Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271952.4287 | 153576.3861 | 118376.0426 | 520082.2204 | 266850.9525 | 253231.2679 |
Total P&L (%) | 271.9524 | 153.5764 | 118.376 | 520.0822 | 266.851 | 253.2313 |
Avg Daily Profit (%) | 0.5222 | 0.2949 | 0.2273 | 0.351 | 0.2499 | 0.2426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76407 | -52025 | -38319 | -393780 | -255658 | -212008 |
Profit Factor | 1.5387 | 1.6098 | 1.4678 | 1.2845 | 1.2901 | 1.2787 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 40.8163 | 37.7551 | 43.8776 | 40.8163 | 37.7551 | 43.8776 |
Ratio Avg Win / Avg Loss | 2.2311 | 2.6541 | 1.8775 | 1.8625 | 2.127 | 1.6355 |
Largest Winning Trade | 49268 | 49268 | 23655 | 218126 | 218126 | 93237 |
Largest Losing Trade | -19834 | -19834 | -13090 | -98921 | -98921 | -90647 |
Avg Bars in Trades | 126 | 118 | 134 | 126 | 118 | 134 |
Avg Bars in Winners | 220 | 211 | 227 | 220 | 211 | 227 |
Avg Bars in Losers | 61 | 61 | 61 | 61 | 61 | 61 |
Bars Traded | 24755 | 11589 | 13166 | 24755 | 11589 | 13166 |
Profit Streak | 0 | 0 | 8.1846 | 0 | 0 | 8.1846 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356902 | 210803 | 270206 | 263299 | 128105 | 233305 |
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714060800000, "first_datapoint_time": 1714428000000, "last_datapoint_time": 1759059000000, "evaluation_time": 1759060546346, "expiration_time": 1765539000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 271952.4286910317, 153576.3860688439, 118376.0426221879, 520082.2204225058, 266850.9524775944, 253231.2679449112 ], [ 271.952429, 153.576386, 118.376043, 520.08222, 266.850952, 253.231268 ], [ 0.522152, 0.294869, 0.227283, 0.350956, 0.249872, 0.24259 ], [ 10, 10, 10, 10, 10, 10 ], [ -76407, -52025, -38319, -393780, -255658, -212008 ], [ 1.53867, 1.609836, 1.467841, 1.284452, 1.290135, 1.278699 ], [ 196, 98, 98, 196, 98, 98 ], [ 80, 37, 43, 80, 37, 43 ], [ 116, 61, 55, 116, 61, 55 ], [ 40.816327, 37.755102, 43.877551, 40.816327, 37.755102, 43.877551 ], [ 2.231072, 2.654054, 1.877471, 1.862455, 2.12698, 1.635546 ], [ 49268, 49268, 23655, 218126, 218126, 93237 ], [ -19834, -19834, -13090, -98921, -98921, -90647 ], [ 126, 118, 134, 126, 118, 134 ], [ 220, 211, 227, 220, 211, 227 ], [ 61, 61, 61, 61, 61, 61 ], [ 24755, 11589, 13166, 24755, 11589, 13166 ], [ 0, 0, 8.184564, 0, 0, 8.184564 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356902, 210803, 270206, 263299, 128105, 233305 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714060800000, "first_datapoint_time": 1714428000000, "last_datapoint_time": 1759059000000, "evaluation_time": 1759060546346, "expiration_time": 1765539000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|