Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279752.0643 | 164520.9596 | 115231.1047 | 551881.6333 | 359774.3521 | 192107.2813 |
Total P&L (%) | 279.7521 | 164.521 | 115.2311 | 551.8816 | 359.7744 | 192.1073 |
Avg Daily Profit (%) | 0.5371 | 0.3159 | 0.2212 | 0.3606 | 0.2933 | 0.206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48336 | -61407 | -25736 | -392413 | -336112 | -178760 |
Profit Factor | 1.4877 | 1.5645 | 1.4083 | 1.2291 | 1.2872 | 1.1661 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Profitability (%) | 44.1767 | 43.2 | 45.1613 | 44.1767 | 43.2 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.8799 | 2.0571 | 1.7101 | 1.5532 | 1.6925 | 1.416 |
Largest Winning Trade | 55539 | 55539 | 32529 | 361894 | 361894 | 119175 |
Largest Losing Trade | -24507 | -12948 | -24507 | -108840 | -82364 | -108840 |
Avg Bars in Trades | 98 | 93 | 103 | 98 | 93 | 103 |
Avg Bars in Winners | 149 | 144 | 154 | 149 | 144 | 154 |
Avg Bars in Losers | 58 | 54 | 62 | 58 | 54 | 62 |
Bars Traded | 24533 | 11658 | 12875 | 24533 | 11658 | 12875 |
Profit Streak | 5.9427 | 5.9635 | 0 | 5.9427 | 5.9635 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432442 | 312680 | 251429 | 336240 | 244743 | -32766 |
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714014000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758911846985, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 66, "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": [ [ 279752.0643344727, 164520.9595879827, 115231.1047464898, 551881.6333482141, 359774.3520640166, 192107.2812841979 ], [ 279.752064, 164.52096, 115.231105, 551.881633, 359.774352, 192.107281 ], [ 0.537127, 0.315882, 0.221245, 0.360592, 0.29334, 0.206028 ], [ 10, 10, 10, 10, 10, 10 ], [ -48336, -61407, -25736, -392413, -336112, -178760 ], [ 1.487683, 1.564525, 1.408328, 1.229119, 1.287249, 1.166149 ], [ 249, 125, 124, 249, 125, 124 ], [ 110, 54, 56, 110, 54, 56 ], [ 139, 71, 68, 139, 71, 68 ], [ 44.176707, 43.2, 45.16129, 44.176707, 43.2, 45.16129 ], [ 1.879891, 2.05706, 1.710113, 1.553159, 1.692494, 1.416039 ], [ 55539, 55539, 32529, 361894, 361894, 119175 ], [ -24507, -12948, -24507, -108840, -82364, -108840 ], [ 98, 93, 103, 98, 93, 103 ], [ 149, 144, 154, 149, 144, 154 ], [ 58, 54, 62, 58, 54, 62 ], [ 24533, 11658, 12875, 24533, 11658, 12875 ], [ 5.942673, 5.963507, 0, 5.942673, 5.963507, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432442, 312680, 251429, 336240, 244743, -32766 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714014000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758911846985, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 66, "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) |
---|