Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -209119.303 | 96552.8295 | -305672.1325 | 707626.0807 | 204280.9044 | 503345.1763 |
Total P&L (%) | -209.1193 | 96.5528 | -305.6721 | 707.6261 | 204.2809 | 503.3452 |
Avg Daily Profit (%) | -0.1687 | 0.0779 | -0.2466 | 0.1686 | 0.0898 | 0.1451 |
Buy And Hold Return (%) | 14.5419 | 14.5419 | 14.5419 | 14.5419 | 14.5419 | 14.5419 |
Max Trade Drawdown | -579123 | -63845 | -512322 | -638690 | -155166 | -584848 |
Profit Factor | 0.7738 | 1.4102 | 0.5565 | 1.4177 | 1.3349 | 1.4642 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 58 | 30 | 28 | 56 | 29 | 27 |
Losing Trades | 41 | 19 | 22 | 43 | 20 | 23 |
Profitability (%) | 58.5859 | 61.2245 | 56 | 56.5657 | 59.1837 | 54 |
Ratio Avg Win / Avg Loss | 0.547 | 0.8931 | 0.4372 | 1.0886 | 0.9206 | 1.2473 |
Largest Winning Trade | 38696 | 38696 | 36924 | 720190 | 208831 | 720190 |
Largest Losing Trade | -377047 | -35956 | -377047 | -364960 | -135441 | -364960 |
Avg Bars in Trades | 145 | 131 | 159 | 145 | 131 | 159 |
Avg Bars in Winners | 101 | 102 | 99 | 112 | 106 | 119 |
Avg Bars in Losers | 209 | 177 | 236 | 189 | 168 | 206 |
Bars Traded | 14448 | 6451 | 7995 | 14448 | 6451 | 7995 |
Profit Streak | 28.8432 | 28.8432 | 32.9265 | 28.8432 | 28.8432 | 32.9265 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577936 | -88023 | -759059 | 401496 | -72616 | -176404 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14877, "evaluation_days": 1239.75, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653724800000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759205651641, "expiration_time": 1763053718400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 228, "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": [ [ -209119.3030284627, 96552.8295128936, -305672.1325413563, 707626.0807153867, 204280.9044231139, 503345.176292273 ], [ -209.119303, 96.55283, -305.672133, 707.626081, 204.280904, 503.345176 ], [ -0.168679, 0.077881, -0.246559, 0.168638, 0.089799, 0.145079 ], [ 14.541948, 14.541948, 14.541948, 14.541948, 14.541948, 14.541948 ], [ -579123, -63845, -512322, -638690, -155166, -584848 ], [ 0.773825, 1.410174, 0.55648, 1.417671, 1.33493, 1.464213 ], [ 99, 49, 50, 99, 49, 50 ], [ 58, 30, 28, 56, 29, 27 ], [ 41, 19, 22, 43, 20, 23 ], [ 58.585859, 61.22449, 56, 56.565657, 59.183673, 54 ], [ 0.547014, 0.89311, 0.437234, 1.088569, 0.920641, 1.247293 ], [ 38696, 38696, 36924, 720190, 208831, 720190 ], [ -377047, -35956, -377047, -364960, -135441, -364960 ], [ 145, 131, 159, 145, 131, 159 ], [ 101, 102, 99, 112, 106, 119 ], [ 209, 177, 236, 189, 168, 206 ], [ 14448, 6451, 7995, 14448, 6451, 7995 ], [ 28.84319, 28.84319, 32.926524, 28.84319, 28.84319, 32.926524 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577936, -88023, -759059, 401496, -72616, -176404 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14877, "evaluation_days": 1239.75, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653724800000, "last_datapoint_time": 1759197600000, "evaluation_time": 1759205651641, "expiration_time": 1763053718400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 228, "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) |
---|