Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525944.3021 | 552184.3413 | -26240.0392 | -28502.706 | 200427.389 | -228930.095 |
Total P&L (%) | 525.9443 | 552.1843 | -26.24 | -28.5027 | 200.4274 | -228.9301 |
Avg Daily Profit (%) | 0.2822 | 0.2963 | -0.0141 | -0.018 | 0.059 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95707 | -103515 | -89131 | -532350 | -308348 | -307745 |
Profit Factor | 1.6265 | 2.2914 | 0.9363 | 0.9835 | 1.2253 | 0.726 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 37.8947 | 34.7368 | 41.0526 | 37.8947 | 34.7368 | 41.0526 |
Ratio Avg Win / Avg Loss | 2.6657 | 4.305 | 1.3444 | 1.6118 | 2.302 | 1.0425 |
Largest Winning Trade | 588832 | 588832 | 59807 | 461585 | 461585 | 116916 |
Largest Losing Trade | -39364 | -39364 | -23889 | -122820 | -122820 | -87314 |
Avg Bars in Trades | 19 | 15 | 22 | 19 | 15 | 22 |
Avg Bars in Winners | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Losers | 9 | 8 | 11 | 9 | 8 | 11 |
Bars Traded | 3658 | 1501 | 2157 | 3658 | 1501 | 2157 |
Profit Streak | 28.894 | 28.894 | 34.394 | 28.894 | 28.894 | 34.394 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338107 | 280988 | -582071 | -580428 | -118755 | -582071 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1600128000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878841339, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 56, "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": [ [ 525944.3020824075, 552184.3412701276, -26240.0391877196, -28502.7059795404, 200427.3890034113, -228930.0949829513 ], [ 525.944302, 552.184341, -26.240039, -28.502706, 200.427389, -228.930095 ], [ 0.282235, 0.296316, -0.014081, -0.018003, 0.059048, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -95707, -103515, -89131, -532350, -308348, -307745 ], [ 1.626506, 2.291389, 0.936295, 0.983479, 1.225267, 0.725998 ], [ 190, 95, 95, 190, 95, 95 ], [ 72, 33, 39, 72, 33, 39 ], [ 118, 62, 56, 118, 62, 56 ], [ 37.894737, 34.736842, 41.052632, 37.894737, 34.736842, 41.052632 ], [ 2.665663, 4.305034, 1.344423, 1.611813, 2.302017, 1.042459 ], [ 588832, 588832, 59807, 461585, 461585, 116916 ], [ -39364, -39364, -23889, -122820, -122820, -87314 ], [ 19, 15, 22, 19, 15, 22 ], [ 34, 29, 38, 34, 29, 38 ], [ 9, 8, 11, 9, 8, 11 ], [ 3658, 1501, 2157, 3658, 1501, 2157 ], [ 28.893997, 28.893997, 34.393997, 28.893997, 28.893997, 34.393997 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338107, 280988, -582071, -580428, -118755, -582071 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1600128000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878841339, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 56, "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) |
---|