Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516711.5877 | 371270.5023 | 145441.0854 | 999453.3029 | 633573.5821 | 365879.7208 |
Total P&L (%) | 516.7116 | 371.2705 | 145.4411 | 999.4533 | 633.5736 | 365.8797 |
Avg Daily Profit (%) | 0.2774 | 0.1993 | 0.0781 | 0.1288 | 0.107 | 0.0826 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72529 | -59283 | -115135 | -1458515 | -444391 | -1037544 |
Profit Factor | 1.5441 | 1.9082 | 1.2689 | 1.1546 | 1.2372 | 1.0965 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 146 | 68 | 78 | 146 | 68 | 78 |
Losing Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Profitability (%) | 55.5133 | 51.9084 | 59.0909 | 55.5133 | 51.9084 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.2374 | 1.7679 | 0.8785 | 0.9253 | 1.1462 | 0.7591 |
Largest Winning Trade | 89870 | 89870 | 32187 | 417630 | 276337 | 417630 |
Largest Losing Trade | -72529 | -20940 | -72529 | -486549 | -320321 | -486549 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Losers | 30 | 22 | 39 | 30 | 22 | 39 |
Bars Traded | 7326 | 2992 | 4334 | 7326 | 2992 | 4334 |
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 | 455145 | 416036 | -89514 | -70442 | -49675 | -197736 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1599566400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758922853541, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 4.91941 } } }
{ "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": [ [ 516711.5876585505, 371270.5022645019, 145441.0853940482, 999453.3028603815, 633573.582075813, 365879.7207845682 ], [ 516.711588, 371.270502, 145.441085, 999.453303, 633.573582, 365.879721 ], [ 0.277355, 0.199286, 0.078068, 0.128768, 0.107022, 0.08263 ], [ 10, 10, 10, 10, 10, 10 ], [ -72529, -59283, -115135, -1458515, -444391, -1037544 ], [ 1.544119, 1.90822, 1.268917, 1.15462, 1.237185, 1.096469 ], [ 263, 131, 132, 263, 131, 132 ], [ 146, 68, 78, 146, 68, 78 ], [ 117, 63, 54, 117, 63, 54 ], [ 55.513308, 51.908397, 59.090909, 55.513308, 51.908397, 59.090909 ], [ 1.23741, 1.767909, 0.878481, 0.925277, 1.146215, 0.759094 ], [ 89870, 89870, 32187, 417630, 276337, 417630 ], [ -72529, -20940, -72529, -486549, -320321, -486549 ], [ 27, 22, 32, 27, 22, 32 ], [ 25, 22, 28, 25, 22, 28 ], [ 30, 22, 39, 30, 22, 39 ], [ 7326, 2992, 4334, 7326, 2992, 4334 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 455145, 416036, -89514, -70442, -49675, -197736 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1599566400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758922853541, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 4.91941 } } }
# | 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) |
---|