Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99919.4492 | 211950.5046 | -112031.0554 | -1694962.702 | -593057.6164 | -1101905.0856 |
Total P&L (%) | 99.9194 | 211.9505 | -112.0311 | -1694.9627 | -593.0576 | -1101.9051 |
Avg Daily Profit (%) | 0.0803 | 0.1703 | -0.09 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76992 | -41701 | -76992 | -1516772 | -781098 | -1024942 |
Profit Factor | 1.1616 | 2.3974 | 0.76 | 0.5347 | 0.6256 | 0.4648 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 61 | 27 | 34 | 25 | 16 | 9 |
Losing Trades | 26 | 16 | 10 | 62 | 27 | 35 |
Profitability (%) | 70.1149 | 62.7907 | 77.2727 | 28.7356 | 37.2093 | 20.4545 |
Ratio Avg Win / Avg Loss | 0.4951 | 1.4207 | 0.2235 | 1.3261 | 1.0557 | 1.8076 |
Largest Winning Trade | 46373 | 46373 | 25907 | 339298 | 339298 | 299929 |
Largest Losing Trade | -279304 | -28551 | -279304 | -412302 | -412302 | -279304 |
Avg Bars in Trades | 162 | 175 | 149 | 162 | 175 | 149 |
Avg Bars in Winners | 107 | 118 | 98 | 281 | 272 | 296 |
Avg Bars in Losers | 291 | 272 | 320 | 114 | 118 | 111 |
Bars Traded | 14115 | 7546 | 6568 | 14115 | 7546 | 6568 |
Profit Streak | 63.5386 | 91.2053 | 63.5386 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125666 | 485716 | -576210 | -592229 | -584034 | -628068 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14932, "evaluation_days": 1244.33, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653588000000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759596936750, "expiration_time": 1763463974400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 3.81813 } } }
{ "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": [ [ 99919.4491515266, 211950.5045668443, -112031.0554153177, -1694962.7019520681, -593057.6163627259, -1101905.0855893428 ], [ 99.919449, 211.950505, -112.031055, -1694.962702, -593.057616, -1101.905086 ], [ 0.0803, 0.170333, -0.090033, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -76992, -41701, -76992, -1516772, -781098, -1024942 ], [ 1.161551, 2.397405, 0.760015, 0.534712, 0.625585, 0.4648 ], [ 87, 43, 44, 87, 43, 44 ], [ 61, 27, 34, 25, 16, 9 ], [ 26, 16, 10, 62, 27, 35 ], [ 70.114943, 62.790698, 77.272727, 28.735632, 37.209302, 20.454545 ], [ 0.495087, 1.420684, 0.223534, 1.326085, 1.055674, 1.807556 ], [ 46373, 46373, 25907, 339298, 339298, 299929 ], [ -279304, -28551, -279304, -412302, -412302, -279304 ], [ 162, 175, 149, 162, 175, 149 ], [ 107, 118, 98, 281, 272, 296 ], [ 291, 272, 320, 114, 118, 111 ], [ 14115, 7546, 6568, 14115, 7546, 6568 ], [ 63.53862, 91.205286, 63.53862, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125666, 485716, -576210, -592229, -584034, -628068 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14932, "evaluation_days": 1244.33, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653588000000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759596936750, "expiration_time": 1763463974400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 3.81813 } } }
# | 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) |
---|