Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256139.2117 | 169932.5453 | 86206.6664 | -148130.3405 | -56678.0264 | -91452.3141 |
Total P&L (%) | 256.1392 | 169.9325 | 86.2067 | -148.1303 | -56.678 | -91.4523 |
Avg Daily Profit (%) | 0.2049 | 0.1359 | 0.069 | 0 | -0.0669 | -0.1966 |
Buy And Hold Return (%) | 68.9412 | 68.9412 | 68.9412 | 68.9412 | 68.9412 | 68.9412 |
Max Trade Drawdown | -119438 | -44687 | -113009 | -271503 | -101925 | -214882 |
Profit Factor | 1.4363 | 1.6843 | 1.2545 | 0.6699 | 0.6768 | 0.6654 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 84 | 40 | 44 | 45 | 21 | 24 |
Losing Trades | 37 | 21 | 16 | 76 | 40 | 36 |
Profitability (%) | 69.4215 | 65.5738 | 73.3333 | 37.1901 | 34.4262 | 40 |
Ratio Avg Win / Avg Loss | 0.6327 | 0.8842 | 0.4562 | 1.1313 | 1.2892 | 0.9981 |
Largest Winning Trade | 29068 | 29068 | 27761 | 24380 | 24071 | 24380 |
Largest Losing Trade | -105150 | -40119 | -105150 | -187418 | -26373 | -187418 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 11 | 10 | 13 | 28 | 28 | 27 |
Avg Bars in Losers | 35 | 34 | 37 | 13 | 12 | 14 |
Bars Traded | 2300 | 1122 | 1178 | 2300 | 1122 | 1178 |
Profit Streak | 28.4232 | 28.4232 | 52.4232 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326009 | -173296 | -355045 | -583494 | -746848 | -753847 |
{ "trading_pair": "LDO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2500, "evaluation_days": 1250, "actual_first_datapoint_time": 1652054400000, "first_datapoint_time": 1657368000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760047765913, "expiration_time": 1763251200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 115, "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": [ [ 256139.2117215649, 169932.5453490696, 86206.6663724954, -148130.3404585458, -56678.0263514597, -91452.3141070861 ], [ 256.139212, 169.932545, 86.206666, -148.13034, -56.678026, -91.452314 ], [ 0.204911, 0.135946, 0.068965, 0, -0.066898, -0.196567 ], [ 68.941176, 68.941176, 68.941176, 68.941176, 68.941176, 68.941176 ], [ -119438, -44687, -113009, -271503, -101925, -214882 ], [ 1.436304, 1.68426, 1.254506, 0.669877, 0.676822, 0.66542 ], [ 121, 61, 60, 121, 61, 60 ], [ 84, 40, 44, 45, 21, 24 ], [ 37, 21, 16, 76, 40, 36 ], [ 69.421488, 65.57377, 73.333333, 37.190083, 34.42623, 40 ], [ 0.632658, 0.884237, 0.456184, 1.131347, 1.289184, 0.998131 ], [ 29068, 29068, 27761, 24380, 24071, 24380 ], [ -105150, -40119, -105150, -187418, -26373, -187418 ], [ 19, 18, 19, 19, 18, 19 ], [ 11, 10, 13, 28, 28, 27 ], [ 35, 34, 37, 13, 12, 14 ], [ 2300, 1122, 1178, 2300, 1122, 1178 ], [ 28.423216, 28.423217, 52.423217, 0, 0, 0 ], [ 4, 2, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326009, -173296, -355045, -583494, -746848, -753847 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2500, "evaluation_days": 1250, "actual_first_datapoint_time": 1652054400000, "first_datapoint_time": 1657368000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760047765913, "expiration_time": 1763251200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 115, "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) |
---|