Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514158.6649 | 395599.2244 | 118559.4406 | 1964083.5966 | 876235.5357 | 1087848.0609 |
Total P&L (%) | 514.1587 | 395.5992 | 118.5594 | 1964.0836 | 876.2355 | 1087.8481 |
Avg Daily Profit (%) | 0.4138 | 0.3184 | 0.0954 | 0.2439 | 0.1835 | 0.1994 |
Buy And Hold Return (%) | 29.3127 | 29.3127 | 29.3127 | 29.3127 | 29.3127 | 29.3127 |
Max Trade Drawdown | -87339 | -44636 | -60965 | -1358434 | -817658 | -830247 |
Profit Factor | 2.2056 | 2.8373 | 1.5614 | 1.5744 | 1.4762 | 1.6886 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 60 | 59.5745 | 60.4167 | 60 | 59.5745 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.4704 | 1.9253 | 1.023 | 1.0496 | 1.0017 | 1.1064 |
Largest Winning Trade | 174543 | 174543 | 24996 | 462428 | 462428 | 400903 |
Largest Losing Trade | -41168 | -36604 | -41168 | -664955 | -419690 | -664955 |
Avg Bars in Trades | 151 | 193 | 109 | 151 | 193 | 109 |
Avg Bars in Winners | 136 | 170 | 103 | 136 | 170 | 103 |
Avg Bars in Losers | 173 | 226 | 120 | 173 | 226 | 120 |
Bars Traded | 14345 | 9075 | 5271 | 14345 | 9075 | 5271 |
Profit Streak | 19.5077 | 0 | 77.2577 | 19.5077 | 0 | 77.2577 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542081 | 553361 | -63231 | 442105 | 373685 | 467202 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14911, "evaluation_days": 1242.58, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653595200000, "last_datapoint_time": 1759442400000, "evaluation_time": 1759443065973, "expiration_time": 1763307331200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 210, "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": [ [ 514158.6649463302, 395599.2243912144, 118559.4405551157, 1964083.5966393033, 876235.5357399567, 1087848.0608993464 ], [ 514.158665, 395.599224, 118.559441, 1964.083597, 876.235536, 1087.848061 ], [ 0.413783, 0.318369, 0.095414, 0.243925, 0.183539, 0.199359 ], [ 29.312749, 29.312749, 29.312749, 29.312749, 29.312749, 29.312749 ], [ -87339, -44636, -60965, -1358434, -817658, -830247 ], [ 2.20556, 2.83732, 1.561424, 1.574356, 1.476234, 1.688643 ], [ 95, 47, 48, 95, 47, 48 ], [ 57, 28, 29, 57, 28, 29 ], [ 38, 19, 19, 38, 19, 19 ], [ 60, 59.574468, 60.416667, 60, 59.574468, 60.416667 ], [ 1.470373, 1.925324, 1.023002, 1.049571, 1.00173, 1.106352 ], [ 174543, 174543, 24996, 462428, 462428, 400903 ], [ -41168, -36604, -41168, -664955, -419690, -664955 ], [ 151, 193, 109, 151, 193, 109 ], [ 136, 170, 103, 136, 170, 103 ], [ 173, 226, 120, 173, 226, 120 ], [ 14345, 9075, 5271, 14345, 9075, 5271 ], [ 19.507708, 0, 77.257708, 19.507708, 0, 77.257708 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 542081, 553361, -63231, 442105, 373685, 467202 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14911, "evaluation_days": 1242.58, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653595200000, "last_datapoint_time": 1759442400000, "evaluation_time": 1759443065973, "expiration_time": 1763307331200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 210, "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) |
---|