Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233479.883 | 220058.0118 | 13421.8712 | 170534.2187 | 127226.6279 | 43307.5908 |
Total P&L (%) | 233.4799 | 220.058 | 13.4219 | 170.5342 | 127.2266 | 43.3076 |
Avg Daily Profit (%) | 0.1891 | 0.1783 | 0.0109 | 0.0807 | 0.0665 | 0.0292 |
Buy And Hold Return (%) | 73.702 | 73.702 | 73.702 | 73.702 | 73.702 | 73.702 |
Max Trade Drawdown | -152930 | -48362 | -126568 | -86317 | -86317 | -77650 |
Profit Factor | 1.4313 | 2.2432 | 1.0368 | 1.3949 | 1.7936 | 1.1595 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 115 | 56 | 59 | 103 | 51 | 52 |
Losing Trades | 18 | 10 | 8 | 30 | 15 | 15 |
Profitability (%) | 86.4662 | 84.8485 | 88.0597 | 77.4436 | 77.2727 | 77.6119 |
Ratio Avg Win / Avg Loss | 0.224 | 0.4006 | 0.1406 | 0.4063 | 0.5275 | 0.3345 |
Largest Winning Trade | 23462 | 23462 | 16374 | 57103 | 28483 | 57103 |
Largest Losing Trade | -126568 | -48362 | -126568 | -120699 | -86317 | -120699 |
Avg Bars in Trades | 35 | 40 | 30 | 35 | 40 | 30 |
Avg Bars in Winners | 17 | 18 | 16 | 23 | 26 | 21 |
Avg Bars in Losers | 149 | 163 | 132 | 73 | 87 | 59 |
Bars Traded | 4666 | 2655 | 2011 | 4666 | 2655 | 2011 |
Profit Streak | 26.3732 | 77.3732 | 26.3732 | 26.3732 | 77.3732 | 26.3732 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382768 | -112503 | -636230 | -85185 | -231348 | -478026 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1655337600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833844709, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 152, "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": [ [ 233479.8830074668, 220058.0118293313, 13421.8711781355, 170534.2186800105, 127226.6278738936, 43307.5908061168 ], [ 233.479883, 220.058012, 13.421871, 170.534219, 127.226628, 43.307591 ], [ 0.189129, 0.178257, 0.010872, 0.08065, 0.066509, 0.029152 ], [ 73.701997, 73.701997, 73.701997, 73.701997, 73.701997, 73.701997 ], [ -152930, -48362, -126568, -86317, -86317, -77650 ], [ 1.431262, 2.24321, 1.036835, 1.394895, 1.793604, 1.159493 ], [ 133, 66, 67, 133, 66, 67 ], [ 115, 56, 59, 103, 51, 52 ], [ 18, 10, 8, 30, 15, 15 ], [ 86.466165, 84.848485, 88.059701, 77.443609, 77.272727, 77.61194 ], [ 0.224024, 0.400573, 0.140588, 0.40628, 0.52753, 0.334469 ], [ 23462, 23462, 16374, 57103, 28483, 57103 ], [ -126568, -48362, -126568, -120699, -86317, -120699 ], [ 35, 40, 30, 35, 40, 30 ], [ 17, 18, 16, 23, 26, 21 ], [ 149, 163, 132, 73, 87, 59 ], [ 4666, 2655, 2011, 4666, 2655, 2011 ], [ 26.373203, 77.373203, 26.373203, 26.373203, 77.373203, 26.373203 ], [ 10, 6, 5, 10, 6, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382768, -112503, -636230, -85185, -231348, -478026 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1655337600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833844709, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 152, "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) |
---|