Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456609.5952 | 303184.2478 | 153425.3474 | 487582.0846 | 341761.7061 | 145820.3785 |
Total P&L (%) | 456.6096 | 303.1842 | 153.4253 | 487.5821 | 341.7617 | 145.8204 |
Avg Daily Profit (%) | 0.4383 | 0.2911 | 0.1473 | 0.1701 | 0.1427 | 0.0864 |
Buy And Hold Return (%) | 16.2763 | 16.2763 | 16.2763 | 16.2763 | 16.2763 | 16.2763 |
Max Trade Drawdown | -90547 | -58544 | -90547 | -173088 | -177994 | -192229 |
Profit Factor | 1.9304 | 2.5877 | 1.5117 | 1.6334 | 2.1374 | 1.3107 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 77.3438 | 75 | 79.6875 | 77.3438 | 75 | 79.6875 |
Ratio Avg Win / Avg Loss | 0.5655 | 0.8626 | 0.3853 | 0.4785 | 0.7125 | 0.3341 |
Largest Winning Trade | 28448 | 28448 | 22291 | 68392 | 54529 | 68392 |
Largest Losing Trade | -90547 | -36632 | -90547 | -135934 | -131878 | -135934 |
Avg Bars in Trades | 191 | 208 | 175 | 191 | 208 | 175 |
Avg Bars in Winners | 116 | 127 | 107 | 116 | 127 | 107 |
Avg Bars in Losers | 448 | 452 | 442 | 448 | 452 | 442 |
Bars Traded | 24548 | 13337 | 11211 | 24548 | 13337 | 11211 |
Profit Streak | 22.5868 | 22.5868 | 44.8368 | 22.5868 | 22.5868 | 44.8368 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583796 | -124342 | -130623 | 480641 | -136125 | -213059 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669507200000, "first_datapoint_time": 1670137200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759511103774, "expiration_time": 1765987200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 124, "offset": 52 } } }
{ "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": [ [ 456609.5952385901, 303184.2478003314, 153425.3474382587, 487582.0846100961, 341761.7060866669, 145820.3785234291 ], [ 456.609595, 303.184248, 153.425347, 487.582085, 341.761706, 145.820379 ], [ 0.438344, 0.291056, 0.147288, 0.170145, 0.142719, 0.086382 ], [ 16.276304, 16.276304, 16.276304, 16.276304, 16.276304, 16.276304 ], [ -90547, -58544, -90547, -173088, -177994, -192229 ], [ 1.930372, 2.587718, 1.511715, 1.633392, 2.137382, 1.31071 ], [ 128, 64, 64, 128, 64, 64 ], [ 99, 48, 51, 99, 48, 51 ], [ 29, 16, 13, 29, 16, 13 ], [ 77.34375, 75, 79.6875, 77.34375, 75, 79.6875 ], [ 0.565462, 0.862573, 0.385339, 0.478469, 0.712461, 0.334103 ], [ 28448, 28448, 22291, 68392, 54529, 68392 ], [ -90547, -36632, -90547, -135934, -131878, -135934 ], [ 191, 208, 175, 191, 208, 175 ], [ 116, 127, 107, 116, 127, 107 ], [ 448, 452, 442, 448, 452, 442 ], [ 24548, 13337, 11211, 24548, 13337, 11211 ], [ 22.586849, 22.586849, 44.836849, 22.586849, 22.586849, 44.836849 ], [ 4, 2, 3, 4, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 583796, -124342, -130623, 480641, -136125, -213059 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669507200000, "first_datapoint_time": 1670137200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759511103774, "expiration_time": 1765987200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 124, "offset": 52 } } }
# | 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) |
---|