Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719136.3618 | 617760.4594 | 101375.9023 | 722909.6374 | 419280.9928 | 303628.6446 |
Total P&L (%) | 719.1364 | 617.7605 | 101.3759 | 722.9096 | 419.281 | 303.6286 |
Avg Daily Profit (%) | 0.385 | 0.3307 | 0.0543 | 0.1129 | 0.0882 | 0.0747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134635 | -72510 | -94238 | -638941 | -398502 | -480574 |
Profit Factor | 2.7969 | 4.2311 | 1.485 | 1.3748 | 1.4845 | 1.2855 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 41.6667 | 33.3333 | 50 | 41.6667 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 3.9156 | 8.4621 | 1.485 | 1.9247 | 2.969 | 1.2855 |
Largest Winning Trade | 553667 | 553667 | 56670 | 383316 | 345234 | 383316 |
Largest Losing Trade | -40950 | -40950 | -39405 | -424413 | -148587 | -424413 |
Avg Bars in Trades | 59 | 49 | 69 | 59 | 49 | 69 |
Avg Bars in Winners | 104 | 88 | 115 | 104 | 88 | 115 |
Avg Bars in Losers | 27 | 29 | 23 | 27 | 29 | 23 |
Bars Traded | 3560 | 1476 | 2084 | 3560 | 1476 | 2084 |
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 | -162061 | 354851 | -119279 | -217230 | -79382 | -93226 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3736, "evaluation_days": 1868, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759123213296, "expiration_time": 1763945856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 80, "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": [ [ 719136.3617723626, 617760.4594482288, 101375.902324134, 722909.6373864025, 419280.9928018054, 303628.6445845972 ], [ 719.136362, 617.760459, 101.375902, 722.909637, 419.280993, 303.628645 ], [ 0.384977, 0.330707, 0.05427, 0.112894, 0.088223, 0.074724 ], [ 10, 10, 10, 10, 10, 10 ], [ -134635, -72510, -94238, -638941, -398502, -480574 ], [ 2.796887, 4.231069, 1.485009, 1.374778, 1.484503, 1.285495 ], [ 60, 30, 30, 60, 30, 30 ], [ 25, 10, 15, 25, 10, 15 ], [ 35, 20, 15, 35, 20, 15 ], [ 41.666667, 33.333333, 50, 41.666667, 33.333333, 50 ], [ 3.915642, 8.462138, 1.485009, 1.92469, 2.969006, 1.285495 ], [ 553667, 553667, 56670, 383316, 345234, 383316 ], [ -40950, -40950, -39405, -424413, -148587, -424413 ], [ 59, 49, 69, 59, 49, 69 ], [ 104, 88, 115, 104, 88, 115 ], [ 27, 29, 23, 27, 29, 23 ], [ 3560, 1476, 2084, 3560, 1476, 2084 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -162061, 354851, -119279, -217230, -79382, -93226 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3736, "evaluation_days": 1868, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601164800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759123213296, "expiration_time": 1763945856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 80, "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) |
---|