Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163688.254 | 265164.9015 | -101476.6475 | -1607219.1822 | -551125.9472 | -1056093.2349 |
Total P&L (%) | 163.6883 | 265.1649 | -101.4766 | -1607.2192 | -551.1259 | -1056.0932 |
Avg Daily Profit (%) | 0.1307 | 0.2117 | -0.081 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -366734 | -62552 | -365537 | -1621375 | -639924 | -1066505 |
Profit Factor | 1.1709 | 1.8474 | 0.8427 | 0.5443 | 0.6259 | 0.4857 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 136 | 60 | 76 | 74 | 44 | 30 |
Losing Trades | 73 | 44 | 29 | 135 | 60 | 75 |
Profitability (%) | 65.0718 | 57.6923 | 72.381 | 35.4067 | 42.3077 | 28.5714 |
Ratio Avg Win / Avg Loss | 0.6285 | 1.3548 | 0.3216 | 0.9929 | 0.8535 | 1.2143 |
Largest Winning Trade | 35528 | 30670 | 35528 | 296173 | 291759 | 296173 |
Largest Losing Trade | -314994 | -40514 | -314994 | -395117 | -153741 | -395117 |
Avg Bars in Trades | 69 | 77 | 61 | 69 | 77 | 61 |
Avg Bars in Winners | 48 | 58 | 40 | 101 | 104 | 95 |
Avg Bars in Losers | 108 | 102 | 116 | 51 | 56 | 47 |
Bars Traded | 14427 | 8021 | 6406 | 14427 | 8021 | 6406 |
Profit Streak | 52.0665 | 103.7331 | 52.0665 | 0 | 0 | 0 |
Trades During Streak | 8 | 7 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48122 | 444449 | -576397 | -585359 | -584046 | -593459 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15029, "evaluation_days": 1252.42, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653768000000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760297742393, "expiration_time": 1764187516800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 234, "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": [ [ 163688.2539821098, 265164.9015155694, -101476.6475334597, -1607219.1821646364, -551125.9472185323, -1056093.2349461042 ], [ 163.688254, 265.164902, -101.476648, -1607.219182, -551.125947, -1056.093235 ], [ 0.130698, 0.211722, -0.081024, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -366734, -62552, -365537, -1621375, -639924, -1066505 ], [ 1.170855, 1.8474, 0.842706, 0.544271, 0.625907, 0.485703 ], [ 209, 104, 105, 209, 104, 105 ], [ 136, 60, 76, 74, 44, 30 ], [ 73, 44, 29, 135, 60, 75 ], [ 65.07177, 57.692308, 72.380952, 35.406699, 42.307692, 28.571429 ], [ 0.628473, 1.35476, 0.321559, 0.992927, 0.85351, 1.214257 ], [ 35528, 30670, 35528, 296173, 291759, 296173 ], [ -314994, -40514, -314994, -395117, -153741, -395117 ], [ 69, 77, 61, 69, 77, 61 ], [ 48, 58, 40, 101, 104, 95 ], [ 108, 102, 116, 51, 56, 47 ], [ 14427, 8021, 6406, 14427, 8021, 6406 ], [ 52.066463, 103.733129, 52.066463, 0, 0, 0 ], [ 8, 7, 4, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -48122, 444449, -576397, -585359, -584046, -593459 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15029, "evaluation_days": 1252.42, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653768000000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760297742393, "expiration_time": 1764187516800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 234, "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) |
---|