Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521863.4074 | 490957.5929 | 30905.8145 | 72399.854 | 177901.1581 | -105501.3041 |
Total P&L (%) | 521.8634 | 490.9576 | 30.9058 | 72.3999 | 177.9012 | -105.5013 |
Avg Daily Profit (%) | 0.279 | 0.2625 | 0.0165 | 0.0291 | 0.0547 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144679 | -101715 | -100193 | -403902 | -248941 | -268468 |
Profit Factor | 1.562 | 1.9948 | 1.071 | 1.0385 | 1.1769 | 0.8791 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 133 | 70 | 63 | 133 | 70 | 63 |
Profitability (%) | 44.5833 | 41.6667 | 47.5 | 44.5833 | 41.6667 | 47.5 |
Ratio Avg Win / Avg Loss | 1.9415 | 2.7927 | 1.1838 | 1.2909 | 1.6477 | 0.9717 |
Largest Winning Trade | 440870 | 440870 | 60184 | 370364 | 370364 | 70958 |
Largest Losing Trade | -35807 | -35807 | -21897 | -90549 | -90549 | -88552 |
Avg Bars in Trades | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Winners | 43 | 36 | 50 | 43 | 36 | 50 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 7341 | 3170 | 4171 | 7341 | 3170 | 4171 |
Profit Streak | 7.8173 | 7.8173 | 21.5673 | 7.8173 | 7.8173 | 21.5673 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424574 | 339228 | -316850 | -331815 | -147226 | -581435 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7482, "evaluation_days": 1870.5, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759369014602, "expiration_time": 1764211536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 521863.4074331294, 490957.5929156645, 30905.8145174646, 72399.8539548466, 177901.1580834384, -105501.304128592 ], [ 521.863407, 490.957593, 30.905815, 72.399854, 177.901158, -105.501304 ], [ 0.278997, 0.262474, 0.016523, 0.029122, 0.054658, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -144679, -101715, -100193, -403902, -248941, -268468 ], [ 1.561988, 1.99477, 1.071037, 1.038549, 1.176946, 0.879113 ], [ 240, 120, 120, 240, 120, 120 ], [ 107, 50, 57, 107, 50, 57 ], [ 133, 70, 63, 133, 70, 63 ], [ 44.583333, 41.666667, 47.5, 44.583333, 41.666667, 47.5 ], [ 1.941536, 2.792678, 1.183778, 1.290907, 1.647725, 0.971651 ], [ 440870, 440870, 60184, 370364, 370364, 70958 ], [ -35807, -35807, -21897, -90549, -90549, -88552 ], [ 30, 26, 34, 30, 26, 34 ], [ 43, 36, 50, 43, 36, 50 ], [ 20, 19, 20, 20, 19, 20 ], [ 7341, 3170, 4171, 7341, 3170, 4171 ], [ 7.817298, 7.817299, 21.567299, 7.817299, 7.817299, 21.567299 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 424574, 339228, -316850, -331815, -147226, -581435 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7482, "evaluation_days": 1870.5, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759369014602, "expiration_time": 1764211536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|