Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455801.3929 | 272657.3662 | 183144.0267 | 1339393.1517 | 1217744.0072 | 121649.1445 |
Total P&L (%) | 455.8014 | 272.6574 | 183.144 | 1339.3932 | 1217.744 | 121.6491 |
Avg Daily Profit (%) | 0.3666 | 0.2193 | 0.1473 | 0.2147 | 0.2076 | 0.064 |
Buy And Hold Return (%) | 22.9575 | 22.9575 | 22.9575 | 22.9575 | 22.9575 | 22.9575 |
Max Trade Drawdown | -112343 | -62658 | -89408 | -5083510 | -1933680 | -4347219 |
Profit Factor | 1.9705 | 2.0224 | 1.9022 | 1.1286 | 1.2263 | 1.0242 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 67.9245 | 64.1509 | 71.6981 | 67.9245 | 64.1509 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.9305 | 1.1302 | 0.7509 | 0.5329 | 0.6853 | 0.4043 |
Largest Winning Trade | 106781 | 106781 | 31448 | 1394335 | 1394335 | 758549 |
Largest Losing Trade | -69920 | -30164 | -69920 | -3304136 | -1067164 | -3304136 |
Avg Bars in Trades | 65 | 79 | 51 | 65 | 79 | 51 |
Avg Bars in Winners | 53 | 54 | 51 | 53 | 54 | 51 |
Avg Bars in Losers | 92 | 123 | 52 | 92 | 123 | 52 |
Bars Traded | 6957 | 4213 | 2744 | 6957 | 4213 | 2744 |
Profit Streak | 19.2755 | 19.2755 | 52.9421 | 19.2755 | 19.2755 | 52.9421 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502534 | -167143 | -172225 | -68634 | -171592 | -480848 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7459, "evaluation_days": 1243.17, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654574400000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759487800314, "expiration_time": 1762700688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 174, "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": [ [ 455801.3928863405, 272657.3662186634, 183144.0266676775, 1339393.1516998513, 1217744.0071948965, 121649.1445049549 ], [ 455.801393, 272.657366, 183.144027, 1339.393152, 1217.744007, 121.649145 ], [ 0.366644, 0.219324, 0.14732, 0.214747, 0.207629, 0.064044 ], [ 22.957468, 22.957468, 22.957468, 22.957468, 22.957468, 22.957468 ], [ -112343, -62658, -89408, -5083510, -1933680, -4347219 ], [ 1.97046, 2.022447, 1.902168, 1.128588, 1.226317, 1.024158 ], [ 106, 53, 53, 106, 53, 53 ], [ 72, 34, 38, 72, 34, 38 ], [ 34, 19, 15, 34, 19, 15 ], [ 67.924528, 64.150943, 71.698113, 67.924528, 64.150943, 71.698113 ], [ 0.930495, 1.130191, 0.750856, 0.532944, 0.685295, 0.404273 ], [ 106781, 106781, 31448, 1394335, 1394335, 758549 ], [ -69920, -30164, -69920, -3304136, -1067164, -3304136 ], [ 65, 79, 51, 65, 79, 51 ], [ 53, 54, 51, 53, 54, 51 ], [ 92, 123, 52, 92, 123, 52 ], [ 6957, 4213, 2744, 6957, 4213, 2744 ], [ 19.275466, 19.275467, 52.942133, 19.275467, 19.275467, 52.942133 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 502534, -167143, -172225, -68634, -171592, -480848 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7459, "evaluation_days": 1243.17, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654574400000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759487800314, "expiration_time": 1762700688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 173, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 174, "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) |
---|