Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349533.8913 | 344134.09 | 5399.8013 | 10505.8928 | 226900.6572 | -216394.7644 |
Total P&L (%) | 349.5339 | 344.1341 | 5.3998 | 10.5059 | 226.9007 | -216.3948 |
Avg Daily Profit (%) | 0.2831 | 0.2788 | 0.0044 | 0.0081 | 0.096 | 0 |
Buy And Hold Return (%) | 11.2992 | 11.2992 | 11.2992 | 11.2992 | 11.2992 | 11.2992 |
Max Trade Drawdown | -179737 | -109357 | -129638 | -1408561 | -761051 | -729643 |
Profit Factor | 1.5185 | 2.0712 | 1.0153 | 1.0031 | 1.1479 | 0.8854 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 66 | 38 | 28 | 66 | 38 | 28 |
Profitability (%) | 43.5897 | 35.5932 | 51.7241 | 43.5897 | 35.5932 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.9651 | 3.7478 | 0.9476 | 1.2981 | 2.0772 | 0.8263 |
Largest Winning Trade | 295852 | 295852 | 32601 | 451084 | 451084 | 246348 |
Largest Losing Trade | -38833 | -29760 | -38833 | -288270 | -176384 | -288270 |
Avg Bars in Trades | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Winners | 51 | 53 | 50 | 51 | 53 | 50 |
Avg Bars in Losers | 33 | 33 | 33 | 33 | 33 | 33 |
Bars Traded | 4821 | 2387 | 2434 | 4821 | 2387 | 2434 |
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 | 312471 | -170328 | -737943 | -567124 | -304059 | -760609 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654128000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758858235387, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 249, "offset": 0, "std": 1.19343 } } }
{ "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": [ [ 349533.8912773878, 344134.0899660556, 5399.8013113324, 10505.8927802365, 226900.6571580214, -216394.764377785 ], [ 349.533891, 344.13409, 5.399801, 10.505893, 226.900657, -216.394764 ], [ 0.283138, 0.278764, 0.004374, 0.008093, 0.095995, 0 ], [ 11.299213, 11.299213, 11.299213, 11.299213, 11.299213, 11.299213 ], [ -179737, -109357, -129638, -1408561, -761051, -729643 ], [ 1.518519, 2.071159, 1.015304, 1.003071, 1.147937, 0.885356 ], [ 117, 59, 58, 117, 59, 58 ], [ 51, 21, 30, 51, 21, 30 ], [ 66, 38, 28, 66, 38, 28 ], [ 43.589744, 35.59322, 51.724138, 43.589744, 35.59322, 51.724138 ], [ 1.965142, 3.747811, 0.947617, 1.298092, 2.077218, 0.826332 ], [ 295852, 295852, 32601, 451084, 451084, 246348 ], [ -38833, -29760, -38833, -288270, -176384, -288270 ], [ 41, 40, 41, 41, 40, 41 ], [ 51, 53, 50, 51, 53, 50 ], [ 33, 33, 33, 33, 33, 33 ], [ 4821, 2387, 2434, 4821, 2387, 2434 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312471, -170328, -737943, -567124, -304059, -760609 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654128000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758858235387, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 249, "offset": 0, "std": 1.19343 } } }
# | 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) |
---|