Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453987.4821 | 345025.745 | 108961.7371 | 557183.3997 | 366427.7023 | 190755.6974 |
Total P&L (%) | 453.9875 | 345.0257 | 108.9617 | 557.1834 | 366.4277 | 190.7557 |
Avg Daily Profit (%) | 0.3675 | 0.2793 | 0.0882 | 0.1525 | 0.1247 | 0.0864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113432 | -103355 | -101165 | -349336 | -287325 | -335467 |
Profit Factor | 1.5315 | 1.892 | 1.2331 | 1.3358 | 1.4532 | 1.2242 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 56.4593 | 51.9231 | 60.9524 | 56.4593 | 51.9231 | 60.9524 |
Ratio Avg Win / Avg Loss | 1.181 | 1.7518 | 0.79 | 1.0301 | 1.3456 | 0.7843 |
Largest Winning Trade | 57590 | 57590 | 39096 | 135564 | 135564 | 116037 |
Largest Losing Trade | -74281 | -31594 | -74281 | -208977 | -191821 | -208977 |
Avg Bars in Trades | 17 | 19 | 14 | 17 | 19 | 14 |
Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
Avg Bars in Losers | 19 | 22 | 15 | 19 | 22 | 15 |
Bars Traded | 3596 | 2028 | 1569 | 3596 | 2028 | 1569 |
Profit Streak | 8.0326 | 12.0326 | 8.0326 | 8.0326 | 12.0326 | 8.0326 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500098 | 459484 | -75093 | 405904 | -24600 | -77506 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1235.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1652803200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758818818918, "expiration_time": 1761989184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 26, "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": [ [ 453987.4820790193, 345025.7450029698, 108961.7370760498, 557183.3997076657, 366427.7023463284, 190755.6973613373 ], [ 453.987482, 345.025745, 108.961737, 557.1834, 366.427702, 190.755697 ], [ 0.367503, 0.279298, 0.088205, 0.152528, 0.124735, 0.086436 ], [ 10, 10, 10, 10, 10, 10 ], [ -113432, -103355, -101165, -349336, -287325, -335467 ], [ 1.531467, 1.891993, 1.233117, 1.335797, 1.453208, 1.224216 ], [ 209, 104, 105, 209, 104, 105 ], [ 118, 54, 64, 118, 54, 64 ], [ 91, 50, 41, 91, 50, 41 ], [ 56.45933, 51.923077, 60.952381, 56.45933, 51.923077, 60.952381 ], [ 1.181046, 1.751845, 0.789965, 1.030149, 1.345563, 0.784264 ], [ 57590, 57590, 39096, 135564, 135564, 116037 ], [ -74281, -31594, -74281, -208977, -191821, -208977 ], [ 17, 19, 14, 17, 19, 14 ], [ 15, 16, 14, 15, 16, 14 ], [ 19, 22, 15, 19, 22, 15 ], [ 3596, 2028, 1569, 3596, 2028, 1569 ], [ 8.032626, 12.032626, 8.032626, 8.032626, 12.032626, 8.032626 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 500098, 459484, -75093, 405904, -24600, -77506 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1235.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1652803200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758818818918, "expiration_time": 1761989184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 26, "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) |
---|