Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348591.2198 | 280466.1371 | 68125.0828 | 348565.2427 | 235727.7859 | 112837.4568 |
Total P&L (%) | 348.5912 | 280.4661 | 68.1251 | 348.5652 | 235.7278 | 112.8375 |
Avg Daily Profit (%) | 0.187 | 0.1505 | 0.0365 | 0.0806 | 0.065 | 0.0405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86857 | -59350 | -102688 | -619405 | -438397 | -358452 |
Profit Factor | 1.443 | 1.6108 | 1.2079 | 1.1011 | 1.1146 | 1.0811 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 143 | 74 | 69 | 143 | 74 | 69 |
Profitability (%) | 44.7876 | 43.0769 | 46.5116 | 44.7876 | 43.0769 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.7789 | 2.1285 | 1.3891 | 1.3574 | 1.4729 | 1.2433 |
Largest Winning Trade | 131002 | 131002 | 53788 | 318977 | 318977 | 177166 |
Largest Losing Trade | -33776 | -33776 | -24454 | -171014 | -167648 | -171014 |
Avg Bars in Trades | 20 | 15 | 26 | 20 | 15 | 26 |
Avg Bars in Winners | 34 | 22 | 46 | 34 | 22 | 46 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 5393 | 2012 | 3381 | 5393 | 2012 | 3381 |
Profit Streak | 0 | 0 | 16.8434 | 0 | 0 | 16.8434 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330646 | 274427 | -144902 | -195096 | -203204 | -270262 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5592, "evaluation_days": 1864, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1603267200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758802472409, "expiration_time": 1763618688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 244, "offset": 0, "std": 4.25541 } } }
{ "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": [ [ 348591.2198479419, 280466.137056667, 68125.0827912754, 348565.2427118764, 235727.7858663214, 112837.4568455549 ], [ 348.59122, 280.466137, 68.125083, 348.565243, 235.727786, 112.837457 ], [ 0.187012, 0.150465, 0.036548, 0.080552, 0.064996, 0.040532 ], [ 10, 10, 10, 10, 10, 10 ], [ -86857, -59350, -102688, -619405, -438397, -358452 ], [ 1.442994, 1.610776, 1.207887, 1.101117, 1.114629, 1.081137 ], [ 259, 130, 129, 259, 130, 129 ], [ 116, 56, 60, 116, 56, 60 ], [ 143, 74, 69, 143, 74, 69 ], [ 44.787645, 43.076923, 46.511628, 44.787645, 43.076923, 46.511628 ], [ 1.778863, 2.128525, 1.389071, 1.357412, 1.472903, 1.243307 ], [ 131002, 131002, 53788, 318977, 318977, 177166 ], [ -33776, -33776, -24454, -171014, -167648, -171014 ], [ 20, 15, 26, 20, 15, 26 ], [ 34, 22, 46, 34, 22, 46 ], [ 9, 10, 8, 9, 10, 8 ], [ 5393, 2012, 3381, 5393, 2012, 3381 ], [ 0, 0, 16.843431, 0, 0, 16.843431 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330646, 274427, -144902, -195096, -203204, -270262 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5592, "evaluation_days": 1864, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1603267200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758802472409, "expiration_time": 1763618688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 244, "offset": 0, "std": 4.25541 } } }
# | 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) |
---|