Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170638.3384 | 110517.7893 | 60120.5491 | 100716.4972 | 101372.6158 | -656.1185 |
Total P&L (%) | 170.6383 | 110.5178 | 60.1205 | 100.7165 | 101.3726 | -0.6561 |
Avg Daily Profit (%) | 0.3276 | 0.2122 | 0.1154 | 0.1339 | 0.1345 | -0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142291 | -96109 | -49826 | -214111 | -127065 | -96542 |
Profit Factor | 1.2743 | 1.4 | 1.1739 | 1.1327 | 1.3039 | 0.9985 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 43.5897 | 40.8163 | 46.3918 | 43.5897 | 40.8163 | 46.3918 |
Ratio Avg Win / Avg Loss | 1.6491 | 2.03 | 1.3565 | 1.4659 | 1.8907 | 1.1538 |
Largest Winning Trade | 60107 | 60107 | 27555 | 87532 | 87532 | 49689 |
Largest Losing Trade | -21409 | -21409 | -20625 | -51195 | -24480 | -51195 |
Avg Bars in Trades | 125 | 120 | 130 | 125 | 120 | 130 |
Avg Bars in Winners | 198 | 193 | 202 | 198 | 193 | 202 |
Avg Bars in Losers | 69 | 69 | 68 | 69 | 69 | 68 |
Bars Traded | 24476 | 11780 | 12695 | 24476 | 11780 | 12695 |
Profit Streak | 15.9765 | 21.8099 | 15.9765 | 15.9765 | 21.8099 | 15.9765 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330938 | 236342 | -70533 | -89394 | -15234 | -580800 |
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714023000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758907572116, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 144, "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": [ [ 170638.3384350673, 110517.7893375863, 60120.5490974809, 100716.4972407937, 101372.6157884958, -656.118547702 ], [ 170.638338, 110.517789, 60.120549, 100.716497, 101.372616, -0.656119 ], [ 0.327628, 0.212196, 0.115432, 0.133861, 0.134489, -0.001264 ], [ 10, 10, 10, 10, 10, 10 ], [ -142291, -96109, -49826, -214111, -127065, -96542 ], [ 1.274285, 1.399978, 1.173853, 1.132741, 1.303925, 0.998457 ], [ 195, 98, 97, 195, 98, 97 ], [ 85, 40, 45, 85, 40, 45 ], [ 110, 58, 52, 110, 58, 52 ], [ 43.589744, 40.816327, 46.391753, 43.589744, 40.816327, 46.391753 ], [ 1.649074, 2.029969, 1.356453, 1.465901, 1.890692, 1.153772 ], [ 60107, 60107, 27555, 87532, 87532, 49689 ], [ -21409, -21409, -20625, -51195, -24480, -51195 ], [ 125, 120, 130, 125, 120, 130 ], [ 198, 193, 202, 198, 193, 202 ], [ 69, 69, 68, 69, 69, 68 ], [ 24476, 11780, 12695, 24476, 11780, 12695 ], [ 15.976529, 21.809862, 15.976529, 15.976529, 21.809862, 15.976529 ], [ 3, 3, 1, 3, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 330938, 236342, -70533, -89394, -15234, -580800 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714023000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758907572116, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 144, "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) |
---|