Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136625.9849 | 74104.8885 | 62521.0964 | 143928.0081 | 55595.7542 | 88332.2539 |
Total P&L (%) | 136.626 | 74.1049 | 62.5211 | 143.928 | 55.5958 | 88.3323 |
Avg Daily Profit (%) | 0.5246 | 0.2846 | 0.2401 | 0.343 | 0.1699 | 0.2434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110916 | -80277 | -69069 | -100583 | -87481 | -66391 |
Profit Factor | 1.2639 | 1.2688 | 1.2582 | 1.2499 | 1.1813 | 1.328 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 180 | 91 | 89 | 180 | 91 | 89 |
Profitability (%) | 41.9355 | 41.2903 | 42.5806 | 41.9355 | 41.2903 | 42.5806 |
Ratio Avg Win / Avg Loss | 1.75 | 1.8041 | 1.6967 | 1.7306 | 1.6796 | 1.7908 |
Largest Winning Trade | 29231 | 29231 | 17983 | 31086 | 31086 | 30205 |
Largest Losing Trade | -15852 | -15852 | -10291 | -17505 | -13434 | -17505 |
Avg Bars in Trades | 79 | 84 | 75 | 79 | 84 | 75 |
Avg Bars in Winners | 110 | 113 | 108 | 110 | 113 | 108 |
Avg Bars in Losers | 57 | 64 | 50 | 57 | 64 | 50 |
Bars Traded | 24747 | 13115 | 11632 | 24747 | 13115 | 11632 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304536 | 173597 | 157703 | 245573 | -18128 | 192022 |
{ "trading_pair": "LDO_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736636400000, "first_datapoint_time": 1736796600000, "last_datapoint_time": 1759135500000, "evaluation_time": 1759135690094, "expiration_time": 1765615500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 179, "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": [ [ 136625.9848878288, 74104.8885022989, 62521.09638553, 143928.0081185818, 55595.7541726844, 88332.2539458976 ], [ 136.625985, 74.104889, 62.521096, 143.928008, 55.595754, 88.332254 ], [ 0.524637, 0.284559, 0.240078, 0.342996, 0.169905, 0.243379 ], [ 10, 10, 10, 10, 10, 10 ], [ -110916, -80277, -69069, -100583, -87481, -66391 ], [ 1.263861, 1.268797, 1.258239, 1.249893, 1.181282, 1.328032 ], [ 310, 155, 155, 310, 155, 155 ], [ 130, 64, 66, 130, 64, 66 ], [ 180, 91, 89, 180, 91, 89 ], [ 41.935484, 41.290323, 42.580645, 41.935484, 41.290323, 42.580645 ], [ 1.749961, 1.804071, 1.696717, 1.73062, 1.679636, 1.790832 ], [ 29231, 29231, 17983, 31086, 31086, 30205 ], [ -15852, -15852, -10291, -17505, -13434, -17505 ], [ 79, 84, 75, 79, 84, 75 ], [ 110, 113, 108, 110, 113, 108 ], [ 57, 64, 50, 57, 64, 50 ], [ 24747, 13115, 11632, 24747, 13115, 11632 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304536, 173597, 157703, 245573, -18128, 192022 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736636400000, "first_datapoint_time": 1736796600000, "last_datapoint_time": 1759135500000, "evaluation_time": 1759135690094, "expiration_time": 1765615500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 179, "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) |
---|