Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173211.8694 | 226169.3951 | -52957.5257 | -1031088.5136 | -449114.8093 | -581973.7043 |
Total P&L (%) | 173.2119 | 226.1694 | -52.9575 | -1031.0885 | -449.1148 | -581.9737 |
Avg Daily Profit (%) | 0.1388 | 0.1813 | -0.0424 | 0 | 0 | 0 |
Buy And Hold Return (%) | 14.4639 | 14.4639 | 14.4639 | 14.4639 | 14.4639 | 14.4639 |
Max Trade Drawdown | -78831 | -54081 | -78831 | -890491 | -460878 | -468584 |
Profit Factor | 1.3238 | 2.5157 | 0.8627 | 0.4731 | 0.5276 | 0.4216 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 58 | 29 | 29 | 17 | 9 | 8 |
Losing Trades | 18 | 9 | 9 | 59 | 29 | 30 |
Profitability (%) | 76.3158 | 76.3158 | 76.3158 | 22.3684 | 23.6842 | 21.0526 |
Ratio Avg Win / Avg Loss | 0.4108 | 0.7807 | 0.2677 | 1.642 | 1.7001 | 1.5812 |
Largest Winning Trade | 32737 | 32737 | 27230 | 310516 | 310516 | 151181 |
Largest Losing Trade | -207845 | -39926 | -207845 | -207845 | -143704 | -207845 |
Avg Bars in Trades | 93 | 103 | 83 | 93 | 103 | 83 |
Avg Bars in Winners | 61 | 75 | 48 | 192 | 196 | 188 |
Avg Bars in Losers | 196 | 196 | 196 | 64 | 75 | 55 |
Bars Traded | 7106 | 3948 | 3159 | 7106 | 3948 | 3159 |
Profit Streak | 40.3555 | 90.1889 | 40.3555 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57713 | 515033 | -576366 | -673191 | -613601 | -625199 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7487, "evaluation_days": 1247.83, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654185600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759897918928, "expiration_time": 1763115984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 2.43303 } } }
{ "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": [ [ 173211.869421264, 226169.3951039675, -52957.5256827036, -1031088.5136406663, -449114.8093015106, -581973.7043391555 ], [ 173.211869, 226.169395, -52.957526, -1031.088514, -449.114809, -581.973704 ], [ 0.13881, 0.18125, -0.04244, 0, 0, 0 ], [ 14.463938, 14.463938, 14.463938, 14.463938, 14.463938, 14.463938 ], [ -78831, -54081, -78831, -890491, -460878, -468584 ], [ 1.323772, 2.51569, 0.86272, 0.473133, 0.527628, 0.421642 ], [ 76, 38, 38, 76, 38, 38 ], [ 58, 29, 29, 17, 9, 8 ], [ 18, 9, 9, 59, 29, 30 ], [ 76.315789, 76.315789, 76.315789, 22.368421, 23.684211, 21.052632 ], [ 0.410826, 0.780731, 0.267741, 1.642048, 1.700134, 1.581159 ], [ 32737, 32737, 27230, 310516, 310516, 151181 ], [ -207845, -39926, -207845, -207845, -143704, -207845 ], [ 93, 103, 83, 93, 103, 83 ], [ 61, 75, 48, 192, 196, 188 ], [ 196, 196, 196, 64, 75, 55 ], [ 7106, 3948, 3159, 7106, 3948, 3159 ], [ 40.355543, 90.188876, 40.355543, 0, 0, 0 ], [ 5, 4, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -57713, 515033, -576366, -673191, -613601, -625199 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7487, "evaluation_days": 1247.83, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654185600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759897918928, "expiration_time": 1763115984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 2.43303 } } }
# | 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) |
---|