Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152679.4954 | 208743.4172 | -56063.9217 | -72200.4619 | 127788.9537 | -199989.4157 |
Total P&L (%) | 152.6795 | 208.7434 | -56.0639 | -72.2005 | 127.789 | -199.9894 |
Avg Daily Profit (%) | 0.1237 | 0.1691 | -0.0454 | -0.1036 | 0.0667 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207436 | -105039 | -130727 | -294303 | -108214 | -238851 |
Profit Factor | 1.1021 | 1.3067 | 0.9312 | 0.964 | 1.1384 | 0.8151 |
Total Trades | 337 | 168 | 169 | 337 | 168 | 169 |
Winning Trades | 174 | 81 | 93 | 174 | 81 | 93 |
Losing Trades | 163 | 87 | 76 | 163 | 87 | 76 |
Profitability (%) | 51.632 | 48.2143 | 55.0296 | 51.632 | 48.2143 | 55.0296 |
Ratio Avg Win / Avg Loss | 1.0325 | 1.4035 | 0.7609 | 0.903 | 1.2227 | 0.6661 |
Largest Winning Trade | 44614 | 44614 | 39237 | 50388 | 43277 | 50388 |
Largest Losing Trade | -58610 | -29853 | -58610 | -72796 | -38109 | -72796 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4807 | 2396 | 2411 | 4807 | 2396 | 2411 |
Profit Streak | 18.0606 | 28.8106 | 18.0606 | 18.0606 | 28.8106 | 18.0606 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132299 | 318781 | -578452 | -577001 | -170818 | -578452 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654646400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914832504, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.69163 } } }
{ "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": [ [ 152679.4954266245, 208743.4171620997, -56063.9217354753, -72200.461915275, 127788.9537381827, -199989.415653458 ], [ 152.679495, 208.743417, -56.063922, -72.200462, 127.788954, -199.989416 ], [ 0.123677, 0.169091, -0.045414, -0.103644, 0.066709, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -207436, -105039, -130727, -294303, -108214, -238851 ], [ 1.10214, 1.306747, 0.93115, 0.963991, 1.138361, 0.815073 ], [ 337, 168, 169, 337, 168, 169 ], [ 174, 81, 93, 174, 81, 93 ], [ 163, 87, 76, 163, 87, 76 ], [ 51.632047, 48.214286, 55.029586, 51.632047, 48.214286, 55.029586 ], [ 1.032465, 1.403543, 0.76094, 0.903049, 1.222684, 0.666082 ], [ 44614, 44614, 39237, 50388, 43277, 50388 ], [ -58610, -29853, -58610, -72796, -38109, -72796 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 14, 14, 14, 14, 14, 14 ], [ 4807, 2396, 2411, 4807, 2396, 2411 ], [ 18.060561, 28.810561, 18.060561, 18.060561, 28.810561, 18.060561 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132299, 318781, -578452, -577001, -170818, -578452 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654646400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914832504, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.69163 } } }
# | 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) |
---|