Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144850.8123 | 184836.6854 | -39985.8732 | -235329.1129 | -76695.5211 | -158633.5918 |
Total P&L (%) | 144.8508 | 184.8367 | -39.9859 | -235.3291 | -76.6955 | -158.6336 |
Avg Daily Profit (%) | 0.1169 | 0.1492 | -0.0323 | 0 | -0.1175 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89958 | -39033 | -93922 | -125131 | -86090 | -65420 |
Profit Factor | 1.2819 | 2.4158 | 0.8957 | 0.468 | 0.4167 | 0.4897 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 54 | 25 | 29 | 24 | 14 | 10 |
Losing Trades | 25 | 14 | 11 | 55 | 25 | 30 |
Profitability (%) | 68.3544 | 64.1026 | 72.5 | 30.3797 | 35.8974 | 25 |
Ratio Avg Win / Avg Loss | 0.5935 | 1.3528 | 0.3397 | 1.0725 | 0.7442 | 1.469 |
Largest Winning Trade | 49754 | 49754 | 34649 | 91446 | 14287 | 91446 |
Largest Losing Trade | -161953 | -21381 | -161953 | -161953 | -33446 | -161953 |
Avg Bars in Trades | 178 | 192 | 163 | 178 | 192 | 163 |
Avg Bars in Winners | 129 | 145 | 114 | 274 | 275 | 272 |
Avg Bars in Losers | 284 | 275 | 294 | 136 | 145 | 127 |
Bars Traded | 14069 | 7510 | 6559 | 14069 | 7510 | 6559 |
Profit Streak | 58.6649 | 86.8316 | 58.6649 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65786 | 446541 | -576854 | -618019 | -586241 | -608897 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14868, "evaluation_days": 1239, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653940800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139851038, "expiration_time": 1762986585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 159, "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": [ [ 144850.8122508908, 184836.6854066112, -39985.8731557205, -235329.1129133272, -76695.5210929484, -158633.5918203787 ], [ 144.850812, 184.836685, -39.985873, -235.329113, -76.695521, -158.633592 ], [ 0.116909, 0.149182, -0.032273, 0, -0.117487, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -89958, -39033, -93922, -125131, -86090, -65420 ], [ 1.281886, 2.415778, 0.895682, 0.467985, 0.416736, 0.489664 ], [ 79, 39, 40, 79, 39, 40 ], [ 54, 25, 29, 24, 14, 10 ], [ 25, 14, 11, 55, 25, 30 ], [ 68.35443, 64.102564, 72.5, 30.379747, 35.897436, 25 ], [ 0.593466, 1.352836, 0.339741, 1.072465, 0.744171, 1.468992 ], [ 49754, 49754, 34649, 91446, 14287, 91446 ], [ -161953, -21381, -161953, -161953, -33446, -161953 ], [ 178, 192, 163, 178, 192, 163 ], [ 129, 145, 114, 274, 275, 272 ], [ 284, 275, 294, 136, 145, 127 ], [ 14069, 7510, 6559, 14069, 7510, 6559 ], [ 58.664942, 86.831609, 58.664942, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -65786, 446541, -576854, -618019, -586241, -608897 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14868, "evaluation_days": 1239, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653940800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139851038, "expiration_time": 1762986585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 159, "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) |
---|