Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433619.8639 | 291883.4158 | 141736.4481 | 776778.0432 | 288532.6341 | 488245.409 |
Total P&L (%) | 433.6199 | 291.8834 | 141.7364 | 776.778 | 288.5326 | 488.2454 |
Avg Daily Profit (%) | 0.4163 | 0.2802 | 0.1361 | 0.2086 | 0.1304 | 0.1703 |
Buy And Hold Return (%) | 19.3732 | 19.3732 | 19.3732 | 19.3732 | 19.3732 | 19.3732 |
Max Trade Drawdown | -90872 | -69684 | -82204 | -1086880 | -911273 | -572379 |
Profit Factor | 1.7298 | 2.0402 | 1.452 | 1.2604 | 1.1752 | 1.3652 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 72.1519 | 73.4177 | 70.8861 | 72.1519 | 73.4177 | 70.8861 |
Ratio Avg Win / Avg Loss | 0.6676 | 0.7387 | 0.5964 | 0.4865 | 0.4255 | 0.5607 |
Largest Winning Trade | 34995 | 34995 | 25703 | 308033 | 164623 | 308033 |
Largest Losing Trade | -77452 | -46917 | -77452 | -738604 | -738604 | -450453 |
Avg Bars in Trades | 155 | 166 | 144 | 155 | 166 | 144 |
Avg Bars in Winners | 106 | 110 | 102 | 106 | 110 | 102 |
Avg Bars in Losers | 280 | 319 | 245 | 280 | 319 | 245 |
Bars Traded | 24510 | 13116 | 11393 | 24510 | 13116 | 11393 |
Profit Streak | 0 | 0 | 50.0316 | 0 | 0 | 50.0316 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492117 | -14238 | -34593 | 359497 | -72044 | -16373 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669820400000, "first_datapoint_time": 1670655600000, "last_datapoint_time": 1759820400000, "evaluation_time": 1759823129490, "expiration_time": 1766300400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 233, "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": [ [ 433619.8638839748, 291883.4157961014, 141736.4480878735, 776778.0431897778, 288532.6341452065, 488245.4090445711 ], [ 433.619864, 291.883416, 141.736448, 776.778043, 288.532634, 488.245409 ], [ 0.416274, 0.280207, 0.136067, 0.208641, 0.130376, 0.170254 ], [ 19.373192, 19.373192, 19.373192, 19.373192, 19.373192, 19.373192 ], [ -90872, -69684, -82204, -1086880, -911273, -572379 ], [ 1.729778, 2.040182, 1.452005, 1.260376, 1.175242, 1.36523 ], [ 158, 79, 79, 158, 79, 79 ], [ 114, 58, 56, 114, 58, 56 ], [ 44, 21, 23, 44, 21, 23 ], [ 72.151899, 73.417722, 70.886076, 72.151899, 73.417722, 70.886076 ], [ 0.667634, 0.738687, 0.596359, 0.486461, 0.425519, 0.56072 ], [ 34995, 34995, 25703, 308033, 164623, 308033 ], [ -77452, -46917, -77452, -738604, -738604, -450453 ], [ 155, 166, 144, 155, 166, 144 ], [ 106, 110, 102, 106, 110, 102 ], [ 280, 319, 245, 280, 319, 245 ], [ 24510, 13116, 11393, 24510, 13116, 11393 ], [ 0, 0, 50.031591, 0, 0, 50.031591 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 492117, -14238, -34593, 359497, -72044, -16373 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669820400000, "first_datapoint_time": 1670655600000, "last_datapoint_time": 1759820400000, "evaluation_time": 1759823129490, "expiration_time": 1766300400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 233, "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) |
---|