Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210855.5412 | 176424.497 | 34431.0442 | 143290.705 | 148645.6129 | -5354.9079 |
Total P&L (%) | 210.8555 | 176.4245 | 34.431 | 143.2907 | 148.6456 | -5.3549 |
Avg Daily Profit (%) | 2.4289 | 2.0323 | 0.3966 | 1.0294 | 1.0548 | -0.0634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78610 | -42108 | -51605 | -60115 | -26987 | -40204 |
Profit Factor | 1.8668 | 2.4257 | 1.2881 | 1.8462 | 2.8052 | 0.9384 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 32.1637 | 28.2353 | 36.0465 | 32.1637 | 28.2353 | 36.0465 |
Ratio Avg Win / Avg Loss | 3.9372 | 6.1653 | 2.2853 | 3.8937 | 7.13 | 1.665 |
Largest Winning Trade | 199870 | 199870 | 75441 | 171354 | 171354 | 36866 |
Largest Losing Trade | -12079 | -6816 | -12079 | -10074 | -5596 | -10074 |
Avg Bars in Trades | 144 | 140 | 147 | 144 | 140 | 147 |
Avg Bars in Winners | 241 | 246 | 237 | 241 | 246 | 237 |
Avg Bars in Losers | 98 | 99 | 97 | 98 | 99 | 97 |
Bars Traded | 24700 | 11977 | 12723 | 24700 | 11977 | 12723 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349888 | 22025 | 337 | 304723 | 17845 | -585697 |
{ "trading_pair": "LDO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752778200000, "first_datapoint_time": 1752835500000, "last_datapoint_time": 1760277900000, "evaluation_time": 1760278229404, "expiration_time": 1766757900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 148, "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": [ [ 210855.5412354196, 176424.4970421547, 34431.044193265, 143290.7049647988, 148645.6128850542, -5354.9079202553 ], [ 210.855541, 176.424497, 34.431044, 143.290705, 148.645613, -5.354908 ], [ 2.428931, 2.032306, 0.396625, 1.029438, 1.054779, -0.063378 ], [ 10, 10, 10, 10, 10, 10 ], [ -78610, -42108, -51605, -60115, -26987, -40204 ], [ 1.866766, 2.425689, 1.288077, 1.846172, 2.805235, 0.938448 ], [ 171, 85, 86, 171, 85, 86 ], [ 55, 24, 31, 55, 24, 31 ], [ 116, 61, 55, 116, 61, 55 ], [ 32.163743, 28.235294, 36.046512, 32.163743, 28.235294, 36.046512 ], [ 3.937179, 6.165292, 2.285299, 3.893744, 7.129972, 1.664989 ], [ 199870, 199870, 75441, 171354, 171354, 36866 ], [ -12079, -6816, -12079, -10074, -5596, -10074 ], [ 144, 140, 147, 144, 140, 147 ], [ 241, 246, 237, 241, 246, 237 ], [ 98, 99, 97, 98, 99, 97 ], [ 24700, 11977, 12723, 24700, 11977, 12723 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 349888, 22025, 337, 304723, 17845, -585697 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752778200000, "first_datapoint_time": 1752835500000, "last_datapoint_time": 1760277900000, "evaluation_time": 1760278229404, "expiration_time": 1766757900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 148, "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) |
---|