Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100013.0955 | 203750.26 | -103737.1645 | 1165958.7133 | 524815.6202 | 641143.0931 |
Total P&L (%) | 100.0131 | 203.7503 | -103.7372 | 1165.9587 | 524.8156 | 641.1431 |
Avg Daily Profit (%) | 0.081 | 0.1651 | -0.084 | 0.2059 | 0.1486 | 0.1624 |
Buy And Hold Return (%) | 86.9091 | 86.9091 | 86.9091 | 86.9091 | 86.9091 | 86.9091 |
Max Trade Drawdown | -301494 | -51401 | -304541 | -683616 | -683616 | -347967 |
Profit Factor | 1.1377 | 1.8911 | 0.7914 | 1.5532 | 1.4577 | 1.6672 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 190 | 94 | 96 | 176 | 88 | 88 |
Losing Trades | 31 | 16 | 15 | 45 | 22 | 23 |
Profitability (%) | 85.9729 | 85.4545 | 86.4865 | 79.638 | 80 | 79.2793 |
Ratio Avg Win / Avg Loss | 0.1856 | 0.3219 | 0.1237 | 0.3971 | 0.3644 | 0.4357 |
Largest Winning Trade | 17367 | 17367 | 17329 | 273158 | 116243 | 273158 |
Largest Losing Trade | -230554 | -51401 | -230554 | -683616 | -683616 | -244693 |
Avg Bars in Trades | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Winners | 14 | 15 | 14 | 20 | 22 | 19 |
Avg Bars in Losers | 137 | 161 | 111 | 74 | 91 | 58 |
Bars Traded | 7029 | 4006 | 3023 | 7029 | 4006 | 3023 |
Profit Streak | 27.5471 | 78.0471 | 27.5471 | 27.5471 | 78.0471 | 27.5471 |
Trades During Streak | 16 | 10 | 8 | 16 | 10 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -266610 | 346358 | -574311 | 534555 | 358968 | 498202 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655121600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758834470653, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 212, "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": [ [ 100013.0954952618, 203750.259977915, -103737.1644826533, 1165958.7133153798, 524815.620214668, 641143.093100712 ], [ 100.013095, 203.75026, -103.737164, 1165.958713, 524.81562, 641.143093 ], [ 0.081026, 0.16507, -0.084043, 0.205863, 0.148554, 0.162408 ], [ 86.909091, 86.909091, 86.909091, 86.909091, 86.909091, 86.909091 ], [ -301494, -51401, -304541, -683616, -683616, -347967 ], [ 1.137748, 1.891082, 0.791443, 1.553221, 1.457722, 1.667162 ], [ 221, 110, 111, 221, 110, 111 ], [ 190, 94, 96, 176, 88, 88 ], [ 31, 16, 15, 45, 22, 23 ], [ 85.972851, 85.454545, 86.486486, 79.638009, 80, 79.279279 ], [ 0.185633, 0.321886, 0.123663, 0.39713, 0.364431, 0.435735 ], [ 17367, 17367, 17329, 273158, 116243, 273158 ], [ -230554, -51401, -230554, -683616, -683616, -244693 ], [ 31, 36, 27, 31, 36, 27 ], [ 14, 15, 14, 20, 22, 19 ], [ 137, 161, 111, 74, 91, 58 ], [ 7029, 4006, 3023, 7029, 4006, 3023 ], [ 27.547114, 78.047114, 27.547114, 27.547114, 78.047114, 27.547114 ], [ 16, 10, 8, 16, 10, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -266610, 346358, -574311, 534555, 358968, 498202 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655121600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758834470653, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 212, "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) |
---|