Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114917.8567 | 129603.3401 | -14685.4833 | 5818.1629 | 50095.8437 | -44277.6808 |
Total P&L (%) | 114.9179 | 129.6033 | -14.6855 | 5.8182 | 50.0958 | -44.2777 |
Avg Daily Profit (%) | 1.3238 | 1.493 | -0.1692 | 0.0652 | 0.4689 | -0.6714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140103 | -71121 | -83628 | -80212 | -35160 | -54039 |
Profit Factor | 1.2197 | 1.5332 | 0.9475 | 1.0198 | 1.3917 | 0.7322 |
Total Trades | 895 | 447 | 448 | 895 | 447 | 448 |
Winning Trades | 336 | 171 | 165 | 336 | 171 | 165 |
Losing Trades | 559 | 276 | 283 | 559 | 276 | 283 |
Profitability (%) | 37.5419 | 38.255 | 36.8304 | 37.5419 | 38.255 | 36.8304 |
Ratio Avg Win / Avg Loss | 2.0293 | 2.4747 | 1.6252 | 1.6967 | 2.2462 | 1.2558 |
Largest Winning Trade | 181905 | 181905 | 75549 | 72226 | 72226 | 17087 |
Largest Losing Trade | -7731 | -5329 | -7731 | -7216 | -4829 | -7216 |
Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Winners | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 24858 | 12312 | 12546 | 24858 | 12312 | 12546 |
Profit Streak | 0 | 0.6942 | 0 | 0 | 0.6942 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434492 | 297177 | -583004 | -471125 | 104735 | -584115 |
{ "trading_pair": "LDO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752671100000, "first_datapoint_time": 1752690600000, "last_datapoint_time": 1760170800000, "evaluation_time": 1760171075261, "expiration_time": 1766650800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "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": [ [ 114917.8567369367, 129603.3400864802, -14685.4833495435, 5818.1628938272, 50095.8436727427, -44277.6807789155 ], [ 114.917857, 129.60334, -14.685483, 5.818163, 50.095844, -44.277681 ], [ 1.323786, 1.492954, -0.169168, 0.065166, 0.468904, -0.671379 ], [ 10, 10, 10, 10, 10, 10 ], [ -140103, -71121, -83628, -80212, -35160, -54039 ], [ 1.219748, 1.533211, 0.947531, 1.019842, 1.391658, 0.732167 ], [ 895, 447, 448, 895, 447, 448 ], [ 336, 171, 165, 336, 171, 165 ], [ 559, 276, 283, 559, 276, 283 ], [ 37.541899, 38.255034, 36.830357, 37.541899, 38.255034, 36.830357 ], [ 2.029284, 2.474656, 1.62516, 1.696701, 2.246185, 1.255778 ], [ 181905, 181905, 75549, 72226, 72226, 17087 ], [ -7731, -5329, -7731, -7216, -4829, -7216 ], [ 27, 27, 28, 27, 27, 28 ], [ 39, 37, 42, 39, 37, 42 ], [ 20, 21, 19, 20, 21, 19 ], [ 24858, 12312, 12546, 24858, 12312, 12546 ], [ 0, 0.694158, 0, 0, 0.694158, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434492, 297177, -583004, -471125, 104735, -584115 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752671100000, "first_datapoint_time": 1752690600000, "last_datapoint_time": 1760170800000, "evaluation_time": 1760171075261, "expiration_time": 1766650800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "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) |
---|