Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288821.429 | 168257.714 | 120563.715 | 603943.1393 | 325655.4531 | 278287.6862 |
Total P&L (%) | 288.8214 | 168.2577 | 120.5637 | 603.9431 | 325.6555 | 278.2877 |
Avg Daily Profit (%) | 0.2306 | 0.1344 | 0.0963 | 0.156 | 0.1157 | 0.1063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65468 | -40159 | -54154 | -134736 | -146386 | -96276 |
Profit Factor | 2.0008 | 2.2276 | 1.7956 | 1.9099 | 1.9446 | 1.8723 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 80.6818 | 79.5455 | 81.8182 | 80.6818 | 79.5455 | 81.8182 |
Ratio Avg Win / Avg Loss | 0.4791 | 0.5728 | 0.399 | 0.4573 | 0.5 | 0.4161 |
Largest Winning Trade | 24808 | 24808 | 19209 | 81059 | 81059 | 48307 |
Largest Losing Trade | -52807 | -40159 | -52807 | -134736 | -134736 | -96276 |
Avg Bars in Trades | 38 | 48 | 28 | 38 | 48 | 28 |
Avg Bars in Winners | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Losers | 144 | 180 | 103 | 144 | 180 | 103 |
Bars Traded | 3410 | 2143 | 1268 | 3410 | 2143 | 1268 |
Profit Streak | 20.0379 | 143.3712 | 20.0379 | 20.0379 | 143.3712 | 20.0379 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539431 | -6838 | -57943 | 525139 | -32221 | -44429 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3757, "evaluation_days": 1252.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1658793600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760259274939, "expiration_time": 1763502048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 234, "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": [ [ 288821.4290315349, 168257.714049277, 120563.7149822578, 603943.1393160188, 325655.453067105, 278287.6862489138 ], [ 288.821429, 168.257714, 120.563715, 603.943139, 325.655453, 278.287686 ], [ 0.230627, 0.134356, 0.096272, 0.155953, 0.115728, 0.106297 ], [ 10, 10, 10, 10, 10, 10 ], [ -65468, -40159, -54154, -134736, -146386, -96276 ], [ 2.000771, 2.227598, 1.795609, 1.909862, 1.944575, 1.872346 ], [ 88, 44, 44, 88, 44, 44 ], [ 71, 35, 36, 71, 35, 36 ], [ 17, 9, 8, 17, 9, 8 ], [ 80.681818, 79.545455, 81.818182, 80.681818, 79.545455, 81.818182 ], [ 0.479058, 0.572811, 0.399024, 0.457291, 0.500034, 0.416077 ], [ 24808, 24808, 19209, 81059, 81059, 48307 ], [ -52807, -40159, -52807, -134736, -134736, -96276 ], [ 38, 48, 28, 38, 48, 28 ], [ 13, 14, 12, 13, 14, 12 ], [ 144, 180, 103, 144, 180, 103 ], [ 3410, 2143, 1268, 3410, 2143, 1268 ], [ 20.037904, 143.371238, 20.037904, 20.037904, 143.371238, 20.037904 ], [ 6, 7, 3, 6, 7, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 539431, -6838, -57943, 525139, -32221, -44429 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3757, "evaluation_days": 1252.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1658793600000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760259274939, "expiration_time": 1763502048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 234, "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) |
---|