Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575245.8525 | 454604.2487 | 120641.6038 | 2139821.3928 | 1904288.5928 | 235532.8 |
Total P&L (%) | 575.2459 | 454.6042 | 120.6416 | 2139.8214 | 1904.2886 | 235.5328 |
Avg Daily Profit (%) | 0.466 | 0.3683 | 0.0977 | 0.2522 | 0.2432 | 0.0981 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143451 | -55449 | -103983 | -6332403 | -1946878 | -4865228 |
Profit Factor | 1.8958 | 2.5433 | 1.3471 | 1.1269 | 1.2702 | 1.024 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 60.7692 | 61.5385 | 60 | 60.7692 | 61.5385 | 60 |
Ratio Avg Win / Avg Loss | 1.2239 | 1.5896 | 0.898 | 0.7275 | 0.7939 | 0.6827 |
Largest Winning Trade | 162671 | 162671 | 38099 | 1800934 | 897053 | 1800934 |
Largest Losing Trade | -35732 | -32516 | -35732 | -2335074 | -836164 | -2335074 |
Avg Bars in Trades | 54 | 62 | 46 | 54 | 62 | 46 |
Avg Bars in Winners | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Losers | 66 | 81 | 51 | 66 | 81 | 51 |
Bars Traded | 7134 | 4086 | 3048 | 7134 | 4086 | 3048 |
Profit Streak | 0 | 0 | 48.8454 | 0 | 0 | 48.8454 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523444 | -116276 | -193604 | -72331 | -123542 | -387576 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654084800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758946643080, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 140, "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": [ [ 575245.8525485093, 454604.2487156729, 120641.6038328368, 2139821.392843933, 1904288.5928123365, 235532.8000315963 ], [ 575.245853, 454.604249, 120.641604, 2139.821393, 1904.288593, 235.5328 ], [ 0.466039, 0.3683, 0.097739, 0.252193, 0.24317, 0.098122 ], [ 10, 10, 10, 10, 10, 10 ], [ -143451, -55449, -103983, -6332403, -1946878, -4865228 ], [ 1.895771, 2.543334, 1.34705, 1.126944, 1.270179, 1.024014 ], [ 130, 65, 65, 130, 65, 65 ], [ 79, 40, 39, 79, 40, 39 ], [ 51, 25, 26, 51, 25, 26 ], [ 60.769231, 61.538462, 60, 60.769231, 61.538462, 60 ], [ 1.223852, 1.589584, 0.898034, 0.727521, 0.793862, 0.682676 ], [ 162671, 162671, 38099, 1800934, 897053, 1800934 ], [ -35732, -32516, -35732, -2335074, -836164, -2335074 ], [ 54, 62, 46, 54, 62, 46 ], [ 47, 51, 43, 47, 51, 43 ], [ 66, 81, 51, 66, 81, 51 ], [ 7134, 4086, 3048, 7134, 4086, 3048 ], [ 0, 0, 48.845406, 0, 0, 48.845406 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 523444, -116276, -193604, -72331, -123542, -387576 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654084800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758946643080, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 140, "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) |
---|