Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228284.2233 | 249675.9857 | -21391.7624 | -33204.1759 | 30376.8597 | -63581.0356 |
Total P&L (%) | 228.2842 | 249.676 | -21.3918 | -33.2042 | 30.3769 | -63.581 |
Avg Daily Profit (%) | 0.1823 | 0.1994 | -0.0171 | -0.0322 | 0.0212 | -0.0806 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172779 | -123127 | -85808 | -450812 | -311447 | -163306 |
Profit Factor | 1.2364 | 1.3548 | 0.9183 | 0.9819 | 1.0226 | 0.8706 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Profitability (%) | 55.4656 | 55.2846 | 55.6452 | 55.4656 | 55.2846 | 55.6452 |
Ratio Avg Win / Avg Loss | 0.9928 | 1.0958 | 0.732 | 0.7884 | 0.8271 | 0.6939 |
Largest Winning Trade | 159641 | 159641 | 17277 | 149832 | 149832 | 48446 |
Largest Losing Trade | -46605 | -46605 | -16299 | -125974 | -125974 | -48142 |
Avg Bars in Trades | 59 | 109 | 9 | 59 | 109 | 9 |
Avg Bars in Winners | 46 | 85 | 8 | 46 | 85 | 8 |
Avg Bars in Losers | 74 | 140 | 9 | 74 | 140 | 9 |
Bars Traded | 14663 | 13526 | 1137 | 14663 | 13526 | 1137 |
Profit Streak | 8.3533 | 0 | 29.6033 | 8.3533 | 0 | 29.6033 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294187 | 305715 | -578527 | -578104 | -364561 | -578527 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15024, "evaluation_days": 1252, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652450400000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760257723431, "expiration_time": 1764150220800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 19, "offset": 0, "std": 2.00878 } }, "second_band": { "type": "vwma", "factors": { "length": 51, "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": [ [ 228284.2232701412, 249675.9856502643, -21391.7623801229, -33204.1759312189, 30376.859711512, -63581.0356427311 ], [ 228.284223, 249.675986, -21.391762, -33.204176, 30.37686, -63.581036 ], [ 0.182336, 0.199422, -0.017086, -0.032226, 0.021189, -0.080645 ], [ 10, 10, 10, 10, 10, 10 ], [ -172779, -123127, -85808, -450812, -311447, -163306 ], [ 1.236428, 1.354759, 0.918278, 0.981936, 1.022552, 0.870554 ], [ 247, 123, 124, 247, 123, 124 ], [ 137, 68, 69, 137, 68, 69 ], [ 110, 55, 55, 110, 55, 55 ], [ 55.465587, 55.284553, 55.645161, 55.465587, 55.284553, 55.645161 ], [ 0.992753, 1.095761, 0.731961, 0.788416, 0.827064, 0.69392 ], [ 159641, 159641, 17277, 149832, 149832, 48446 ], [ -46605, -46605, -16299, -125974, -125974, -48142 ], [ 59, 109, 9, 59, 109, 9 ], [ 46, 85, 8, 46, 85, 8 ], [ 74, 140, 9, 74, 140, 9 ], [ 14663, 13526, 1137, 14663, 13526, 1137 ], [ 8.35328, 0, 29.60328, 8.35328, 0, 29.60328 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 294187, 305715, -578527, -578104, -364561, -578527 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15024, "evaluation_days": 1252, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652450400000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760257723431, "expiration_time": 1764150220800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 19, "offset": 0, "std": 2.00878 } }, "second_band": { "type": "vwma", "factors": { "length": 51, "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) |
---|