Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121568.6313 | 194142.2854 | -72573.6541 | -108881.0094 | -46449.2799 | -62431.7295 |
Total P&L (%) | 121.5686 | 194.1423 | -72.5737 | -108.881 | -46.4493 | -62.4317 |
Avg Daily Profit (%) | 0.0985 | 0.1573 | -0.0588 | 0 | -0.0506 | -0.0793 |
Buy And Hold Return (%) | 12.4056 | 12.4056 | 12.4056 | 12.4056 | 12.4056 | 12.4056 |
Max Trade Drawdown | -221195 | -52429 | -234963 | -177302 | -26022 | -164654 |
Profit Factor | 1.1884 | 1.7852 | 0.8176 | 0.6036 | 0.5431 | 0.6391 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 49 | 23 | 26 | 36 | 20 | 16 |
Losing Trades | 36 | 20 | 16 | 49 | 23 | 26 |
Profitability (%) | 57.6471 | 53.4884 | 61.9048 | 42.3529 | 46.5116 | 38.0952 |
Ratio Avg Win / Avg Loss | 0.8731 | 1.5523 | 0.5032 | 0.8215 | 0.6246 | 1.0386 |
Largest Winning Trade | 67302 | 67302 | 39486 | 100226 | 23907 | 100226 |
Largest Losing Trade | -175008 | -51797 | -175008 | -133299 | -51797 | -133299 |
Avg Bars in Trades | 85 | 91 | 78 | 85 | 91 | 78 |
Avg Bars in Winners | 56 | 62 | 51 | 113 | 117 | 107 |
Avg Bars in Losers | 123 | 125 | 122 | 64 | 69 | 59 |
Bars Traded | 7235 | 3950 | 3284 | 7235 | 3950 | 3284 |
Profit Streak | 0 | 0 | 55.5929 | 32.9263 | 45.7596 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75195 | 401209 | -578629 | -582983 | -581526 | -583697 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653537600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758867230421, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 102, "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": [ [ 121568.6313473115, 194142.2854383818, -72573.6540910703, -108881.0093784622, -46449.279927887, -62431.7294505753 ], [ 121.568631, 194.142285, -72.573654, -108.881009, -46.44928, -62.431729 ], [ 0.09849, 0.157286, -0.058796, 0, -0.050585, -0.079284 ], [ 12.405567, 12.405567, 12.405567, 12.405567, 12.405567, 12.405567 ], [ -221195, -52429, -234963, -177302, -26022, -164654 ], [ 1.188424, 1.785166, 0.81762, 0.603582, 0.543125, 0.639113 ], [ 85, 43, 42, 85, 43, 42 ], [ 49, 23, 26, 36, 20, 16 ], [ 36, 20, 16, 49, 23, 26 ], [ 57.647059, 53.488372, 61.904762, 42.352941, 46.511628, 38.095238 ], [ 0.873128, 1.552318, 0.503151, 0.821543, 0.624594, 1.038558 ], [ 67302, 67302, 39486, 100226, 23907, 100226 ], [ -175008, -51797, -175008, -133299, -51797, -133299 ], [ 85, 91, 78, 85, 91, 78 ], [ 56, 62, 51, 113, 117, 107 ], [ 123, 125, 122, 64, 69, 59 ], [ 7235, 3950, 3284, 7235, 3950, 3284 ], [ 0, 0, 55.592945, 32.926278, 45.759611, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -75195, 401209, -578629, -582983, -581526, -583697 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653537600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758867230421, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 102, "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) |
---|