Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378103.3159 | 324836.3365 | 53266.9794 | 45400.0239 | -1527.8524 | 46927.8763 |
Total P&L (%) | 378.1033 | 324.8363 | 53.267 | 45.4 | -1.5279 | 46.9279 |
Avg Daily Profit (%) | 0.3052 | 0.2622 | 0.043 | 0.0302 | -0.0012 | 0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135074 | -63761 | -166349 | -464506 | -145834 | -368834 |
Profit Factor | 1.4973 | 2.1816 | 1.1097 | 1.0415 | 0.9966 | 1.0723 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 104 | 47 | 57 | 96 | 44 | 52 |
Losing Trades | 49 | 29 | 20 | 57 | 32 | 25 |
Profitability (%) | 67.9739 | 61.8421 | 74.026 | 62.7451 | 57.8947 | 67.5325 |
Ratio Avg Win / Avg Loss | 0.7055 | 1.3461 | 0.3894 | 0.6184 | 0.7248 | 0.5155 |
Largest Winning Trade | 69853 | 69853 | 40090 | 311006 | 49867 | 311006 |
Largest Losing Trade | -135074 | -43713 | -135074 | -232941 | -114759 | -232941 |
Avg Bars in Trades | 94 | 99 | 90 | 94 | 99 | 90 |
Avg Bars in Winners | 66 | 66 | 66 | 78 | 77 | 79 |
Avg Bars in Losers | 155 | 153 | 158 | 121 | 129 | 111 |
Bars Traded | 14496 | 7561 | 6936 | 14496 | 7561 | 6936 |
Profit Streak | 7.3316 | 0 | 11.4149 | 7.3316 | 0 | 11.4149 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430390 | -36453 | -276003 | -327683 | -628934 | -334404 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14868, "evaluation_days": 1239, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653501600000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139850360, "expiration_time": 1762986585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 197, "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": [ [ 378103.3159494028, 324836.336543822, 53266.9794055809, 45400.0238821337, -1527.8524025498, 46927.8762846835 ], [ 378.103316, 324.836337, 53.266979, 45.400024, -1.527852, 46.927876 ], [ 0.305168, 0.262176, 0.042992, 0.030216, -0.001243, 0.03106 ], [ 10, 10, 10, 10, 10, 10 ], [ -135074, -63761, -166349, -464506, -145834, -368834 ], [ 1.49732, 2.181568, 1.109747, 1.041488, 0.99657, 1.07233 ], [ 153, 76, 77, 153, 76, 77 ], [ 104, 47, 57, 96, 44, 52 ], [ 49, 29, 20, 57, 32, 25 ], [ 67.973856, 61.842105, 74.025974, 62.745098, 57.894737, 67.532468 ], [ 0.705468, 1.346074, 0.389385, 0.618383, 0.724779, 0.515543 ], [ 69853, 69853, 40090, 311006, 49867, 311006 ], [ -135074, -43713, -135074, -232941, -114759, -232941 ], [ 94, 99, 90, 94, 99, 90 ], [ 66, 66, 66, 78, 77, 79 ], [ 155, 153, 158, 121, 129, 111 ], [ 14496, 7561, 6936, 14496, 7561, 6936 ], [ 7.331601, 0, 11.414935, 7.331601, 0, 11.414935 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430390, -36453, -276003, -327683, -628934, -334404 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14868, "evaluation_days": 1239, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653501600000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139850360, "expiration_time": 1762986585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 197, "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) |
---|