Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2838.3752 | 57826.1501 | -54987.7749 | -53302.6644 | 11144.4194 | -64447.0839 |
Total P&L (%) | 2.8384 | 57.8262 | -54.9878 | -53.3027 | 11.1444 | -64.4471 |
Avg Daily Profit (%) | 0.0327 | 0.6661 | -0.6334 | -0.8733 | 0.1218 | -1.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159559 | -62921 | -97430 | -84579 | -29010 | -65875 |
Profit Factor | 1.0045 | 1.2036 | 0.8406 | 0.8072 | 1.0985 | 0.6053 |
Total Trades | 1207 | 603 | 604 | 1207 | 603 | 604 |
Winning Trades | 531 | 253 | 278 | 531 | 253 | 278 |
Losing Trades | 676 | 350 | 326 | 676 | 350 | 326 |
Profitability (%) | 43.9934 | 41.9569 | 46.0265 | 43.9934 | 41.9569 | 46.0265 |
Ratio Avg Win / Avg Loss | 1.2788 | 1.6651 | 0.9857 | 1.0276 | 1.5197 | 0.7098 |
Largest Winning Trade | 119408 | 119408 | 75722 | 38675 | 38675 | 13957 |
Largest Losing Trade | -31235 | -5577 | -31235 | -22198 | -4330 | -22198 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 17 | 17 | 18 | 17 | 17 | 18 |
Bars Traded | 24968 | 11995 | 12973 | 24968 | 11995 | 12973 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -528297 | 331109 | -581392 | -576856 | -273566 | -581392 |
{ "trading_pair": "LDO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752673800000, "first_datapoint_time": 1752673800000, "last_datapoint_time": 1760173500000, "evaluation_time": 1760173874780, "expiration_time": 1766653500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 2838.3752159512, 57826.1500864176, -54987.7748704667, -53302.6644197167, 11144.4194456485, -64447.0838653653 ], [ 2.838375, 57.82615, -54.987775, -53.302664, 11.144419, -64.447084 ], [ 0.032696, 0.666123, -0.633427, -0.873348, 0.121788, -1.18421 ], [ 10, 10, 10, 10, 10, 10 ], [ -159559, -62921, -97430, -84579, -29010, -65875 ], [ 1.004513, 1.203613, 0.840602, 0.807163, 1.098518, 0.605325 ], [ 1207, 603, 604, 1207, 603, 604 ], [ 531, 253, 278, 531, 253, 278 ], [ 676, 350, 326, 676, 350, 326 ], [ 43.993372, 41.956882, 46.02649, 43.993372, 41.956882, 46.02649 ], [ 1.278815, 1.665077, 0.985742, 1.027574, 1.519689, 0.709842 ], [ 119408, 119408, 75722, 38675, 38675, 13957 ], [ -31235, -5577, -31235, -22198, -4330, -22198 ], [ 20, 19, 21, 20, 19, 21 ], [ 24, 23, 25, 24, 23, 25 ], [ 17, 17, 18, 17, 17, 18 ], [ 24968, 11995, 12973, 24968, 11995, 12973 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -528297, 331109, -581392, -576856, -273566, -581392 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752673800000, "first_datapoint_time": 1752673800000, "last_datapoint_time": 1760173500000, "evaluation_time": 1760173874780, "expiration_time": 1766653500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|