Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534769.9647 | 417404.405 | 117365.5597 | 2536057.4179 | 1211689.0484 | 1324368.3695 |
Total P&L (%) | 534.77 | 417.4044 | 117.3656 | 2536.0574 | 1211.689 | 1324.3684 |
Avg Daily Profit (%) | 0.4316 | 0.3369 | 0.0947 | 0.2644 | 0.208 | 0.2146 |
Buy And Hold Return (%) | 113.3652 | 113.3652 | 113.3652 | 113.3652 | 113.3652 | 113.3652 |
Max Trade Drawdown | -72574 | -58305 | -52401 | -1895507 | -1474135 | -805468 |
Profit Factor | 1.7275 | 2.3057 | 1.2825 | 1.3217 | 1.3066 | 1.3369 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 52.8736 | 51.7241 | 54.023 | 52.8736 | 51.7241 | 54.023 |
Ratio Avg Win / Avg Loss | 1.5397 | 2.1519 | 1.0915 | 1.178 | 1.2195 | 1.1378 |
Largest Winning Trade | 88651 | 88651 | 27864 | 642189 | 546611 | 642189 |
Largest Losing Trade | -38535 | -38535 | -30719 | -1217054 | -1217054 | -559924 |
Avg Bars in Trades | 27 | 36 | 17 | 27 | 36 | 17 |
Avg Bars in Winners | 29 | 38 | 21 | 29 | 38 | 21 |
Avg Bars in Losers | 25 | 35 | 14 | 25 | 35 | 14 |
Bars Traded | 4765 | 3204 | 1561 | 4765 | 3204 | 1561 |
Profit Streak | 36.8199 | 36.8199 | 51.8199 | 36.8199 | 36.8199 | 51.8199 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 529352 | 400400 | -219372 | 424873 | 312326 | 375369 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4956, "evaluation_days": 1239, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1655272800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759110035021, "expiration_time": 1762315488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 148, "offset": 0, "multiplier": 3.76791 } } }
{ "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": [ [ 534769.9647116354, 417404.4050461255, 117365.5596655101, 2536057.4179489417, 1211689.0484031837, 1324368.3695457578 ], [ 534.769965, 417.404405, 117.36556, 2536.057418, 1211.689048, 1324.36837 ], [ 0.431614, 0.336888, 0.094726, 0.264422, 0.207956, 0.214622 ], [ 113.365201, 113.365201, 113.365201, 113.365201, 113.365201, 113.365201 ], [ -72574, -58305, -52401, -1895507, -1474135, -805468 ], [ 1.727465, 2.305656, 1.282519, 1.321683, 1.306562, 1.336886 ], [ 174, 87, 87, 174, 87, 87 ], [ 92, 45, 47, 92, 45, 47 ], [ 82, 42, 40, 82, 42, 40 ], [ 52.873563, 51.724138, 54.022989, 52.873563, 51.724138, 54.022989 ], [ 1.539697, 2.151945, 1.091506, 1.178022, 1.219458, 1.137775 ], [ 88651, 88651, 27864, 642189, 546611, 642189 ], [ -38535, -38535, -30719, -1217054, -1217054, -559924 ], [ 27, 36, 17, 27, 36, 17 ], [ 29, 38, 21, 29, 38, 21 ], [ 25, 35, 14, 25, 35, 14 ], [ 4765, 3204, 1561, 4765, 3204, 1561 ], [ 36.81985, 36.81985, 51.81985, 36.81985, 36.81985, 51.81985 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 529352, 400400, -219372, 424873, 312326, 375369 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4956, "evaluation_days": 1239, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1655272800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759110035021, "expiration_time": 1762315488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 2 } }, "second_band": { "type": "supertrend", "factors": { "length": 148, "offset": 0, "multiplier": 3.76791 } } }
# | 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) |
---|