Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140612.4009 | 193269.1201 | -52656.7192 | -104338.1202 | -10787.6377 | -93550.4825 |
Total P&L (%) | 140.6124 | 193.2691 | -52.6567 | -104.3381 | -10.7876 | -93.5505 |
Avg Daily Profit (%) | 0.1126 | 0.1548 | -0.0422 | 0 | -0.0091 | -0.2193 |
Buy And Hold Return (%) | 13.1285 | 13.1285 | 13.1285 | 13.1285 | 13.1285 | 13.1285 |
Max Trade Drawdown | -188997 | -124685 | -128341 | -153581 | -47767 | -134142 |
Profit Factor | 1.1418 | 1.4871 | 0.9114 | 0.6361 | 0.8917 | 0.5001 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 107 | 49 | 58 | 73 | 37 | 36 |
Losing Trades | 66 | 37 | 29 | 100 | 49 | 51 |
Profitability (%) | 61.8497 | 56.9767 | 66.6667 | 42.1965 | 43.0233 | 41.3793 |
Ratio Avg Win / Avg Loss | 0.7043 | 1.1229 | 0.4557 | 0.8714 | 1.1809 | 0.7085 |
Largest Winning Trade | 41144 | 41144 | 30825 | 25155 | 25155 | 19936 |
Largest Losing Trade | -108788 | -38866 | -108788 | -86189 | -47767 | -86189 |
Avg Bars in Trades | 21 | 20 | 22 | 21 | 20 | 22 |
Avg Bars in Winners | 17 | 15 | 18 | 25 | 25 | 26 |
Avg Bars in Losers | 27 | 26 | 29 | 17 | 16 | 19 |
Bars Traded | 3682 | 1742 | 1940 | 3682 | 1742 | 1940 |
Profit Streak | 0 | 0 | 0 | 23.2468 | 46.5801 | 23.2468 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106105 | 335525 | -578383 | -581592 | -580882 | -583628 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3746, "evaluation_days": 1248.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653552000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759960524031, "expiration_time": 1763175744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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": [ [ 140612.4009249506, 193269.1200986545, -52656.7191737039, -104338.1202024066, -10787.6377259126, -93550.482476494 ], [ 140.612401, 193.26912, -52.656719, -104.33812, -10.787638, -93.550482 ], [ 0.11261, 0.15478, -0.04217, 0, -0.009141, -0.219286 ], [ 13.128544, 13.128544, 13.128544, 13.128544, 13.128544, 13.128544 ], [ -188997, -124685, -128341, -153581, -47767, -134142 ], [ 1.141844, 1.487146, 0.911439, 0.636091, 0.891666, 0.500097 ], [ 173, 86, 87, 173, 86, 87 ], [ 107, 49, 58, 73, 37, 36 ], [ 66, 37, 29, 100, 49, 51 ], [ 61.849711, 56.976744, 66.666667, 42.196532, 43.023256, 41.37931 ], [ 0.704315, 1.122947, 0.455719, 0.871357, 1.180855, 0.70847 ], [ 41144, 41144, 30825, 25155, 25155, 19936 ], [ -108788, -38866, -108788, -86189, -47767, -86189 ], [ 21, 20, 22, 21, 20, 22 ], [ 17, 15, 18, 25, 25, 26 ], [ 27, 26, 29, 17, 16, 19 ], [ 3682, 1742, 1940, 3682, 1742, 1940 ], [ 0, 0, 0, 23.246806, 46.580139, 23.246806 ], [ 0, 0, 0, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -106105, 335525, -578383, -581592, -580882, -583628 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3746, "evaluation_days": 1248.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653552000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759960524031, "expiration_time": 1763175744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 35, "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) |
---|