Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233332.8449 | 209073.9365 | 24258.9085 | -34832.1874 | 207886.3314 | -242718.5188 |
Total P&L (%) | 233.3328 | 209.0739 | 24.2589 | -34.8322 | 207.8863 | -242.7185 |
Avg Daily Profit (%) | 0.1865 | 0.1671 | 0.0194 | -0.0342 | 0.0899 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148725 | -100005 | -116688 | -331930 | -129147 | -388333 |
Profit Factor | 1.2047 | 1.4247 | 1.0375 | 0.9782 | 1.3457 | 0.7568 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 158 | 75 | 83 | 158 | 75 | 83 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 56.2278 | 53.5714 | 58.8652 | 56.2278 | 53.5714 | 58.8652 |
Ratio Avg Win / Avg Loss | 0.9378 | 1.2347 | 0.725 | 0.7615 | 1.1662 | 0.5288 |
Largest Winning Trade | 44302 | 41083 | 44302 | 78183 | 78183 | 41121 |
Largest Losing Trade | -64854 | -39535 | -64854 | -239699 | -70046 | -239699 |
Avg Bars in Trades | 52 | 55 | 49 | 52 | 55 | 49 |
Avg Bars in Winners | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Losers | 58 | 64 | 51 | 58 | 64 | 51 |
Bars Traded | 14879 | 7835 | 7043 | 14879 | 7835 | 7043 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 274226 | 304750 | -351028 | -578500 | -72268 | -579809 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15014, "evaluation_days": 1251.17, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652954400000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760186531664, "expiration_time": 1764075628800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 29, "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": [ [ 233332.8449303192, 209073.9364605761, 24258.9084697429, -34832.1874015751, 207886.3313502907, -242718.5187518661 ], [ 233.332845, 209.073936, 24.258908, -34.832187, 207.886331, -242.718519 ], [ 0.186492, 0.167103, 0.019389, -0.034218, 0.089921, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -148725, -100005, -116688, -331930, -129147, -388333 ], [ 1.204676, 1.424655, 1.037455, 0.978221, 1.345658, 0.756778 ], [ 281, 140, 141, 281, 140, 141 ], [ 158, 75, 83, 158, 75, 83 ], [ 123, 65, 58, 123, 65, 58 ], [ 56.227758, 53.571429, 58.865248, 56.227758, 53.571429, 58.865248 ], [ 0.937817, 1.234701, 0.724969, 0.761527, 1.166237, 0.528833 ], [ 44302, 41083, 44302, 78183, 78183, 41121 ], [ -64854, -39535, -64854, -239699, -70046, -239699 ], [ 52, 55, 49, 52, 55, 49 ], [ 48, 48, 48, 48, 48, 48 ], [ 58, 64, 51, 58, 64, 51 ], [ 14879, 7835, 7043, 14879, 7835, 7043 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 274226, 304750, -351028, -578500, -72268, -579809 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15014, "evaluation_days": 1251.17, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1652954400000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760186531664, "expiration_time": 1764075628800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 29, "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) |
---|