Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365885.4732 | 201062.4064 | 164823.0669 | 707346.0785 | 563415.4004 | 143930.6781 |
Total P&L (%) | 365.8855 | 201.0624 | 164.8231 | 707.3461 | 563.4154 | 143.9307 |
Avg Daily Profit (%) | 0.1964 | 0.1079 | 0.0885 | 0.1122 | 0.1016 | 0.0479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98254 | -37775 | -88870 | -795868 | -254991 | -756941 |
Profit Factor | 1.931 | 2.461 | 1.6454 | 1.2716 | 1.6666 | 1.0818 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 63.7363 | 65.2174 | 62.2222 | 63.7363 | 65.2174 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.0987 | 1.3125 | 0.999 | 0.7235 | 0.8888 | 0.6568 |
Largest Winning Trade | 54322 | 54322 | 50048 | 249251 | 160598 | 249251 |
Largest Losing Trade | -51738 | -30119 | -51738 | -496256 | -217882 | -496256 |
Avg Bars in Trades | 102 | 44 | 161 | 102 | 44 | 161 |
Avg Bars in Winners | 97 | 37 | 161 | 97 | 37 | 161 |
Avg Bars in Losers | 111 | 58 | 161 | 111 | 58 | 161 |
Bars Traded | 9351 | 2069 | 7282 | 9351 | 2069 | 7282 |
Profit Streak | 147.607 | 182.607 | 0 | 147.607 | 182.607 | 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 | 468752 | -41912 | -72844 | -41695 | -53100 | -259492 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758983646170, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 248, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 365885.4732401438, 201062.4063516327, 164823.0668885108, 707346.0785095083, 563415.400448598, 143930.6780609101 ], [ 365.885473, 201.062406, 164.823067, 707.346079, 563.4154, 143.930678 ], [ 0.196414, 0.107934, 0.08848, 0.112182, 0.10163, 0.04788 ], [ 10, 10, 10, 10, 10, 10 ], [ -98254, -37775, -88870, -795868, -254991, -756941 ], [ 1.931031, 2.460995, 1.64543, 1.271631, 1.666564, 1.081834 ], [ 91, 46, 45, 91, 46, 45 ], [ 58, 30, 28, 58, 30, 28 ], [ 33, 16, 17, 33, 16, 17 ], [ 63.736264, 65.217391, 62.222222, 63.736264, 65.217391, 62.222222 ], [ 1.09869, 1.312531, 0.999011, 0.723514, 0.888834, 0.656828 ], [ 54322, 54322, 50048, 249251, 160598, 249251 ], [ -51738, -30119, -51738, -496256, -217882, -496256 ], [ 102, 44, 161, 102, 44, 161 ], [ 97, 37, 161, 97, 37, 161 ], [ 111, 58, 161, 111, 58, 161 ], [ 9351, 2069, 7282, 9351, 2069, 7282 ], [ 147.607016, 182.607016, 0, 147.607016, 182.607016, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 468752, -41912, -72844, -41695, -53100, -259492 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601337600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758983646170, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 248, "offset": 0, "scalar": 1 } } }
# | 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) |
---|