Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139542.969 | 217665.8418 | -78122.8729 | -116160.0962 | -143373.8237 | 27213.7275 |
Total P&L (%) | 139.543 | 217.6658 | -78.1229 | -116.1601 | -143.3738 | 27.2137 |
Avg Daily Profit (%) | 0.1124 | 0.1754 | -0.0629 | 0 | 0 | 0.0194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165371 | -88657 | -202405 | -440763 | -154975 | -321105 |
Profit Factor | 1.1407 | 1.6081 | 0.8767 | 0.8356 | 0.4875 | 1.0637 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 114 | 56 | 58 | 72 | 36 | 36 |
Losing Trades | 69 | 35 | 34 | 111 | 55 | 56 |
Profitability (%) | 62.2951 | 61.5385 | 63.0435 | 39.3443 | 39.5604 | 39.1304 |
Ratio Avg Win / Avg Loss | 0.6904 | 1.005 | 0.5139 | 1.2882 | 0.7448 | 1.6547 |
Largest Winning Trade | 44268 | 35736 | 44268 | 283960 | 30902 | 283960 |
Largest Losing Trade | -156264 | -46888 | -156264 | -218835 | -40897 | -218835 |
Avg Bars in Trades | 79 | 82 | 75 | 79 | 82 | 75 |
Avg Bars in Winners | 63 | 64 | 63 | 99 | 108 | 89 |
Avg Bars in Losers | 105 | 112 | 97 | 66 | 66 | 66 |
Bars Traded | 14528 | 7544 | 6984 | 14528 | 7544 | 6984 |
Profit Streak | 22.4157 | 22.749 | 22.4157 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106236 | 416442 | -578075 | -582296 | -585148 | -324131 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14893, "evaluation_days": 1241.08, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652839200000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759319913415, "expiration_time": 1763173065600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 105, "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": [ [ 139542.9689915838, 217665.8418458278, -78122.872854244, -116160.0961905964, -143373.8237017585, 27213.7275111621 ], [ 139.542969, 217.665842, -78.122873, -116.160096, -143.373824, 27.213728 ], [ 0.112437, 0.175384, -0.062947, 0, 0, 0.019396 ], [ 10, 10, 10, 10, 10, 10 ], [ -165371, -88657, -202405, -440763, -154975, -321105 ], [ 1.140715, 1.608073, 0.876722, 0.835615, 0.487487, 1.063749 ], [ 183, 91, 92, 183, 91, 92 ], [ 114, 56, 58, 72, 36, 36 ], [ 69, 35, 34, 111, 55, 56 ], [ 62.295082, 61.538462, 63.043478, 39.344262, 39.56044, 39.130435 ], [ 0.690432, 1.005045, 0.513941, 1.28824, 0.744771, 1.654721 ], [ 44268, 35736, 44268, 283960, 30902, 283960 ], [ -156264, -46888, -156264, -218835, -40897, -218835 ], [ 79, 82, 75, 79, 82, 75 ], [ 63, 64, 63, 99, 108, 89 ], [ 105, 112, 97, 66, 66, 66 ], [ 14528, 7544, 6984, 14528, 7544, 6984 ], [ 22.415664, 22.748998, 22.415664, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106236, 416442, -578075, -582296, -585148, -324131 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14893, "evaluation_days": 1241.08, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652839200000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759319913415, "expiration_time": 1763173065600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 105, "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) |
---|