Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304608.6363 | 284778.0176 | 19830.6187 | 72355.6866 | 564116.6337 | -491760.9471 |
Total P&L (%) | 304.6086 | 284.778 | 19.8306 | 72.3557 | 564.1166 | -491.7609 |
Avg Daily Profit (%) | 0.2468 | 0.2307 | 0.0161 | 0.0441 | 0.1535 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167884 | -95744 | -145275 | -1223608 | -573303 | -1057213 |
Profit Factor | 1.1665 | 1.3013 | 1.0224 | 1.0101 | 1.1548 | 0.8616 |
Total Trades | 604 | 302 | 302 | 604 | 302 | 302 |
Winning Trades | 301 | 147 | 154 | 301 | 147 | 154 |
Losing Trades | 303 | 155 | 148 | 303 | 155 | 148 |
Profitability (%) | 49.8344 | 48.6755 | 50.9934 | 49.8344 | 48.6755 | 50.9934 |
Ratio Avg Win / Avg Loss | 1.1743 | 1.3721 | 0.9826 | 1.0168 | 1.2176 | 0.828 |
Largest Winning Trade | 73095 | 73095 | 38837 | 225345 | 225345 | 174427 |
Largest Losing Trade | -28338 | -23494 | -28338 | -274796 | -132754 | -274796 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 7228 | 3601 | 3628 | 7228 | 3601 | 3628 |
Profit Streak | 6.675 | 6.675 | 8.675 | 6.675 | 6.675 | 8.675 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24774 | 340186 | -373796 | -338925 | -41178 | -578677 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1652083200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758931920035, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38694, "nb": 0.1, "nc": 0.76191 } } }
{ "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": [ [ 304608.6362890315, 284778.0176316333, 19830.6186573982, 72355.6865605559, 564116.6336594688, -491760.9470989122 ], [ 304.608636, 284.778018, 19.830619, 72.355687, 564.116634, -491.760947 ], [ 0.246781, 0.230715, 0.016066, 0.044114, 0.153504, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -167884, -95744, -145275, -1223608, -573303, -1057213 ], [ 1.166546, 1.301264, 1.02244, 1.010053, 1.154758, 0.861555 ], [ 604, 302, 302, 604, 302, 302 ], [ 301, 147, 154, 301, 147, 154 ], [ 303, 155, 148, 303, 155, 148 ], [ 49.834437, 48.675497, 50.993377, 49.834437, 48.675497, 50.993377 ], [ 1.174297, 1.372081, 0.982605, 1.016765, 1.217602, 0.827988 ], [ 73095, 73095, 38837, 225345, 225345, 174427 ], [ -28338, -23494, -28338, -274796, -132754, -274796 ], [ 11, 11, 12, 11, 11, 12 ], [ 12, 12, 12, 12, 12, 12 ], [ 11, 11, 11, 11, 11, 11 ], [ 7228, 3601, 3628, 7228, 3601, 3628 ], [ 6.675, 6.675, 8.675, 6.675, 6.675, 8.675 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -24774, 340186, -373796, -338925, -41178, -578677 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1652083200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758931920035, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 223, "offset": 0, "poles": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38694, "nb": 0.1, "nc": 0.76191 } } }
# | 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) |
---|