Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231804.3065 | 124244.9132 | 107559.3932 | 363910.8676 | 180795.8954 | 183114.9722 |
Total P&L (%) | 231.8043 | 124.2449 | 107.5594 | 363.9109 | 180.7959 | 183.115 |
Avg Daily Profit (%) | 0.4451 | 0.2386 | 0.2065 | 0.2951 | 0.1984 | 0.2 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58462 | -58032 | -50043 | -171010 | -171958 | -163985 |
Profit Factor | 1.9361 | 1.9766 | 1.8933 | 1.6663 | 1.6681 | 1.6646 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 75.8065 | 74.1935 | 77.4194 | 75.8065 | 74.1935 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.6179 | 0.6875 | 0.5522 | 0.5318 | 0.5802 | 0.4855 |
Largest Winning Trade | 27748 | 27748 | 22087 | 62045 | 47529 | 62045 |
Largest Losing Trade | -50043 | -36696 | -50043 | -123815 | -123815 | -118729 |
Avg Bars in Trades | 393 | 443 | 344 | 393 | 443 | 344 |
Avg Bars in Winners | 259 | 273 | 246 | 259 | 273 | 246 |
Avg Bars in Losers | 815 | 931 | 682 | 815 | 931 | 682 |
Bars Traded | 24420 | 13734 | 10686 | 24420 | 13734 | 10686 |
Profit Streak | 18.1187 | 18.1187 | 40.4937 | 18.1187 | 18.1187 | 40.4937 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143633 | 432698 | 463152 | -145436 | 398921 | 445260 |
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714118400000, "first_datapoint_time": 1714561200000, "last_datapoint_time": 1759116600000, "evaluation_time": 1759117851561, "expiration_time": 1765596600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 241, "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": [ [ 231804.3064501559, 124244.9132203404, 107559.3932298154, 363910.8676116021, 180795.8954379833, 183114.9721736187 ], [ 231.804306, 124.244913, 107.559393, 363.910868, 180.795895, 183.114972 ], [ 0.445067, 0.238552, 0.206515, 0.295065, 0.19843, 0.200012 ], [ 10, 10, 10, 10, 10, 10 ], [ -58462, -58032, -50043, -171010, -171958, -163985 ], [ 1.936076, 1.976567, 1.893292, 1.666296, 1.668069, 1.664555 ], [ 62, 31, 31, 62, 31, 31 ], [ 47, 23, 24, 47, 23, 24 ], [ 15, 8, 7, 15, 8, 7 ], [ 75.806452, 74.193548, 77.419355, 75.806452, 74.193548, 77.419355 ], [ 0.617897, 0.687502, 0.55221, 0.531797, 0.580198, 0.485495 ], [ 27748, 27748, 22087, 62045, 47529, 62045 ], [ -50043, -36696, -50043, -123815, -123815, -118729 ], [ 393, 443, 344, 393, 443, 344 ], [ 259, 273, 246, 259, 273, 246 ], [ 815, 931, 682, 815, 931, 682 ], [ 24420, 13734, 10686, 24420, 13734, 10686 ], [ 18.118652, 18.118652, 40.493652, 18.118652, 18.118652, 40.493652 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -143633, 432698, 463152, -145436, 398921, 445260 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714118400000, "first_datapoint_time": 1714561200000, "last_datapoint_time": 1759116600000, "evaluation_time": 1759117851561, "expiration_time": 1765596600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 241, "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) |
---|