Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345857.9132 | 293610.5312 | 52247.3821 | 161784.1082 | 181999.3454 | -20215.2371 |
Total P&L (%) | 345.8579 | 293.6105 | 52.2474 | 161.7841 | 181.9993 | -20.2152 |
Avg Daily Profit (%) | 0.2768 | 0.235 | 0.0418 | 0.077 | 0.083 | -0.0181 |
Buy And Hold Return (%) | 112.3933 | 112.3933 | 112.3933 | 112.3933 | 112.3933 | 112.3933 |
Max Trade Drawdown | -94371 | -83814 | -106828 | -552154 | -464830 | -273120 |
Profit Factor | 1.3551 | 1.657 | 1.0991 | 1.0604 | 1.1343 | 0.9847 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 62.249 | 62.0968 | 62.4 | 62.249 | 62.0968 | 62.4 |
Ratio Avg Win / Avg Loss | 0.8218 | 1.0114 | 0.6623 | 0.6431 | 0.6923 | 0.5934 |
Largest Winning Trade | 38062 | 38062 | 22408 | 130928 | 130928 | 97611 |
Largest Losing Trade | -68702 | -34516 | -68702 | -168099 | -168099 | -126143 |
Avg Bars in Trades | 14 | 14 | 13 | 14 | 14 | 13 |
Avg Bars in Winners | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 3603 | 1857 | 1746 | 3603 | 1857 | 1746 |
Profit Streak | 5.5745 | 10.2411 | 5.5745 | 5.5745 | 10.2411 | 5.5745 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299981 | 331673 | -413605 | -270580 | -163348 | -578410 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3749, "evaluation_days": 1249.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655942400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760046434879, "expiration_time": 1763264736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 1.56316 } } }
{ "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": [ [ 345857.9132263459, 293610.5311533482, 52247.382072998, 161784.1082380958, 181999.3453782863, -20215.2371401906 ], [ 345.857913, 293.610531, 52.247382, 161.784108, 181.999345, -20.215237 ], [ 0.276759, 0.23495, 0.041809, 0.077038, 0.082995, -0.01807 ], [ 112.393321, 112.393321, 112.393321, 112.393321, 112.393321, 112.393321 ], [ -94371, -83814, -106828, -552154, -464830, -273120 ], [ 1.355147, 1.657041, 1.099145, 1.060382, 1.13427, 0.98473 ], [ 249, 124, 125, 249, 124, 125 ], [ 155, 77, 78, 155, 77, 78 ], [ 94, 47, 47, 94, 47, 47 ], [ 62.248996, 62.096774, 62.4, 62.248996, 62.096774, 62.4 ], [ 0.821831, 1.011441, 0.662305, 0.64307, 0.692347, 0.593363 ], [ 38062, 38062, 22408, 130928, 130928, 97611 ], [ -68702, -34516, -68702, -168099, -168099, -126143 ], [ 14, 14, 13, 14, 14, 13 ], [ 10, 9, 10, 10, 9, 10 ], [ 21, 23, 18, 21, 23, 18 ], [ 3603, 1857, 1746, 3603, 1857, 1746 ], [ 5.574478, 10.241144, 5.574478, 5.574478, 10.241144, 5.574478 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 299981, 331673, -413605, -270580, -163348, -578410 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3749, "evaluation_days": 1249.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655942400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760046434879, "expiration_time": 1763264736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 15, "offset": 0, "multiplier": 1.56316 } } }
# | 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) |
---|