Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204170.6505 | 224041.524 | -19870.8735 | -39623.6201 | 115678.212 | -155301.8321 |
Total P&L (%) | 204.1707 | 224.0415 | -19.8709 | -39.6236 | 115.6782 | -155.3018 |
Avg Daily Profit (%) | 0.1647 | 0.1807 | -0.016 | -0.0407 | 0.062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156320 | -86334 | -155318 | -144067 | -63330 | -221413 |
Profit Factor | 1.1585 | 1.3837 | 0.9718 | 0.952 | 1.3666 | 0.6957 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 192 | 100 | 92 | 192 | 100 | 92 |
Losing Trades | 181 | 86 | 95 | 181 | 86 | 95 |
Profitability (%) | 51.4745 | 53.7634 | 49.1979 | 51.4745 | 53.7634 | 49.1979 |
Ratio Avg Win / Avg Loss | 1.0921 | 1.19 | 1.0035 | 0.8975 | 1.1753 | 0.7184 |
Largest Winning Trade | 51654 | 51654 | 37741 | 37741 | 35220 | 37741 |
Largest Losing Trade | -67258 | -24314 | -67258 | -107883 | -21728 | -107883 |
Avg Bars in Trades | 38 | 44 | 32 | 38 | 44 | 32 |
Avg Bars in Winners | 39 | 39 | 40 | 39 | 39 | 40 |
Avg Bars in Losers | 37 | 51 | 24 | 37 | 51 | 24 |
Bars Traded | 14415 | 8361 | 6054 | 14415 | 8361 | 6054 |
Profit Streak | 11.8254 | 0 | 11.9088 | 11.8254 | 0 | 11.9088 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36072 | 322487 | -578374 | -578010 | -108714 | -580041 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14876, "evaluation_days": 1239.67, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652925600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759196918721, "expiration_time": 1763046259200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 170, "offset": 0, "std": 3.05215 } }, "second_band": { "type": "dcu", "factors": { "length": 117, "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": [ [ 204170.6505211791, 224041.524025781, -19870.8735046017, -39623.6200686116, 115678.2120246597, -155301.8320932714 ], [ 204.170651, 224.041524, -19.870874, -39.62362, 115.678212, -155.301832 ], [ 0.164698, 0.180727, -0.016029, -0.040694, 0.062021, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -156320, -86334, -155318, -144067, -63330, -221413 ], [ 1.158516, 1.383702, 0.971779, 0.952023, 1.366624, 0.695701 ], [ 373, 186, 187, 373, 186, 187 ], [ 192, 100, 92, 192, 100, 92 ], [ 181, 86, 95, 181, 86, 95 ], [ 51.474531, 53.763441, 49.197861, 51.474531, 53.763441, 49.197861 ], [ 1.092143, 1.189984, 1.003467, 0.89748, 1.175296, 0.718387 ], [ 51654, 51654, 37741, 37741, 35220, 37741 ], [ -67258, -24314, -67258, -107883, -21728, -107883 ], [ 38, 44, 32, 38, 44, 32 ], [ 39, 39, 40, 39, 39, 40 ], [ 37, 51, 24, 37, 51, 24 ], [ 14415, 8361, 6054, 14415, 8361, 6054 ], [ 11.825448, 0, 11.908781, 11.825448, 0, 11.908781 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -36072, 322487, -578374, -578010, -108714, -580041 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14876, "evaluation_days": 1239.67, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652925600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759196918721, "expiration_time": 1763046259200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 170, "offset": 0, "std": 3.05215 } }, "second_band": { "type": "dcu", "factors": { "length": 117, "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) |
---|