Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611580.1342 | 508770.2613 | 102809.873 | 751985.599 | 192508.2632 | 559477.3359 |
Total P&L (%) | 611.5801 | 508.7703 | 102.8099 | 751.9856 | 192.5083 | 559.4773 |
Avg Daily Profit (%) | 0.3258 | 0.271 | 0.0548 | 0.1142 | 0.0572 | 0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144638 | -65904 | -121094 | -550514 | -489267 | -284257 |
Profit Factor | 2.5022 | 3.6407 | 1.4794 | 1.4154 | 1.1859 | 1.7221 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.1278 | 5.321 | 1.578 | 1.7693 | 1.7333 | 1.8369 |
Largest Winning Trade | 415912 | 415912 | 59420 | 334878 | 327530 | 334878 |
Largest Losing Trade | -40195 | -34988 | -40195 | -167404 | -167404 | -164125 |
Avg Bars in Trades | 171 | 141 | 202 | 171 | 141 | 202 |
Avg Bars in Winners | 296 | 239 | 345 | 296 | 239 | 345 |
Avg Bars in Losers | 71 | 74 | 67 | 71 | 74 | 67 |
Bars Traded | 10795 | 4526 | 6269 | 10795 | 4526 | 6269 |
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 | -139555 | 423524 | -118163 | -191680 | -135110 | -55756 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11264, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759970687731, "expiration_time": 1764834048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "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": [ [ 611580.1342461971, 508770.2612914293, 102809.872954768, 751985.5990222647, 192508.2631647796, 559477.3358574851 ], [ 611.580134, 508.770261, 102.809873, 751.985599, 192.508263, 559.477336 ], [ 0.325771, 0.271007, 0.054764, 0.114185, 0.057189, 0.100527 ], [ 10, 10, 10, 10, 10, 10 ], [ -144638, -65904, -121094, -550514, -489267, -284257 ], [ 2.502209, 3.640675, 1.479403, 1.415446, 1.185944, 1.722124 ], [ 63, 32, 31, 63, 32, 31 ], [ 28, 13, 15, 28, 13, 15 ], [ 35, 19, 16, 35, 19, 16 ], [ 44.444444, 40.625, 48.387097, 44.444444, 40.625, 48.387097 ], [ 3.127761, 5.320987, 1.57803, 1.769308, 1.733303, 1.836932 ], [ 415912, 415912, 59420, 334878, 327530, 334878 ], [ -40195, -34988, -40195, -167404, -167404, -164125 ], [ 171, 141, 202, 171, 141, 202 ], [ 296, 239, 345, 296, 239, 345 ], [ 71, 74, 67, 71, 74, 67 ], [ 10795, 4526, 6269, 10795, 4526, 6269 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139555, 423524, -118163, -191680, -135110, -55756 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11264, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759970687731, "expiration_time": 1764834048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "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) |
---|