Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343173.4243 | 238839.0428 | 104334.3815 | 89428.7305 | 124171.9602 | -34743.2297 |
Total P&L (%) | 343.1734 | 238.839 | 104.3344 | 89.4287 | 124.172 | -34.7432 |
Avg Daily Profit (%) | 0.3294 | 0.2293 | 0.1002 | 0.0613 | 0.0775 | -0.041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92043 | -61114 | -92043 | -127319 | -81446 | -131631 |
Profit Factor | 1.7298 | 2.3289 | 1.3591 | 1.1913 | 1.7834 | 0.8876 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 75.8333 | 71.6667 | 80 | 75.8333 | 71.6667 | 80 |
Ratio Avg Win / Avg Loss | 0.5512 | 0.9207 | 0.3398 | 0.3796 | 0.7051 | 0.2219 |
Largest Winning Trade | 29849 | 29849 | 22880 | 25013 | 19664 | 25013 |
Largest Losing Trade | -92043 | -38716 | -92043 | -127319 | -59838 | -127319 |
Avg Bars in Trades | 204 | 223 | 185 | 204 | 223 | 185 |
Avg Bars in Winners | 119 | 126 | 113 | 119 | 126 | 113 |
Avg Bars in Losers | 470 | 469 | 471 | 470 | 469 | 471 |
Bars Traded | 24514 | 13396 | 11118 | 24514 | 13396 | 11118 |
Profit Streak | 20.6019 | 20.6019 | 36.2685 | 20.6019 | 20.6019 | 36.2685 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527116 | -156289 | -224780 | -117391 | -254653 | -745079 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669359600000, "first_datapoint_time": 1670158800000, "last_datapoint_time": 1759359600000, "evaluation_time": 1759361200392, "expiration_time": 1765839600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 223, "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": [ [ 343173.4242867795, 238839.0427638436, 104334.381522936, 89428.730486268, 124171.9601724999, -34743.2296862318 ], [ 343.173424, 238.839043, 104.334382, 89.42873, 124.17196, -34.74323 ], [ 0.329445, 0.229285, 0.100161, 0.061348, 0.077525, -0.040968 ], [ 10, 10, 10, 10, 10, 10 ], [ -92043, -61114, -92043, -127319, -81446, -131631 ], [ 1.729763, 2.328865, 1.359128, 1.191271, 1.783445, 0.887582 ], [ 120, 60, 60, 120, 60, 60 ], [ 91, 43, 48, 91, 43, 48 ], [ 29, 17, 12, 29, 17, 12 ], [ 75.833333, 71.666667, 80, 75.833333, 71.666667, 80 ], [ 0.551243, 0.920714, 0.339782, 0.379636, 0.705083, 0.221896 ], [ 29849, 29849, 22880, 25013, 19664, 25013 ], [ -92043, -38716, -92043, -127319, -59838, -127319 ], [ 204, 223, 185, 204, 223, 185 ], [ 119, 126, 113, 119, 126, 113 ], [ 470, 469, 471, 470, 469, 471 ], [ 24514, 13396, 11118, 24514, 13396, 11118 ], [ 20.601856, 20.601856, 36.268523, 20.601856, 20.601856, 36.268523 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 527116, -156289, -224780, -117391, -254653, -745079 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669359600000, "first_datapoint_time": 1670158800000, "last_datapoint_time": 1759359600000, "evaluation_time": 1759361200392, "expiration_time": 1765839600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 223, "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) |
---|