Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311154.6942 | 266252.8764 | 44901.8178 | 650156.0338 | 359352.7296 | 290803.3042 |
Total P&L (%) | 311.1547 | 266.2529 | 44.9018 | 650.156 | 359.3527 | 290.8033 |
Avg Daily Profit (%) | 0.252 | 0.2157 | 0.0364 | 0.1634 | 0.1236 | 0.1105 |
Buy And Hold Return (%) | 84.7712 | 84.7712 | 84.7712 | 84.7712 | 84.7712 | 84.7712 |
Max Trade Drawdown | -138378 | -50564 | -126568 | -258186 | -258186 | -237329 |
Profit Factor | 1.5849 | 2.6213 | 1.1221 | 1.7607 | 1.9773 | 1.5972 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 86 | 42 | 44 | 78 | 39 | 39 |
Losing Trades | 17 | 9 | 8 | 25 | 12 | 13 |
Profitability (%) | 83.4951 | 82.3529 | 84.6154 | 75.7282 | 76.4706 | 75 |
Ratio Avg Win / Avg Loss | 0.3133 | 0.5617 | 0.204 | 0.5643 | 0.6084 | 0.5324 |
Largest Winning Trade | 27257 | 27257 | 23154 | 102941 | 82877 | 102941 |
Largest Losing Trade | -127815 | -50564 | -127815 | -258186 | -258186 | -142251 |
Avg Bars in Trades | 45 | 51 | 38 | 45 | 51 | 38 |
Avg Bars in Winners | 23 | 24 | 21 | 31 | 34 | 28 |
Avg Bars in Losers | 157 | 179 | 133 | 88 | 109 | 68 |
Bars Traded | 4667 | 2650 | 2017 | 4667 | 2650 | 2017 |
Profit Streak | 27.3732 | 153.3732 | 27.3732 | 27.3732 | 153.3732 | 27.3732 |
Trades During Streak | 4 | 9 | 2 | 4 | 9 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431707 | -167414 | -572665 | 492273 | -204155 | -223805 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1655208000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833845793, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 146, "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": [ [ 311154.6941656023, 266252.8763884675, 44901.817777135, 650156.0337915199, 359352.7295944132, 290803.3041971067 ], [ 311.154694, 266.252876, 44.901818, 650.156034, 359.35273, 290.803304 ], [ 0.252049, 0.215677, 0.036372, 0.163366, 0.12358, 0.110473 ], [ 84.771242, 84.771242, 84.771242, 84.771242, 84.771242, 84.771242 ], [ -138378, -50564, -126568, -258186, -258186, -237329 ], [ 1.584948, 2.621334, 1.12211, 1.760737, 1.977293, 1.597209 ], [ 103, 51, 52, 103, 51, 52 ], [ 86, 42, 44, 78, 39, 39 ], [ 17, 9, 8, 25, 12, 13 ], [ 83.495146, 82.352941, 84.615385, 75.728155, 76.470588, 75 ], [ 0.313304, 0.561714, 0.20402, 0.564339, 0.608398, 0.532403 ], [ 27257, 27257, 23154, 102941, 82877, 102941 ], [ -127815, -50564, -127815, -258186, -258186, -142251 ], [ 45, 51, 38, 45, 51, 38 ], [ 23, 24, 21, 31, 34, 28 ], [ 157, 179, 133, 88, 109, 68 ], [ 4667, 2650, 2017, 4667, 2650, 2017 ], [ 27.373215, 153.373215, 27.373215, 27.373215, 153.373215, 27.373215 ], [ 4, 9, 2, 4, 9, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 431707, -167414, -572665, 492273, -204155, -223805 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1655208000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833845793, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 16, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 146, "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) |
---|