Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175745.0225 | 89479.1 | 86265.9226 | 247065.4361 | 107874.9033 | 139190.5328 |
Total P&L (%) | 175.745 | 89.4791 | 86.2659 | 247.0654 | 107.8749 | 139.1905 |
Avg Daily Profit (%) | 0.3374 | 0.1718 | 0.1656 | 0.2392 | 0.1406 | 0.1676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56034 | -43849 | -55816 | -71123 | -52680 | -73204 |
Profit Factor | 1.4475 | 1.4677 | 1.4283 | 1.347 | 1.3044 | 1.3891 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 48.6339 | 46.1538 | 51.087 | 48.6339 | 46.1538 | 51.087 |
Ratio Avg Win / Avg Loss | 1.5289 | 1.7124 | 1.3676 | 1.4226 | 1.5218 | 1.33 |
Largest Winning Trade | 40372 | 40372 | 21320 | 55549 | 55549 | 39847 |
Largest Losing Trade | -26762 | -26762 | -20171 | -39097 | -27837 | -39097 |
Avg Bars in Trades | 134 | 143 | 124 | 134 | 143 | 124 |
Avg Bars in Winners | 161 | 175 | 149 | 161 | 175 | 149 |
Avg Bars in Losers | 108 | 116 | 98 | 108 | 116 | 98 |
Bars Traded | 24569 | 13081 | 11488 | 24569 | 13081 | 11488 |
Profit Streak | 14.2097 | 14.2097 | 14.4389 | 14.2097 | 14.2097 | 14.4389 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440820 | 281475 | 307207 | 348467 | -5900 | 299174 |
{ "trading_pair": "DOT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714051800000, "first_datapoint_time": 1714352400000, "last_datapoint_time": 1759050000000, "evaluation_time": 1759051921600, "expiration_time": 1765530000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 168, "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": [ [ 175745.0225412284, 89479.0999892795, 86265.9225519489, 247065.4361088955, 107874.9032832428, 139190.5328256525 ], [ 175.745023, 89.4791, 86.265923, 247.065436, 107.874903, 139.190533 ], [ 0.337433, 0.171801, 0.165632, 0.239201, 0.140599, 0.167583 ], [ 10, 10, 10, 10, 10, 10 ], [ -56034, -43849, -55816, -71123, -52680, -73204 ], [ 1.447534, 1.467739, 1.428342, 1.346953, 1.304407, 1.389101 ], [ 183, 91, 92, 183, 91, 92 ], [ 89, 42, 47, 89, 42, 47 ], [ 94, 49, 45, 94, 49, 45 ], [ 48.63388, 46.153846, 51.086957, 48.63388, 46.153846, 51.086957 ], [ 1.528856, 1.712362, 1.367561, 1.422625, 1.521809, 1.32999 ], [ 40372, 40372, 21320, 55549, 55549, 39847 ], [ -26762, -26762, -20171, -39097, -27837, -39097 ], [ 134, 143, 124, 134, 143, 124 ], [ 161, 175, 149, 161, 175, 149 ], [ 108, 116, 98, 108, 116, 98 ], [ 24569, 13081, 11488, 24569, 13081, 11488 ], [ 14.209741, 14.209741, 14.438907, 14.209741, 14.209741, 14.438907 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 440820, 281475, 307207, 348467, -5900, 299174 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714051800000, "first_datapoint_time": 1714352400000, "last_datapoint_time": 1759050000000, "evaluation_time": 1759051921600, "expiration_time": 1765530000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 168, "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) |
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