Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503367.0409 | 476908.1108 | 26458.9301 | 122632.5276 | 159456.8757 | -36824.3481 |
Total P&L (%) | 503.367 | 476.9081 | 26.4589 | 122.6325 | 159.4569 | -36.8243 |
Avg Daily Profit (%) | 0.2701 | 0.2559 | 0.0142 | 0.043 | 0.0512 | -0.0246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123539 | -80003 | -96730 | -277949 | -222269 | -186488 |
Profit Factor | 1.7269 | 2.3797 | 1.0763 | 1.0746 | 1.1938 | 0.9551 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 50 | 49.3151 | 50.6849 | 50 | 49.3151 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.7269 | 2.4458 | 1.0472 | 1.0746 | 1.2269 | 0.9293 |
Largest Winning Trade | 404779 | 404779 | 59439 | 281966 | 281966 | 96285 |
Largest Losing Trade | -49274 | -49274 | -44193 | -122591 | -84994 | -122591 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 32 | 26 | 38 | 32 | 26 | 38 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 3587 | 1544 | 2043 | 3587 | 1544 | 2043 |
Profit Streak | 0 | 56.6335 | 0 | 0 | 56.6335 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452674 | -57914 | -385505 | -273280 | -202514 | -652369 |
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029138593, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 503367.0408944997, 476908.1108127924, 26458.930081707, 122632.5276128653, 159456.8757413142, -36824.3481284489 ], [ 503.367041, 476.908111, 26.45893, 122.632528, 159.456876, -36.824348 ], [ 0.270119, 0.255921, 0.014199, 0.042958, 0.051176, -0.024642 ], [ 10, 10, 10, 10, 10, 10 ], [ -123539, -80003, -96730, -277949, -222269, -186488 ], [ 1.72687, 2.379656, 1.076285, 1.074647, 1.193755, 0.955085 ], [ 146, 73, 73, 146, 73, 73 ], [ 73, 36, 37, 73, 36, 37 ], [ 73, 37, 36, 73, 37, 36 ], [ 50, 49.315068, 50.684932, 50, 49.315068, 50.684932 ], [ 1.72687, 2.445758, 1.047197, 1.074647, 1.226915, 0.929272 ], [ 404779, 404779, 59439, 281966, 281966, 96285 ], [ -49274, -49274, -44193, -122591, -84994, -122591 ], [ 24, 21, 27, 24, 21, 27 ], [ 32, 26, 38, 32, 26, 38 ], [ 16, 15, 17, 16, 15, 17 ], [ 3587, 1544, 2043, 3587, 1544, 2043 ], [ 0, 56.633548, 0, 0, 56.633549, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 452674, -57914, -385505, -273280, -202514, -652369 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1602460800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759029138593, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|