Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159195.4975 | 212380.0097 | -53184.5122 | -62104.6399 | 110815.1397 | -172919.7796 |
Total P&L (%) | 159.1955 | 212.38 | -53.1845 | -62.1046 | 110.8151 | -172.9198 |
Avg Daily Profit (%) | 0.1276 | 0.1703 | -0.0426 | -0.0778 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255998 | -181267 | -142180 | -493111 | -325800 | -322310 |
Profit Factor | 1.1024 | 1.2529 | 0.9256 | 0.9764 | 1.0756 | 0.8523 |
Total Trades | 483 | 241 | 242 | 483 | 241 | 242 |
Winning Trades | 248 | 121 | 127 | 248 | 121 | 127 |
Losing Trades | 235 | 120 | 115 | 235 | 120 | 115 |
Profitability (%) | 51.3458 | 50.2075 | 52.4793 | 51.3458 | 50.2075 | 52.4793 |
Ratio Avg Win / Avg Loss | 1.0446 | 1.2425 | 0.8382 | 0.9253 | 1.0667 | 0.7718 |
Largest Winning Trade | 157777 | 157777 | 32479 | 175450 | 175450 | 54495 |
Largest Losing Trade | -37986 | -20724 | -37986 | -91057 | -91057 | -74279 |
Avg Bars in Trades | 15 | 18 | 12 | 15 | 18 | 12 |
Avg Bars in Winners | 16 | 19 | 13 | 16 | 19 | 13 |
Avg Bars in Losers | 14 | 17 | 10 | 14 | 17 | 10 |
Bars Traded | 7388 | 4441 | 2947 | 7388 | 4441 | 2947 |
Profit Streak | 7.772 | 9.6053 | 7.772 | 7.772 | 9.6053 | 7.772 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125960 | 334115 | -578331 | -576193 | -248272 | -578331 |
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{ "first_band": { "type": "wma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "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": [ [ 159195.4975414138, 212380.0097485239, -53184.5122071104, -62104.6398789384, 110815.1397456159, -172919.7796245539 ], [ 159.195498, 212.38001, -53.184512, -62.10464, 110.81514, -172.91978 ], [ 0.127629, 0.170268, -0.042639, -0.077763, 0.059811, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -255998, -181267, -142180, -493111, -325800, -322310 ], [ 1.102379, 1.252895, 0.925634, 0.97644, 1.075632, 0.852308 ], [ 483, 241, 242, 483, 241, 242 ], [ 248, 121, 127, 248, 121, 127 ], [ 235, 120, 115, 235, 120, 115 ], [ 51.345756, 50.207469, 52.479339, 51.345756, 50.207469, 52.479339 ], [ 1.044593, 1.24254, 0.838172, 0.925255, 1.066743, 0.771775 ], [ 157777, 157777, 32479, 175450, 175450, 54495 ], [ -37986, -20724, -37986, -91057, -91057, -74279 ], [ 15, 18, 12, 15, 18, 12 ], [ 16, 19, 13, 16, 19, 13 ], [ 14, 17, 10, 14, 17, 10 ], [ 7388, 4441, 2947, 7388, 4441, 2947 ], [ 7.772011, 9.605344, 7.772011, 7.772011, 9.605344, 7.772011 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125960, 334115, -578331, -576193, -248272, -578331 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7484, "evaluation_days": 1247.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1652644800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759847501729, "expiration_time": 1763071488000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 35, "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) |
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