Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374379.5063 | 323629.6201 | 50749.8862 | 114835.2493 | 332271.703 | -217436.4537 |
Total P&L (%) | 374.3795 | 323.6296 | 50.7499 | 114.8352 | 332.2717 | -217.4365 |
Avg Daily Profit (%) | 0.3024 | 0.2614 | 0.041 | 0.0618 | 0.1183 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108513 | -85890 | -112021 | -442336 | -286870 | -355298 |
Profit Factor | 1.2076 | 1.3955 | 1.0515 | 1.029 | 1.1805 | 0.8973 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 306 | 145 | 161 | 306 | 145 | 161 |
Losing Trades | 256 | 136 | 120 | 256 | 136 | 120 |
Profitability (%) | 54.4484 | 51.6014 | 57.2954 | 54.4484 | 51.6014 | 57.2954 |
Ratio Avg Win / Avg Loss | 1.0103 | 1.3089 | 0.7837 | 0.8609 | 1.1072 | 0.6688 |
Largest Winning Trade | 48978 | 48978 | 42625 | 156181 | 156181 | 68935 |
Largest Losing Trade | -55755 | -28942 | -55755 | -100769 | -81124 | -100769 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 7330 | 3663 | 3667 | 7330 | 3663 | 3667 |
Profit Streak | 8.1343 | 8.1343 | 10.3009 | 8.1343 | 8.1343 | 10.3009 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481052 | 391906 | -301723 | -295369 | -55005 | -577539 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7429, "evaluation_days": 1238.17, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653220800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759058000809, "expiration_time": 1762255728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.90182 } }, "second_band": { "type": "tema", "factors": { "length": 80, "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": [ [ 374379.5062964043, 323629.6200722795, 50749.8862241247, 114835.2492804307, 332271.7030301373, -217436.4537497066 ], [ 374.379506, 323.62962, 50.749886, 114.835249, 332.271703, -217.436454 ], [ 0.302365, 0.261377, 0.040988, 0.06178, 0.1183, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -108513, -85890, -112021, -442336, -286870, -355298 ], [ 1.207595, 1.395469, 1.051519, 1.029009, 1.180474, 0.897317 ], [ 562, 281, 281, 562, 281, 281 ], [ 306, 145, 161, 306, 145, 161 ], [ 256, 136, 120, 256, 136, 120 ], [ 54.448399, 51.601423, 57.295374, 54.448399, 51.601423, 57.295374 ], [ 1.010275, 1.308854, 0.783741, 0.86087, 1.107203, 0.668808 ], [ 48978, 48978, 42625, 156181, 156181, 68935 ], [ -55755, -28942, -55755, -100769, -81124, -100769 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 13, 13, 13, 13, 13, 13 ], [ 7330, 3663, 3667, 7330, 3663, 3667 ], [ 8.134268, 8.134268, 10.300935, 8.134269, 8.134269, 10.300935 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 481052, 391906, -301723, -295369, -55005, -577539 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7429, "evaluation_days": 1238.17, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653220800000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759058000809, "expiration_time": 1762255728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.90182 } }, "second_band": { "type": "tema", "factors": { "length": 80, "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) |
---|