Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78258.3946 | 189013.0304 | -110754.6357 | -29497.1541 | -49662.8733 | 20165.7192 |
Total P&L (%) | 78.2584 | 189.013 | -110.7546 | -29.4972 | -49.6629 | 20.1657 |
Avg Daily Profit (%) | 0.0626 | 0.1512 | -0.0886 | -0.028 | -0.0549 | 0.0147 |
Buy And Hold Return (%) | 39.105 | 39.105 | 39.105 | 39.105 | 39.105 | 39.105 |
Max Trade Drawdown | -173237 | -80398 | -192339 | -873130 | -457650 | -535387 |
Profit Factor | 1.0765 | 1.5467 | 0.8365 | 0.9919 | 0.9682 | 1.0096 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 206 | 102 | 104 | 170 | 81 | 89 |
Losing Trades | 73 | 37 | 36 | 109 | 58 | 51 |
Profitability (%) | 73.8351 | 73.3813 | 74.2857 | 60.9319 | 58.2734 | 63.5714 |
Ratio Avg Win / Avg Loss | 0.3815 | 0.561 | 0.2896 | 0.636 | 0.6933 | 0.5785 |
Largest Winning Trade | 26211 | 26211 | 20506 | 558785 | 111446 | 558785 |
Largest Losing Trade | -170072 | -30767 | -170072 | -402642 | -235673 | -402642 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 13 | 10 | 17 | 16 | 13 | 20 |
Avg Bars in Losers | 59 | 61 | 58 | 40 | 38 | 41 |
Bars Traded | 7237 | 3333 | 3903 | 7237 | 3333 | 3903 |
Profit Streak | 11.1 | 11.1 | 55.4333 | 11.1 | 11.1 | 55.4333 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247913 | 338750 | -575914 | -576097 | -578974 | -547122 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7499, "evaluation_days": 1249.83, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655006400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760063038052, "expiration_time": 1763293968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 204, "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": [ [ 78258.3946461134, 189013.0303593954, -110754.6357132823, -29497.1541134968, -49662.873337854, 20165.7192243566 ], [ 78.258395, 189.01303, -110.754636, -29.497154, -49.662873, 20.165719 ], [ 0.062615, 0.151231, -0.088616, -0.027961, -0.054907, 0.014699 ], [ 39.105012, 39.105012, 39.105012, 39.105012, 39.105012, 39.105012 ], [ -173237, -80398, -192339, -873130, -457650, -535387 ], [ 1.07648, 1.546655, 0.836522, 0.991937, 0.968211, 1.00962 ], [ 279, 139, 140, 279, 139, 140 ], [ 206, 102, 104, 170, 81, 89 ], [ 73, 37, 36, 109, 58, 51 ], [ 73.835125, 73.381295, 74.285714, 60.9319, 58.273381, 63.571429 ], [ 0.381471, 0.561042, 0.289565, 0.636007, 0.693287, 0.578546 ], [ 26211, 26211, 20506, 558785, 111446, 558785 ], [ -170072, -30767, -170072, -402642, -235673, -402642 ], [ 25, 23, 27, 25, 23, 27 ], [ 13, 10, 17, 16, 13, 20 ], [ 59, 61, 58, 40, 38, 41 ], [ 7237, 3333, 3903, 7237, 3333, 3903 ], [ 11.099977, 11.099977, 55.433311, 11.099977, 11.099977, 55.433311 ], [ 3, 1, 8, 3, 1, 8 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -247913, 338750, -575914, -576097, -578974, -547122 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7499, "evaluation_days": 1249.83, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655006400000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760063038052, "expiration_time": 1763293968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 204, "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) |
---|