Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180643.0404 | 110176.1953 | 70466.845 | 132072.001 | 78955.7795 | 53116.2215 |
Total P&L (%) | 180.643 | 110.1762 | 70.4668 | 132.072 | 78.9558 | 53.1162 |
Avg Daily Profit (%) | 0.3468 | 0.2115 | 0.1353 | 0.1618 | 0.1118 | 0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88364 | -68023 | -46013 | -300453 | -222020 | -93570 |
Profit Factor | 1.2759 | 1.3721 | 1.1965 | 1.0934 | 1.1171 | 1.0718 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 45.1883 | 45 | 45.3782 | 45.1883 | 45 | 45.3782 |
Ratio Avg Win / Avg Loss | 1.5476 | 1.677 | 1.4402 | 1.3262 | 1.3653 | 1.2901 |
Largest Winning Trade | 58874 | 58874 | 23520 | 120760 | 120760 | 71994 |
Largest Losing Trade | -22861 | -22861 | -22726 | -81374 | -81374 | -63043 |
Avg Bars in Trades | 102 | 98 | 107 | 102 | 98 | 107 |
Avg Bars in Winners | 142 | 128 | 156 | 142 | 128 | 156 |
Avg Bars in Losers | 70 | 74 | 65 | 70 | 74 | 65 |
Bars Traded | 24571 | 11811 | 12760 | 24571 | 11811 | 12760 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314432 | 237830 | -19430 | -111724 | -138247 | -229013 |
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713961800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758847197233, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 3.56491 } }, "second_band": { "type": "ssf", "factors": { "length": 89, "offset": 0, "poles": 3 } } }
{ "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": [ [ 180643.0403556205, 110176.195331552, 70466.8450240687, 132072.0010131188, 78955.779473401, 53116.2215397177 ], [ 180.64304, 110.176195, 70.466845, 132.072001, 78.955779, 53.116222 ], [ 0.346837, 0.21154, 0.135297, 0.161772, 0.111801, 0.081831 ], [ 10, 10, 10, 10, 10, 10 ], [ -88364, -68023, -46013, -300453, -222020, -93570 ], [ 1.275877, 1.372062, 1.196465, 1.093362, 1.117061, 1.071765 ], [ 239, 120, 119, 239, 120, 119 ], [ 108, 54, 54, 108, 54, 54 ], [ 131, 66, 65, 131, 66, 65 ], [ 45.188285, 45, 45.378151, 45.188285, 45, 45.378151 ], [ 1.547591, 1.676965, 1.44019, 1.326208, 1.365297, 1.290088 ], [ 58874, 58874, 23520, 120760, 120760, 71994 ], [ -22861, -22861, -22726, -81374, -81374, -63043 ], [ 102, 98, 107, 102, 98, 107 ], [ 142, 128, 156, 142, 128, 156 ], [ 70, 74, 65, 70, 74, 65 ], [ 24571, 11811, 12760, 24571, 11811, 12760 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 314432, 237830, -19430, -111724, -138247, -229013 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713961800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758847197233, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 3.56491 } }, "second_band": { "type": "ssf", "factors": { "length": 89, "offset": 0, "poles": 3 } } }
# | 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) |
---|