Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247339.0925 | 305629.6464 | -58290.5539 | -2138640.8031 | -1081594.028 | -1057046.7751 |
Total P&L (%) | 247.3391 | 305.6296 | -58.2906 | -2138.6408 | -1081.594 | -1057.0468 |
Avg Daily Profit (%) | 0.1995 | 0.2465 | -0.047 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -284430 | -61802 | -297191 | -2168831 | -1136898 | -1223969 |
Profit Factor | 1.3235 | 2.5291 | 0.8968 | 0.5915 | 0.5353 | 0.6364 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 89 | 41 | 48 | 35 | 21 | 14 |
Losing Trades | 34 | 20 | 14 | 88 | 40 | 48 |
Profitability (%) | 72.3577 | 67.2131 | 77.4194 | 28.4553 | 34.4262 | 22.5806 |
Ratio Avg Win / Avg Loss | 0.5056 | 1.2337 | 0.2616 | 1.4871 | 1.0196 | 2.1819 |
Largest Winning Trade | 30827 | 29452 | 30827 | 534612 | 497067 | 534612 |
Largest Losing Trade | -281912 | -35264 | -281912 | -367023 | -246846 | -367023 |
Avg Bars in Trades | 115 | 126 | 105 | 115 | 126 | 105 |
Avg Bars in Winners | 67 | 68 | 67 | 222 | 237 | 199 |
Avg Bars in Losers | 240 | 244 | 234 | 73 | 67 | 77 |
Bars Traded | 14205 | 7693 | 6512 | 14205 | 7693 | 6512 |
Profit Streak | 19.0178 | 19.0178 | 40.2678 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401461 | -147160 | -729977 | -593371 | -747125 | -772936 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14879, "evaluation_days": 1239.92, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653177600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759220734345, "expiration_time": 1763068636800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 152, "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": [ [ 247339.092519124, 305629.6463971468, -58290.5538780228, -2138640.8031288013, -1081594.02799372, -1057046.7751350817 ], [ 247.339093, 305.629646, -58.290554, -2138.640803, -1081.594028, -1057.046775 ], [ 0.19948, 0.246491, -0.047012, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -284430, -61802, -297191, -2168831, -1136898, -1223969 ], [ 1.32345, 2.529146, 0.896798, 0.591453, 0.535314, 0.636401 ], [ 123, 61, 62, 123, 61, 62 ], [ 89, 41, 48, 35, 21, 14 ], [ 34, 20, 14, 88, 40, 48 ], [ 72.357724, 67.213115, 77.419355, 28.455285, 34.42623, 22.580645 ], [ 0.505588, 1.23373, 0.261566, 1.487083, 1.019645, 2.181945 ], [ 30827, 29452, 30827, 534612, 497067, 534612 ], [ -281912, -35264, -281912, -367023, -246846, -367023 ], [ 115, 126, 105, 115, 126, 105 ], [ 67, 68, 67, 222, 237, 199 ], [ 240, 244, 234, 73, 67, 77 ], [ 14205, 7693, 6512, 14205, 7693, 6512 ], [ 19.017758, 19.017759, 40.267759, 0, 0, 0 ], [ 3, 1, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401461, -147160, -729977, -593371, -747125, -772936 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14879, "evaluation_days": 1239.92, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653177600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759220734345, "expiration_time": 1763068636800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 152, "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) |
---|