Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79888.433 | 35291.1324 | 44597.3006 | 41660.8116 | 19179.6568 | 22481.1548 |
Total P&L (%) | 79.8884 | 35.2911 | 44.5973 | 41.6608 | 19.1797 | 22.4812 |
Avg Daily Profit (%) | 0.1534 | 0.0678 | 0.0856 | 0.0669 | 0.0337 | 0.0389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100282 | -28794 | -82519 | -131790 | -34559 | -114694 |
Profit Factor | 1.2608 | 1.2346 | 1.2861 | 1.1106 | 1.1103 | 1.1108 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 53.2787 | 50.8197 | 55.7377 | 53.2787 | 50.8197 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.1056 | 1.1947 | 1.0213 | 0.9739 | 1.0744 | 0.8821 |
Largest Winning Trade | 29758 | 29758 | 15831 | 26105 | 26105 | 18876 |
Largest Losing Trade | -40915 | -19998 | -40915 | -52326 | -30615 | -52326 |
Avg Bars in Trades | 200 | 230 | 171 | 200 | 230 | 171 |
Avg Bars in Winners | 208 | 233 | 184 | 208 | 233 | 184 |
Avg Bars in Losers | 192 | 226 | 154 | 192 | 226 | 154 |
Bars Traded | 24482 | 14036 | 10446 | 24482 | 14036 | 10446 |
Profit Streak | 11.0767 | 23.7642 | 11.0767 | 11.0767 | 23.7642 | 11.0767 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300241 | -266528 | -241317 | -204992 | -415662 | -407270 |
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 50 } }, "second_band": { "type": "rma", "factors": { "length": 191, "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": [ [ 79888.4329861552, 35291.1323588214, 44597.3006273339, 41660.81163232, 19179.6567920083, 22481.1548403117 ], [ 79.888433, 35.291132, 44.597301, 41.660812, 19.179657, 22.481155 ], [ 0.153387, 0.067759, 0.085627, 0.06689, 0.033695, 0.038943 ], [ 10, 10, 10, 10, 10, 10 ], [ -100282, -28794, -82519, -131790, -34559, -114694 ], [ 1.260793, 1.234574, 1.286099, 1.110566, 1.110264, 1.110824 ], [ 122, 61, 61, 122, 61, 61 ], [ 65, 31, 34, 65, 31, 34 ], [ 57, 30, 27, 57, 30, 27 ], [ 53.278689, 50.819672, 55.737705, 53.278689, 50.819672, 55.737705 ], [ 1.105619, 1.194749, 1.021314, 0.973881, 1.074449, 0.882125 ], [ 29758, 29758, 15831, 26105, 26105, 18876 ], [ -40915, -19998, -40915, -52326, -30615, -52326 ], [ 200, 230, 171, 200, 230, 171 ], [ 208, 233, 184, 208, 233, 184 ], [ 192, 226, 154, 192, 226, 154 ], [ 24482, 14036, 10446, 24482, 14036, 10446 ], [ 11.076664, 23.764164, 11.076664, 11.076664, 23.764164, 11.076664 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300241, -266528, -241317, -204992, -415662, -407270 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714089600000, "first_datapoint_time": 1714431600000, "last_datapoint_time": 1759087800000, "evaluation_time": 1759089023803, "expiration_time": 1765567800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 50 } }, "second_band": { "type": "rma", "factors": { "length": 191, "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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