Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193967.3343 | 116332.2892 | 77635.0451 | 190738.7654 | 151420.314 | 39318.4514 |
Total P&L (%) | 193.9673 | 116.3323 | 77.635 | 190.7388 | 151.4203 | 39.3185 |
Avg Daily Profit (%) | 0.3724 | 0.2234 | 0.1491 | 0.2051 | 0.1772 | 0.0637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64563 | -44659 | -42128 | -237309 | -146555 | -101316 |
Profit Factor | 1.3124 | 1.3612 | 1.2598 | 1.1443 | 1.2276 | 1.0599 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 124 | 57 | 67 | 124 | 57 | 67 |
Losing Trades | 165 | 87 | 78 | 165 | 87 | 78 |
Profitability (%) | 42.9066 | 39.5833 | 46.2069 | 42.9066 | 39.5833 | 46.2069 |
Ratio Avg Win / Avg Loss | 1.7463 | 2.0776 | 1.4666 | 1.5227 | 1.8738 | 1.2339 |
Largest Winning Trade | 55398 | 55398 | 30510 | 181390 | 181390 | 51530 |
Largest Losing Trade | -17501 | -15977 | -17501 | -41244 | -41244 | -40415 |
Avg Bars in Trades | 85 | 77 | 92 | 85 | 77 | 92 |
Avg Bars in Winners | 120 | 109 | 130 | 120 | 109 | 130 |
Avg Bars in Losers | 58 | 57 | 60 | 58 | 57 | 60 |
Bars Traded | 24640 | 11197 | 13443 | 24640 | 11197 | 13443 |
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 | 307789 | 165497 | 128325 | -54789 | 121903 | -267008 |
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714536000000, "first_datapoint_time": 1714957200000, "last_datapoint_time": 1759534200000, "evaluation_time": 1759535226044, "expiration_time": 1766014200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "hilo", "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": [ [ 193967.3343063539, 116332.2892468692, 77635.0450594849, 190738.7654333306, 151420.3140336963, 39318.4513996344 ], [ 193.967334, 116.332289, 77.635045, 190.738765, 151.420314, 39.318451 ], [ 0.37242, 0.223359, 0.14906, 0.205124, 0.177173, 0.063686 ], [ 10, 10, 10, 10, 10, 10 ], [ -64563, -44659, -42128, -237309, -146555, -101316 ], [ 1.312398, 1.36119, 1.259807, 1.144343, 1.22763, 1.059916 ], [ 289, 144, 145, 289, 144, 145 ], [ 124, 57, 67, 124, 57, 67 ], [ 165, 87, 78, 165, 87, 78 ], [ 42.906574, 39.583333, 46.206897, 42.906574, 39.583333, 46.206897 ], [ 1.746336, 2.077606, 1.466641, 1.522714, 1.873751, 1.233932 ], [ 55398, 55398, 30510, 181390, 181390, 51530 ], [ -17501, -15977, -17501, -41244, -41244, -40415 ], [ 85, 77, 92, 85, 77, 92 ], [ 120, 109, 130, 120, 109, 130 ], [ 58, 57, 60, 58, 57, 60 ], [ 24640, 11197, 13443, 24640, 11197, 13443 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307789, 165497, 128325, -54789, 121903, -267008 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714536000000, "first_datapoint_time": 1714957200000, "last_datapoint_time": 1759534200000, "evaluation_time": 1759535226044, "expiration_time": 1766014200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "hilo", "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) |
---|