Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639618.114 | 546090.0729 | 93528.0411 | 663216.0392 | 154310.6492 | 508905.39 |
Total P&L (%) | 639.6181 | 546.0901 | 93.528 | 663.216 | 154.3106 | 508.9054 |
Avg Daily Profit (%) | 0.3415 | 0.2916 | 0.0499 | 0.1086 | 0.0498 | 0.0965 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113243 | -56353 | -94133 | -867984 | -536658 | -468373 |
Profit Factor | 2.3893 | 3.3769 | 1.4055 | 1.2501 | 1.1112 | 1.4025 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 35.6164 | 32.4324 | 38.8889 | 35.6164 | 32.4324 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.3191 | 7.0351 | 2.2087 | 2.2597 | 2.315 | 2.204 |
Largest Winning Trade | 438455 | 438455 | 57705 | 465936 | 465936 | 453341 |
Largest Losing Trade | -39866 | -39866 | -28456 | -261169 | -224069 | -261169 |
Avg Bars in Trades | 73 | 60 | 87 | 73 | 60 | 87 |
Avg Bars in Winners | 154 | 122 | 181 | 154 | 122 | 181 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 5389 | 2234 | 3155 | 5389 | 2234 | 3155 |
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 | -68072 | 304245 | -128709 | -128613 | -230289 | -66229 |
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1601020800000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759594105274, "expiration_time": 1764419616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 15, "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": [ [ 639618.113972259, 546090.0729072834, 93528.0410649754, 663216.0391580346, 154310.6491820353, 508905.3899759991 ], [ 639.618114, 546.090073, 93.528041, 663.216039, 154.310649, 508.90539 ], [ 0.341494, 0.291559, 0.049935, 0.108568, 0.049846, 0.096496 ], [ 10, 10, 10, 10, 10, 10 ], [ -113243, -56353, -94133, -867984, -536658, -468373 ], [ 2.389278, 3.376863, 1.405509, 1.250063, 1.11118, 1.402532 ], [ 73, 37, 36, 73, 37, 36 ], [ 26, 12, 14, 26, 12, 14 ], [ 47, 25, 22, 47, 25, 22 ], [ 35.616438, 32.432432, 38.888889, 35.616438, 32.432432, 38.888889 ], [ 4.31908, 7.03513, 2.208657, 2.259728, 2.314958, 2.203979 ], [ 438455, 438455, 57705, 465936, 465936, 453341 ], [ -39866, -39866, -28456, -261169, -224069, -261169 ], [ 73, 60, 87, 73, 60, 87 ], [ 154, 122, 181, 154, 122, 181 ], [ 29, 30, 28, 29, 30, 28 ], [ 5389, 2234, 3155, 5389, 2234, 3155 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -68072, 304245, -128709, -128613, -230289, -66229 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5619, "evaluation_days": 1873, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1601020800000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759594105274, "expiration_time": 1764419616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 15, "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) |
---|