Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857121.0081 | 642711.5614 | 214409.4468 | 7809901.7673 | 2893229.7434 | 4916672.0239 |
Total P&L (%) | 857.121 | 642.7116 | 214.4094 | 7809.9018 | 2893.2297 | 4916.672 |
Avg Daily Profit (%) | 0.4556 | 0.3416 | 0.114 | 0.2326 | 0.1808 | 0.2083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92591 | -66198 | -30179 | -8019564 | -5509640 | -2903339 |
Profit Factor | 3.6126 | 4.279 | 2.6236 | 1.403 | 1.2577 | 1.6032 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 54.9451 | 48.8889 | 60.8696 | 54.9451 | 48.8889 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.9624 | 4.4735 | 1.6866 | 1.1505 | 1.3148 | 1.0307 |
Largest Winning Trade | 389433 | 389433 | 51114 | 3863684 | 3863684 | 2365005 |
Largest Losing Trade | -37843 | -37843 | -17613 | -2363854 | -2363854 | -1316836 |
Avg Bars in Trades | 57 | 70 | 45 | 57 | 70 | 45 |
Avg Bars in Winners | 75 | 102 | 54 | 75 | 102 | 54 |
Avg Bars in Losers | 35 | 39 | 31 | 35 | 39 | 31 |
Bars Traded | 5246 | 3161 | 2085 | 5246 | 3161 | 2085 |
Profit Streak | 172.9835 | 192.6502 | 172.9835 | 172.9835 | 192.6502 | 172.9835 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 678686 | 616422 | -33781 | 391756 | 299067 | 435501 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5644, "evaluation_days": 1881.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600848000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760312177773, "expiration_time": 1765161216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 32, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 857121.0081448039, 642711.561384865, 214409.4467599391, 7809901.767306937, 2893229.7433878235, 4916672.023919114 ], [ 857.121008, 642.711561, 214.409447, 7809.901767, 2893.229743, 4916.672024 ], [ 0.455593, 0.341626, 0.113967, 0.23259, 0.18083, 0.208333 ], [ 10, 10, 10, 10, 10, 10 ], [ -92591, -66198, -30179, -8019564, -5509640, -2903339 ], [ 3.612643, 4.278961, 2.623626, 1.403006, 1.257665, 1.603236 ], [ 91, 45, 46, 91, 45, 46 ], [ 50, 22, 28, 50, 22, 28 ], [ 41, 23, 18, 41, 23, 18 ], [ 54.945055, 48.888889, 60.869565, 54.945055, 48.888889, 60.869565 ], [ 2.962367, 4.47346, 1.686617, 1.150465, 1.314832, 1.030652 ], [ 389433, 389433, 51114, 3863684, 3863684, 2365005 ], [ -37843, -37843, -17613, -2363854, -2363854, -1316836 ], [ 57, 70, 45, 57, 70, 45 ], [ 75, 102, 54, 75, 102, 54 ], [ 35, 39, 31, 35, 39, 31 ], [ 5246, 3161, 2085, 5246, 3161, 2085 ], [ 172.983539, 192.650206, 172.983539, 172.983539, 192.650206, 172.983539 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 678686, 616422, -33781, 391756, 299067, 435501 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5644, "evaluation_days": 1881.33, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1600848000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760312177773, "expiration_time": 1765161216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 32, "offset": 0, "scalar": 2 } } }
# | 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) |
---|