Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306239.4151 | 308952.8241 | -2713.409 | -18378.0534 | 475923.3513 | -494301.4048 |
Total P&L (%) | 306.2394 | 308.9528 | -2.7134 | -18.3781 | 475.9234 | -494.3014 |
Avg Daily Profit (%) | 0.1644 | 0.1658 | -0.0015 | -0.0109 | 0.094 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195632 | -129032 | -159153 | -756013 | -210832 | -625829 |
Profit Factor | 1.3617 | 1.7194 | 0.9935 | 0.9848 | 2.1565 | 0.3805 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 49.3827 | 41.9753 | 56.7901 | 49.3827 | 41.9753 | 56.7901 |
Ratio Avg Win / Avg Loss | 1.3958 | 2.3768 | 0.7559 | 1.0094 | 2.981 | 0.2895 |
Largest Winning Trade | 255165 | 255165 | 35747 | 543041 | 543041 | 29577 |
Largest Losing Trade | -57855 | -36068 | -57855 | -434151 | -54912 | -434151 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 51 | 56 | 47 | 51 | 56 | 47 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 7263 | 3791 | 3472 | 7263 | 3791 | 3472 |
Profit Streak | 0 | 32.4188 | 0 | 0 | 32.4188 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301908 | -3950 | -591855 | -578502 | -77879 | -591855 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600624800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758902581773, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 130, "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": [ [ 306239.4151103026, 308952.8240971872, -2713.4089868848, -18378.0534493317, 475923.3513304825, -494301.4047798142 ], [ 306.239415, 308.952824, -2.713409, -18.378053, 475.923351, -494.301405 ], [ 0.16438, 0.165836, -0.001456, -0.0109, 0.094022, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -195632, -129032, -159153, -756013, -210832, -625829 ], [ 1.36172, 1.719358, 0.993495, 0.984804, 2.156485, 0.380507 ], [ 162, 81, 81, 162, 81, 81 ], [ 80, 34, 46, 80, 34, 46 ], [ 82, 47, 35, 82, 47, 35 ], [ 49.382716, 41.975309, 56.790123, 49.382716, 41.975309, 56.790123 ], [ 1.395763, 2.37676, 0.75592, 1.009425, 2.981023, 0.289516 ], [ 255165, 255165, 35747, 543041, 543041, 29577 ], [ -57855, -36068, -57855, -434151, -54912, -434151 ], [ 44, 46, 42, 44, 46, 42 ], [ 51, 56, 47, 51, 56, 47 ], [ 38, 39, 37, 38, 39, 37 ], [ 7263, 3791, 3472, 7263, 3791, 3472 ], [ 0, 32.41877, 0, 0, 32.418771, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301908, -3950, -591855, -578502, -77879, -591855 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600624800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758902581773, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 130, "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) |
---|