Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247300.7914 | 199058.5697 | 48242.2217 | 94368.5803 | 98112.1443 | -3743.564 |
Total P&L (%) | 247.3008 | 199.0586 | 48.2422 | 94.3686 | 98.1121 | -3.7436 |
Avg Daily Profit (%) | 0.2374 | 0.1911 | 0.0463 | 0.0638 | 0.0657 | -0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129397 | -99255 | -65604 | -431775 | -332328 | -272451 |
Profit Factor | 1.2885 | 1.4816 | 1.1087 | 1.04 | 1.0824 | 0.9968 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Profitability (%) | 60.0791 | 58.7302 | 61.4173 | 60.0791 | 58.7302 | 61.4173 |
Ratio Avg Win / Avg Loss | 0.8562 | 1.0411 | 0.6965 | 0.691 | 0.7606 | 0.6262 |
Largest Winning Trade | 30970 | 30970 | 18533 | 89280 | 89280 | 75244 |
Largest Losing Trade | -57884 | -40317 | -57884 | -167383 | -167383 | -156966 |
Avg Bars in Trades | 97 | 108 | 87 | 97 | 108 | 87 |
Avg Bars in Winners | 90 | 95 | 85 | 90 | 95 | 85 |
Avg Bars in Losers | 109 | 126 | 90 | 109 | 126 | 90 |
Bars Traded | 24789 | 13698 | 11091 | 24789 | 13698 | 11091 |
Profit Streak | 15.4429 | 15.4429 | 19.2762 | 15.4429 | 15.4429 | 19.2762 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374563 | 368381 | -232854 | -281806 | -235272 | -578449 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669287600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758793066292, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 156, "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": [ [ 247300.7913949882, 199058.5696523164, 48242.2217426719, 94368.5802808603, 98112.1443077161, -3743.5640268557 ], [ 247.300791, 199.05857, 48.242222, 94.36858, 98.112144, -3.743564 ], [ 0.237419, 0.191105, 0.046315, 0.063823, 0.065656, -0.003663 ], [ 10, 10, 10, 10, 10, 10 ], [ -129397, -99255, -65604, -431775, -332328, -272451 ], [ 1.288486, 1.481555, 1.108685, 1.039981, 1.082447, 0.996801 ], [ 253, 126, 127, 253, 126, 127 ], [ 152, 74, 78, 152, 74, 78 ], [ 101, 52, 49, 101, 52, 49 ], [ 60.079051, 58.730159, 61.417323, 60.079051, 58.730159, 61.417323 ], [ 0.856165, 1.041092, 0.696482, 0.69104, 0.760638, 0.626196 ], [ 30970, 30970, 18533, 89280, 89280, 75244 ], [ -57884, -40317, -57884, -167383, -167383, -156966 ], [ 97, 108, 87, 97, 108, 87 ], [ 90, 95, 85, 90, 95, 85 ], [ 109, 126, 90, 109, 126, 90 ], [ 24789, 13698, 11091, 24789, 13698, 11091 ], [ 15.442897, 15.442897, 19.27623, 15.442897, 15.442897, 19.27623 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 374563, 368381, -232854, -281806, -235272, -578449 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669287600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758793066292, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 156, "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) |
---|