -190891 | -79223 | -190891 |
Avg Bars in Trades | 138 | 126 | 149 | 138 | 126 | 149 |
Avg Bars in Winners | 209 | 201 | 215 | 209 | 201 | 215 |
Avg Bars in Losers | 84 | 79 | 90 | 84 | 79 | 90 |
Bars Traded | 10932 | 4939 | 5993 | 10932 | 4939 | 5993 |
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 | -21258 | 343562 | -159663 | -256768 | -118199 | -580055 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1599955200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852295552, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 91, "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": [ [ 517999.7278541923, 467843.4069553991, 50156.3208987923, 158837.904321997, 196623.2342285696, -37785.3299065723 ], [ 517.999728, 467.843407, 50.156321, 158.837904, 196.623234, -37.78533 ], [ 0.278071, 0.251147, 0.026925, 0.051066, 0.058385, -0.025473 ], [ 10, 10, 10, 10, 10, 10 ], [ -126539, -70178, -104805, -456244, -267960, -297597 ], [ 2.1147, 3.114876, 1.205995, 1.111329, 1.305125, 0.951702 ], [ 79, 39, 40, 79, 39, 40 ], [ 34, 15, 19, 34, 15, 19 ], [ 45, 24, 21, 45, 24, 21 ], [ 43.037975, 38.461538, 47.5, 43.037975, 38.461538, 47.5 ], [ 2.798868, 4.983801, 1.332942, 1.470877, 2.0882, 1.051881 ], [ 480290, 480290, 58988, 383712, 383712, 134386 ], [ -45381, -45381, -41175, -190891, -79223, -190891 ], [ 138, 126, 149, 138, 126, 149 ], [ 209, 201, 215, 209, 201, 215 ], [ 84, 79, 90, 84, 79, 90 ], [ 10932, 4939, 5993, 10932, 4939, 5993 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -21258, 343562, -159663, -256768, -118199, -580055 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1599955200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758852295552, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 91, "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) |
---|