Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347221.4626 | 272224.3852 | 74997.0774 | 698098.933 | 406372.4399 | 291726.493 |
Total P&L (%) | 347.2215 | 272.2244 | 74.9971 | 698.0989 | 406.3724 | 291.7265 |
Avg Daily Profit (%) | 0.278 | 0.218 | 0.06 | 0.1664 | 0.13 | 0.1094 |
Buy And Hold Return (%) | 16.6176 | 16.6176 | 16.6176 | 16.6176 | 16.6176 | 16.6176 |
Max Trade Drawdown | -86628 | -61864 | -72163 | -478083 | -387331 | -148671 |
Profit Factor | 1.8087 | 2.5482 | 1.2958 | 1.5858 | 1.6439 | 1.5204 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 62.766 | 63.8298 | 61.7021 | 62.766 | 63.8298 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.073 | 1.444 | 0.8043 | 0.9407 | 0.9315 | 0.9437 |
Largest Winning Trade | 70311 | 70311 | 29156 | 187934 | 187934 | 102038 |
Largest Losing Trade | -47627 | -43316 | -47627 | -320427 | -320427 | -130056 |
Avg Bars in Trades | 50 | 61 | 39 | 50 | 61 | 39 |
Avg Bars in Winners | 41 | 48 | 34 | 41 | 48 | 34 |
Avg Bars in Losers | 64 | 84 | 46 | 64 | 84 | 46 |
Bars Traded | 4729 | 2886 | 1842 | 4729 | 2886 | 1842 |
Profit Streak | 66.5052 | 90.5052 | 66.5052 | 66.5052 | 90.5052 | 66.5052 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504123 | 531223 | -113550 | 407173 | -15961 | -44634 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4996, "evaluation_days": 1249, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654149600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759990048603, "expiration_time": 1763205408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 97, "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": [ [ 347221.4625556631, 272224.385201901, 74997.0773537622, 698098.9329624971, 406372.4399392217, 291726.4930232755 ], [ 347.221463, 272.224385, 74.997077, 698.098933, 406.37244, 291.726493 ], [ 0.278, 0.217954, 0.060046, 0.166436, 0.129956, 0.109379 ], [ 16.617647, 16.617647, 16.617647, 16.617647, 16.617647, 16.617647 ], [ -86628, -61864, -72163, -478083, -387331, -148671 ], [ 1.808698, 2.548152, 1.295822, 1.585804, 1.643886, 1.520411 ], [ 94, 47, 47, 94, 47, 47 ], [ 59, 30, 29, 59, 30, 29 ], [ 35, 17, 18, 35, 17, 18 ], [ 62.765957, 63.829787, 61.702128, 62.765957, 63.829787, 61.702128 ], [ 1.072956, 1.443953, 0.804304, 0.940731, 0.931535, 0.943704 ], [ 70311, 70311, 29156, 187934, 187934, 102038 ], [ -47627, -43316, -47627, -320427, -320427, -130056 ], [ 50, 61, 39, 50, 61, 39 ], [ 41, 48, 34, 41, 48, 34 ], [ 64, 84, 46, 64, 84, 46 ], [ 4729, 2886, 1842, 4729, 2886, 1842 ], [ 66.505192, 90.505192, 66.505192, 66.505192, 90.505192, 66.505192 ], [ 5, 3, 2, 5, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 504123, 531223, -113550, 407173, -15961, -44634 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4996, "evaluation_days": 1249, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654149600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759990048603, "expiration_time": 1763205408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 97, "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) |
---|