Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252971.911 | 263646.4059 | -10674.4948 | 854743.4074 | 386644.5523 | 468098.8551 |
Total P&L (%) | 252.9719 | 263.6464 | -10.6745 | 854.7434 | 386.6446 | 468.0989 |
Avg Daily Profit (%) | 0.2031 | 0.2116 | -0.0086 | 0.1813 | 0.1271 | 0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113875 | -49416 | -113875 | -359149 | -359149 | -172747 |
Profit Factor | 1.4768 | 2.9649 | 0.9731 | 1.7715 | 1.7166 | 1.8236 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 68 | 35 | 33 | 60 | 30 | 30 |
Losing Trades | 18 | 8 | 10 | 26 | 13 | 13 |
Profitability (%) | 79.0698 | 81.3953 | 76.7442 | 69.7674 | 69.7674 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.3909 | 0.6777 | 0.2949 | 0.7676 | 0.7439 | 0.7902 |
Largest Winning Trade | 36997 | 33265 | 36997 | 280138 | 127442 | 280138 |
Largest Losing Trade | -177834 | -49416 | -177834 | -359149 | -359149 | -177834 |
Avg Bars in Trades | 165 | 182 | 147 | 165 | 182 | 147 |
Avg Bars in Winners | 101 | 127 | 75 | 121 | 132 | 109 |
Avg Bars in Losers | 403 | 423 | 387 | 266 | 296 | 236 |
Bars Traded | 14196 | 7841 | 6355 | 14196 | 7841 | 6355 |
Profit Streak | 38.0175 | 87.4341 | 38.0175 | 38.0175 | 87.4341 | 38.0175 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466454 | 579126 | -576271 | 470364 | -18841 | -2467 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14949, "evaluation_days": 1245.75, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653019200000, "last_datapoint_time": 1759716000000, "evaluation_time": 1759724708879, "expiration_time": 1763590780800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 130, "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": [ [ 252971.9110365249, 263646.4058589117, -10674.4948223868, 854743.4073968044, 386644.5522904703, 468098.8551063342 ], [ 252.971911, 263.646406, -10.674495, 854.743407, 386.644552, 468.098855 ], [ 0.203068, 0.211637, -0.008569, 0.181282, 0.127102, 0.139541 ], [ 10, 10, 10, 10, 10, 10 ], [ -113875, -49416, -113875, -359149, -359149, -172747 ], [ 1.47677, 2.964902, 0.973073, 1.771495, 1.716621, 1.823587 ], [ 86, 43, 43, 86, 43, 43 ], [ 68, 35, 33, 60, 30, 30 ], [ 18, 8, 10, 26, 13, 13 ], [ 79.069767, 81.395349, 76.744186, 69.767442, 69.767442, 69.767442 ], [ 0.39091, 0.677692, 0.29487, 0.767648, 0.743869, 0.790221 ], [ 36997, 33265, 36997, 280138, 127442, 280138 ], [ -177834, -49416, -177834, -359149, -359149, -177834 ], [ 165, 182, 147, 165, 182, 147 ], [ 101, 127, 75, 121, 132, 109 ], [ 403, 423, 387, 266, 296, 236 ], [ 14196, 7841, 6355, 14196, 7841, 6355 ], [ 38.017464, 87.43413, 38.017464, 38.017464, 87.434131, 38.017464 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 466454, 579126, -576271, 470364, -18841, -2467 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14949, "evaluation_days": 1245.75, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653019200000, "last_datapoint_time": 1759716000000, "evaluation_time": 1759724708879, "expiration_time": 1763590780800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 130, "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) |
---|