Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631693.9546 | 572877.0695 | 58816.8851 | 596468.1839 | 625385.0823 | -28916.8984 |
Total P&L (%) | 631.694 | 572.8771 | 58.8169 | 596.4682 | 625.3851 | -28.9169 |
Avg Daily Profit (%) | 0.5099 | 0.4624 | 0.0475 | 0.1568 | 0.1601 | -0.0275 |
Buy And Hold Return (%) | 10.9323 | 10.9323 | 10.9323 | 10.9323 | 10.9323 | 10.9323 |
Max Trade Drawdown | -118862 | -100191 | -64943 | -1948449 | -1391802 | -870854 |
Profit Factor | 2.1931 | 2.9633 | 1.2475 | 1.0911 | 1.1768 | 0.9904 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 48.8095 | 45.2381 | 52.381 | 48.8095 | 45.2381 | 52.381 |
Ratio Avg Win / Avg Loss | 2.3001 | 3.5872 | 1.1341 | 1.1444 | 1.4245 | 0.9003 |
Largest Winning Trade | 402675 | 402675 | 36200 | 747665 | 747665 | 401584 |
Largest Losing Trade | -35703 | -32636 | -35703 | -492096 | -492096 | -394248 |
Avg Bars in Trades | 85 | 117 | 53 | 85 | 117 | 53 |
Avg Bars in Winners | 105 | 135 | 78 | 105 | 135 | 78 |
Avg Bars in Losers | 66 | 102 | 25 | 66 | 102 | 25 |
Bars Traded | 7171 | 4922 | 2249 | 7171 | 4922 | 2249 |
Profit Streak | 0 | 0 | 49.5936 | 0 | 0 | 49.5936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526357 | 508733 | -129903 | -112836 | -20187 | -579862 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7433, "evaluation_days": 1238.83, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654675200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759112082924, "expiration_time": 1762315056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 181, "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": [ [ 631693.9546083324, 572877.0695325289, 58816.8850758035, 596468.1838577017, 625385.082283881, -28916.8984261791 ], [ 631.693955, 572.87707, 58.816885, 596.468184, 625.385082, -28.916898 ], [ 0.509912, 0.462434, 0.047478, 0.156791, 0.16008, -0.027548 ], [ 10.932287, 10.932287, 10.932287, 10.932287, 10.932287, 10.932287 ], [ -118862, -100191, -64943, -1948449, -1391802, -870854 ], [ 2.193128, 2.963324, 1.247489, 1.091146, 1.176774, 0.990381 ], [ 84, 42, 42, 84, 42, 42 ], [ 41, 19, 22, 41, 19, 22 ], [ 43, 23, 20, 43, 23, 20 ], [ 48.809524, 45.238095, 52.380952, 48.809524, 45.238095, 52.380952 ], [ 2.30011, 3.587182, 1.134081, 1.144372, 1.424516, 0.900347 ], [ 402675, 402675, 36200, 747665, 747665, 401584 ], [ -35703, -32636, -35703, -492096, -492096, -394248 ], [ 85, 117, 53, 85, 117, 53 ], [ 105, 135, 78, 105, 135, 78 ], [ 66, 102, 25, 66, 102, 25 ], [ 7171, 4922, 2249, 7171, 4922, 2249 ], [ 0, 0, 49.593552, 0, 0, 49.593552 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 526357, 508733, -129903, -112836, -20187, -579862 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7433, "evaluation_days": 1238.83, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654675200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759112082924, "expiration_time": 1762315056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 181, "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) |
---|