Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199095.2295 | 142374.5089 | 56720.7206 | -37404.5354 | -21504.328 | -15900.2075 |
Total P&L (%) | 199.0952 | 142.3745 | 56.7207 | -37.4045 | -21.5043 | -15.9002 |
Avg Daily Profit (%) | 0.1611 | 0.1152 | 0.0459 | -0.0379 | -0.0196 | -0.014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131976 | -75813 | -96678 | -232554 | -169273 | -111787 |
Profit Factor | 1.3554 | 1.6569 | 1.1651 | 0.9413 | 0.9255 | 0.9544 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 76.9231 | 78.2051 | 75.641 | 76.9231 | 78.2051 | 75.641 |
Ratio Avg Win / Avg Loss | 0.4066 | 0.4618 | 0.3752 | 0.2824 | 0.2579 | 0.3074 |
Largest Winning Trade | 26631 | 26631 | 21849 | 28864 | 26774 | 28864 |
Largest Losing Trade | -87031 | -38314 | -87031 | -103664 | -93160 | -103664 |
Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
Avg Bars in Winners | 12 | 12 | 11 | 12 | 12 | 11 |
Avg Bars in Losers | 52 | 69 | 37 | 52 | 69 | 37 |
Bars Traded | 3335 | 1959 | 1376 | 3335 | 1959 | 1376 |
Profit Streak | 39.0862 | 85.7529 | 39.0862 | 39.0862 | 85.7529 | 39.0862 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418225 | -67741 | -203084 | -575204 | -609660 | -610810 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3708, "evaluation_days": 1236, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1658102400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758881047162, "expiration_time": 1762048512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 210, "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": [ [ 199095.2294797734, 142374.5089163364, 56720.7205634371, -37404.5354230713, -21504.3279528827, -15900.2074701886 ], [ 199.095229, 142.374509, 56.720721, -37.404535, -21.504328, -15.900207 ], [ 0.16108, 0.11519, 0.045891, -0.037896, -0.019588, -0.014009 ], [ 10, 10, 10, 10, 10, 10 ], [ -131976, -75813, -96678, -232554, -169273, -111787 ], [ 1.355384, 1.656894, 1.165132, 0.94133, 0.925478, 0.954439 ], [ 156, 78, 78, 156, 78, 78 ], [ 120, 61, 59, 120, 61, 59 ], [ 36, 17, 19, 36, 17, 19 ], [ 76.923077, 78.205128, 75.641026, 76.923077, 78.205128, 75.641026 ], [ 0.406615, 0.461757, 0.375212, 0.282399, 0.25792, 0.307362 ], [ 26631, 26631, 21849, 28864, 26774, 28864 ], [ -87031, -38314, -87031, -103664, -93160, -103664 ], [ 21, 25, 17, 21, 25, 17 ], [ 12, 12, 11, 12, 12, 11 ], [ 52, 69, 37, 52, 69, 37 ], [ 3335, 1959, 1376, 3335, 1959, 1376 ], [ 39.086194, 85.752861, 39.086194, 39.086194, 85.752861, 39.086194 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418225, -67741, -203084, -575204, -609660, -610810 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3708, "evaluation_days": 1236, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1658102400000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758881047162, "expiration_time": 1762048512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 210, "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) |
---|