Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207096.8866 | 199430.0553 | 7666.8313 | -82277.3808 | -37427.6322 | -44849.7486 |
Total P&L (%) | 207.0969 | 199.4301 | 7.6668 | -82.2774 | -37.4276 | -44.8497 |
Avg Daily Profit (%) | 0.1672 | 0.161 | 0.0062 | -0.1396 | -0.0378 | -0.048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127255 | -101472 | -108183 | -111592 | -60903 | -79458 |
Profit Factor | 1.2088 | 1.4303 | 1.0145 | 0.8399 | 0.8531 | 0.8268 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 139 | 64 | 75 | 139 | 64 | 75 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 64.6512 | 59.8131 | 69.4444 | 64.6512 | 59.8131 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.661 | 0.961 | 0.4464 | 0.4592 | 0.5732 | 0.3638 |
Largest Winning Trade | 43179 | 43179 | 18921 | 17298 | 17298 | 13780 |
Largest Losing Trade | -89260 | -47256 | -89260 | -62918 | -56312 | -62918 |
Avg Bars in Trades | 68 | 73 | 63 | 68 | 73 | 63 |
Avg Bars in Winners | 43 | 45 | 41 | 43 | 45 | 41 |
Avg Bars in Losers | 114 | 113 | 114 | 114 | 113 | 114 |
Bars Traded | 14675 | 7811 | 6864 | 14675 | 7811 | 6864 |
Profit Streak | 23.199 | 23.3657 | 23.199 | 23.199 | 23.3657 | 23.199 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350379 | 307406 | -552987 | -576246 | -578740 | -577209 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14863, "evaluation_days": 1238.58, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652724000000, "last_datapoint_time": 1759096800000, "evaluation_time": 1759099592668, "expiration_time": 1762949289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 89, "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": [ [ 207096.8866107611, 199430.0552962843, 7666.8313144766, -82277.3807660705, -37427.6321669487, -44849.7485991219 ], [ 207.096887, 199.430055, 7.666831, -82.277381, -37.427632, -44.849749 ], [ 0.167205, 0.161015, 0.00619, -0.139605, -0.037846, -0.048036 ], [ 10, 10, 10, 10, 10, 10 ], [ -127255, -101472, -108183, -111592, -60903, -79458 ], [ 1.208846, 1.430263, 1.014517, 0.839852, 0.853132, 0.826781 ], [ 215, 107, 108, 215, 107, 108 ], [ 139, 64, 75, 139, 64, 75 ], [ 76, 43, 33, 76, 43, 33 ], [ 64.651163, 59.813084, 69.444444, 64.651163, 59.813084, 69.444444 ], [ 0.660952, 0.960958, 0.446388, 0.459199, 0.573198, 0.363783 ], [ 43179, 43179, 18921, 17298, 17298, 13780 ], [ -89260, -47256, -89260, -62918, -56312, -62918 ], [ 68, 73, 63, 68, 73, 63 ], [ 43, 45, 41, 43, 45, 41 ], [ 114, 113, 114, 114, 113, 114 ], [ 14675, 7811, 6864, 14675, 7811, 6864 ], [ 23.198989, 23.365656, 23.198989, 23.198989, 23.365656, 23.198989 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350379, 307406, -552987, -576246, -578740, -577209 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14863, "evaluation_days": 1238.58, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652724000000, "last_datapoint_time": 1759096800000, "evaluation_time": 1759099592668, "expiration_time": 1762949289600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 89, "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) |
---|