Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137376.4897 | 246299.4181 | -108922.9283 | -81472.3501 | 61033.1022 | -142505.4523 |
Total P&L (%) | 137.3765 | 246.2994 | -108.9229 | -81.4724 | 61.0331 | -142.5055 |
Avg Daily Profit (%) | 0.1107 | 0.1985 | -0.0878 | -0.1358 | 0.0384 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251603 | -132259 | -150990 | -281194 | -148936 | -149669 |
Profit Factor | 1.1554 | 1.5471 | 0.7489 | 0.8519 | 1.2071 | 0.4423 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 112 | 52 | 60 | 112 | 52 | 60 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 48.2759 | 44.8276 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.2379 | 1.9041 | 0.699 | 0.9128 | 1.4857 | 0.4128 |
Largest Winning Trade | 253808 | 253808 | 31070 | 204760 | 204760 | 9580 |
Largest Losing Trade | -32998 | -32998 | -31828 | -64862 | -59616 | -64862 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 35 | 42 | 29 | 35 | 42 | 29 |
Avg Bars in Losers | 26 | 22 | 30 | 26 | 22 | 30 |
Bars Traded | 7071 | 3619 | 3452 | 7071 | 3619 | 3452 |
Profit Streak | 0 | 16.026 | 0 | 0 | 16.026 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94217 | 343424 | -580522 | -580234 | -143449 | -580522 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7444, "evaluation_days": 1240.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654185600000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759279042225, "expiration_time": 1762478208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 146 } }, "second_band": { "type": "midpoint", "factors": { "length": 126, "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": [ [ 137376.4897384469, 246299.4180871848, -108922.9283487378, -81472.3501201497, 61033.1022201023, -142505.4523402519 ], [ 137.37649, 246.299418, -108.922928, -81.47235, 61.033102, -142.505452 ], [ 0.110728, 0.198521, -0.087794, -0.135794, 0.038409, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -251603, -132259, -150990, -281194, -148936, -149669 ], [ 1.155396, 1.547096, 0.748938, 0.851924, 1.20712, 0.442317 ], [ 232, 116, 116, 232, 116, 116 ], [ 112, 52, 60, 112, 52, 60 ], [ 120, 64, 56, 120, 64, 56 ], [ 48.275862, 44.827586, 51.724138, 48.275862, 44.827586, 51.724138 ], [ 1.237924, 1.904118, 0.699009, 0.912776, 1.485686, 0.412829 ], [ 253808, 253808, 31070, 204760, 204760, 9580 ], [ -32998, -32998, -31828, -64862, -59616, -64862 ], [ 30, 31, 29, 30, 31, 29 ], [ 35, 42, 29, 35, 42, 29 ], [ 26, 22, 30, 26, 22, 30 ], [ 7071, 3619, 3452, 7071, 3619, 3452 ], [ 0, 16.025952, 0, 0, 16.025952, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94217, 343424, -580522, -580234, -143449, -580522 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7444, "evaluation_days": 1240.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654185600000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759279042225, "expiration_time": 1762478208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 146 } }, "second_band": { "type": "midpoint", "factors": { "length": 126, "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) |
---|