Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97220.3966 | 62277.5782 | 34942.8184 | -26220.9304 | 1621.3635 | -27842.2939 |
Total P&L (%) | 97.2204 | 62.2776 | 34.9428 | -26.2209 | 1.6214 | -27.8423 |
Avg Daily Profit (%) | 0.1867 | 0.1196 | 0.0671 | -0.0584 | 0.0031 | -0.0626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112084 | -69141 | -93458 | -156528 | -113439 | -109334 |
Profit Factor | 1.2191 | 1.307 | 1.1451 | 0.9534 | 1.0062 | 0.9076 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 67.8832 | 64.7059 | 71.0145 | 67.8832 | 64.7059 | 71.0145 |
Ratio Avg Win / Avg Loss | 0.5768 | 0.7129 | 0.4674 | 0.4511 | 0.5488 | 0.3704 |
Largest Winning Trade | 20833 | 20833 | 16816 | 25197 | 22252 | 25197 |
Largest Losing Trade | -62506 | -44067 | -62506 | -98641 | -86709 | -98641 |
Avg Bars in Trades | 179 | 190 | 167 | 179 | 190 | 167 |
Avg Bars in Winners | 111 | 119 | 103 | 111 | 119 | 103 |
Avg Bars in Losers | 322 | 321 | 324 | 322 | 321 | 324 |
Bars Traded | 24537 | 12965 | 11572 | 24537 | 12965 | 11572 |
Profit Streak | 18.4838 | 20.7963 | 18.4838 | 18.4838 | 20.7963 | 18.4838 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331493 | -141712 | -266601 | -576999 | -676127 | -678779 |
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714258800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758933402272, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 57, "offset": 239 } } }
{ "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": [ [ 97220.3966373219, 62277.5782291779, 34942.8184081442, -26220.9304207168, 1621.3635286428, -27842.2939493597 ], [ 97.220397, 62.277578, 34.942818, -26.22093, 1.621364, -27.842294 ], [ 0.186664, 0.119574, 0.067091, -0.05837, 0.003088, -0.062633 ], [ 10, 10, 10, 10, 10, 10 ], [ -112084, -69141, -93458, -156528, -113439, -109334 ], [ 1.219143, 1.307043, 1.145107, 0.953411, 1.006197, 0.907556 ], [ 137, 68, 69, 137, 68, 69 ], [ 93, 44, 49, 93, 44, 49 ], [ 44, 24, 20, 44, 24, 20 ], [ 67.883212, 64.705882, 71.014493, 67.883212, 64.705882, 71.014493 ], [ 0.576799, 0.712932, 0.46739, 0.451076, 0.548835, 0.370431 ], [ 20833, 20833, 16816, 25197, 22252, 25197 ], [ -62506, -44067, -62506, -98641, -86709, -98641 ], [ 179, 190, 167, 179, 190, 167 ], [ 111, 119, 103, 111, 119, 103 ], [ 322, 321, 324, 322, 321, 324 ], [ 24537, 12965, 11572, 24537, 12965, 11572 ], [ 18.483823, 20.796323, 18.483823, 18.483823, 20.796323, 18.483823 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331493, -141712, -266601, -576999, -676127, -678779 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714258800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758933402272, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 57, "offset": 239 } } }
# | 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) |
---|