Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213455.6482 | 239984.9459 | -26529.2976 | 442415.5027 | 265832.5093 | 176582.9934 |
Total P&L (%) | 213.4556 | 239.9849 | -26.5293 | 442.4155 | 265.8325 | 176.583 |
Avg Daily Profit (%) | 0.1718 | 0.1932 | -0.0214 | 0.1362 | 0.1045 | 0.0819 |
Buy And Hold Return (%) | 16.6699 | 16.6699 | 16.6699 | 16.6699 | 16.6699 | 16.6699 |
Max Trade Drawdown | -146727 | -52147 | -187668 | -448811 | -366391 | -376625 |
Profit Factor | 1.3884 | 2.6224 | 0.9339 | 1.283 | 1.4113 | 1.1926 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 73 | 38 | 35 | 61 | 32 | 29 |
Losing Trades | 19 | 8 | 11 | 31 | 14 | 17 |
Profitability (%) | 79.3478 | 82.6087 | 76.087 | 66.3043 | 69.5652 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.3614 | 0.5521 | 0.2935 | 0.652 | 0.6174 | 0.6991 |
Largest Winning Trade | 36494 | 36494 | 29041 | 333114 | 126538 | 333114 |
Largest Losing Trade | -146727 | -52147 | -146727 | -366391 | -366391 | -313946 |
Avg Bars in Trades | 78 | 61 | 95 | 78 | 61 | 95 |
Avg Bars in Winners | 52 | 46 | 59 | 61 | 48 | 76 |
Avg Bars in Losers | 176 | 131 | 210 | 111 | 90 | 128 |
Bars Traded | 7212 | 2808 | 4404 | 7212 | 2808 | 4404 |
Profit Streak | 25.3476 | 160.181 | 25.3476 | 25.3476 | 160.181 | 25.3476 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436674 | 555962 | -576780 | -8773 | -50366 | -91625 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7453, "evaluation_days": 1242.17, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654819200000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759407635349, "expiration_time": 1762611696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "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": [ [ 213455.6482411668, 239984.9458512727, -26529.2976101057, 442415.5027437948, 265832.5093009556, 176582.9934428393 ], [ 213.455648, 239.984946, -26.529298, 442.415503, 265.832509, 176.582993 ], [ 0.171841, 0.193198, -0.021357, 0.136214, 0.104469, 0.081934 ], [ 16.669903, 16.669903, 16.669903, 16.669903, 16.669903, 16.669903 ], [ -146727, -52147, -187668, -448811, -366391, -376625 ], [ 1.388411, 2.622409, 0.933948, 1.282995, 1.411292, 1.192566 ], [ 92, 46, 46, 92, 46, 46 ], [ 73, 38, 35, 61, 32, 29 ], [ 19, 8, 11, 31, 14, 17 ], [ 79.347826, 82.608696, 76.086957, 66.304348, 69.565217, 63.043478 ], [ 0.361367, 0.552086, 0.293527, 0.652014, 0.61744, 0.699091 ], [ 36494, 36494, 29041, 333114, 126538, 333114 ], [ -146727, -52147, -146727, -366391, -366391, -313946 ], [ 78, 61, 95, 78, 61, 95 ], [ 52, 46, 59, 61, 48, 76 ], [ 176, 131, 210, 111, 90, 128 ], [ 7212, 2808, 4404, 7212, 2808, 4404 ], [ 25.347631, 160.180965, 25.347631, 25.347631, 160.180965, 25.347631 ], [ 3, 6, 1, 3, 6, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436674, 555962, -576780, -8773, -50366, -91625 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7453, "evaluation_days": 1242.17, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654819200000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759407635349, "expiration_time": 1762611696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "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) |
---|