Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185518.3866 | 186461.4456 | -943.0591 | 98286.6747 | 129752.8668 | -31466.1921 |
Total P&L (%) | 185.5184 | 186.4614 | -0.9431 | 98.2867 | 129.7529 | -31.4662 |
Avg Daily Profit (%) | 0.1503 | 0.1511 | -0.0008 | 0.0555 | 0.0674 | -0.0306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94272 | -77896 | -45825 | -213047 | -133438 | -96837 |
Profit Factor | 1.5356 | 1.875 | 0.9929 | 1.1664 | 1.3498 | 0.8569 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 49.2063 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 1.5852 | 2 | 0.9929 | 1.204 | 1.4398 | 0.8569 |
Largest Winning Trade | 80712 | 80712 | 16087 | 100701 | 100701 | 40095 |
Largest Losing Trade | -41861 | -41861 | -30023 | -90360 | -90360 | -33787 |
Avg Bars in Trades | 215 | 411 | 26 | 215 | 411 | 26 |
Avg Bars in Winners | 145 | 269 | 28 | 145 | 269 | 28 |
Avg Bars in Losers | 284 | 543 | 24 | 284 | 543 | 24 |
Bars Traded | 13598 | 12749 | 849 | 13598 | 12749 | 849 |
Profit Streak | 71.3223 | 72.8223 | 71.3223 | 71.3223 | 72.8223 | 71.3223 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140049 | 398200 | -579565 | -306248 | -102227 | -579565 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14811, "evaluation_days": 1234.25, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653242400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758894250904, "expiration_time": 1762561411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 73, "offset": 0, "std": 1.74754 } }, "second_band": { "type": "sma", "factors": { "length": 161, "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": [ [ 185518.3865899249, 186461.4456475358, -943.059057611, 98286.6746681109, 129752.8668123969, -31466.1921442859 ], [ 185.518387, 186.461446, -0.943059, 98.286675, 129.752867, -31.466192 ], [ 0.150309, 0.151073, -0.000764, 0.055478, 0.067419, -0.030608 ], [ 10, 10, 10, 10, 10, 10 ], [ -94272, -77896, -45825, -213047, -133438, -96837 ], [ 1.53564, 1.874976, 0.992922, 1.166359, 1.349771, 0.856872 ], [ 63, 31, 32, 63, 31, 32 ], [ 31, 15, 16, 31, 15, 16 ], [ 32, 16, 16, 32, 16, 16 ], [ 49.206349, 48.387097, 50, 49.206349, 48.387097, 50 ], [ 1.585177, 1.999974, 0.992922, 1.203983, 1.439756, 0.856872 ], [ 80712, 80712, 16087, 100701, 100701, 40095 ], [ -41861, -41861, -30023, -90360, -90360, -33787 ], [ 215, 411, 26, 215, 411, 26 ], [ 145, 269, 28, 145, 269, 28 ], [ 284, 543, 24, 284, 543, 24 ], [ 13598, 12749, 849, 13598, 12749, 849 ], [ 71.322348, 72.822348, 71.322348, 71.322348, 72.822348, 71.322348 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140049, 398200, -579565, -306248, -102227, -579565 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14811, "evaluation_days": 1234.25, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653242400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758894250904, "expiration_time": 1762561411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 73, "offset": 0, "std": 1.74754 } }, "second_band": { "type": "sma", "factors": { "length": 161, "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) |
---|