Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155217.8106 | 89750.4718 | 65467.3389 | 73407.0936 | 39209.91 | 34197.1837 |
Total P&L (%) | 155.2178 | 89.7505 | 65.4673 | 73.4071 | 39.2099 | 34.1972 |
Avg Daily Profit (%) | 0.298 | 0.1723 | 0.1257 | 0.1057 | 0.0635 | 0.0565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130948 | -101954 | -59840 | -114058 | -90271 | -87884 |
Profit Factor | 1.264 | 1.2834 | 1.2414 | 1.1274 | 1.128 | 1.1267 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 49.0909 | 47.2727 | 50.9091 | 49.0909 | 47.2727 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.3108 | 1.4315 | 1.1971 | 1.1691 | 1.2582 | 1.0864 |
Largest Winning Trade | 30276 | 29673 | 30276 | 30032 | 30032 | 28614 |
Largest Losing Trade | -53126 | -29167 | -53126 | -41766 | -29371 | -41766 |
Avg Bars in Trades | 112 | 122 | 102 | 112 | 122 | 102 |
Avg Bars in Winners | 101 | 102 | 101 | 101 | 102 | 101 |
Avg Bars in Losers | 123 | 141 | 104 | 123 | 141 | 104 |
Bars Traded | 24801 | 13511 | 11290 | 24801 | 13511 | 11290 |
Profit Streak | 5.9538 | 0 | 16.7871 | 5.9538 | 0 | 16.7871 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333011 | 197138 | -25017 | -131289 | -191994 | -200640 |
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713942000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758972206543, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 120, "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": [ [ 155217.8106283149, 89750.4717563043, 65467.3388720105, 73407.0936465091, 39209.9099646348, 34197.1836818742 ], [ 155.217811, 89.750472, 65.467339, 73.407094, 39.20991, 34.197184 ], [ 0.29802, 0.172322, 0.125698, 0.105747, 0.063537, 0.056491 ], [ 10, 10, 10, 10, 10, 10 ], [ -130948, -101954, -59840, -114058, -90271, -87884 ], [ 1.264031, 1.283407, 1.241406, 1.127382, 1.128006, 1.126675 ], [ 220, 110, 110, 220, 110, 110 ], [ 108, 52, 56, 108, 52, 56 ], [ 112, 58, 54, 112, 58, 54 ], [ 49.090909, 47.272727, 50.909091, 49.090909, 47.272727, 50.909091 ], [ 1.310847, 1.431492, 1.19707, 1.169137, 1.25816, 1.086437 ], [ 30276, 29673, 30276, 30032, 30032, 28614 ], [ -53126, -29167, -53126, -41766, -29371, -41766 ], [ 112, 122, 102, 112, 122, 102 ], [ 101, 102, 101, 101, 102, 101 ], [ 123, 141, 104, 123, 141, 104 ], [ 24801, 13511, 11290, 24801, 13511, 11290 ], [ 5.953779, 0, 16.787113, 5.953779, 0, 16.787113 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333011, 197138, -25017, -131289, -191994, -200640 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713942000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758972206543, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 120, "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) |
---|