Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191789.1285 | 234292.2038 | -42503.0752 | -240969.2769 | -62040.9329 | -178928.3441 |
Total P&L (%) | 191.7891 | 234.2922 | -42.5031 | -240.9693 | -62.0409 | -178.9283 |
Avg Daily Profit (%) | 0.1554 | 0.1898 | -0.0344 | 0 | -0.0784 | 0 |
Buy And Hold Return (%) | 10.7542 | 10.7542 | 10.7542 | 10.7542 | 10.7542 | 10.7542 |
Max Trade Drawdown | -134616 | -44515 | -172459 | -221725 | -78195 | -154079 |
Profit Factor | 1.3896 | 2.6109 | 0.8774 | 0.3783 | 0.5028 | 0.3193 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 46 | 25 | 21 | 25 | 12 | 13 |
Losing Trades | 26 | 11 | 15 | 47 | 24 | 23 |
Profitability (%) | 63.8889 | 69.4444 | 58.3333 | 34.7222 | 33.3333 | 36.1111 |
Ratio Avg Win / Avg Loss | 0.7854 | 1.1488 | 0.6267 | 0.7113 | 1.0055 | 0.5649 |
Largest Winning Trade | 63783 | 63783 | 44415 | 45433 | 14241 | 45433 |
Largest Losing Trade | -134296 | -28871 | -134296 | -103511 | -50087 | -103511 |
Avg Bars in Trades | 64 | 69 | 60 | 64 | 69 | 60 |
Avg Bars in Winners | 47 | 50 | 44 | 92 | 103 | 83 |
Avg Bars in Losers | 95 | 111 | 83 | 50 | 52 | 48 |
Bars Traded | 4675 | 2489 | 2186 | 4675 | 2489 | 2186 |
Profit Streak | 0 | 0 | 53.9054 | 30.1554 | 45.1554 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75495 | 501132 | -579137 | -669956 | -585039 | -586181 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654862400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758858226640, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 130, "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": [ [ 191789.1285283675, 234292.2037517385, -42503.075223371, -240969.2769214778, -62040.9328623186, -178928.3440591593 ], [ 191.789129, 234.292204, -42.503075, -240.969277, -62.040933, -178.928344 ], [ 0.155358, 0.189787, -0.034429, 0, -0.078435, 0 ], [ 10.754163, 10.754163, 10.754163, 10.754163, 10.754163, 10.754163 ], [ -134616, -44515, -172459, -221725, -78195, -154079 ], [ 1.389618, 2.610925, 0.877446, 0.378332, 0.502762, 0.319266 ], [ 72, 36, 36, 72, 36, 36 ], [ 46, 25, 21, 25, 12, 13 ], [ 26, 11, 15, 47, 24, 23 ], [ 63.888889, 69.444444, 58.333333, 34.722222, 33.333333, 36.111111 ], [ 0.785436, 1.148807, 0.626747, 0.711265, 1.005524, 0.564856 ], [ 63783, 63783, 44415, 45433, 14241, 45433 ], [ -134296, -28871, -134296, -103511, -50087, -103511 ], [ 64, 69, 60, 64, 69, 60 ], [ 47, 50, 44, 92, 103, 83 ], [ 95, 111, 83, 50, 52, 48 ], [ 4675, 2489, 2186, 4675, 2489, 2186 ], [ 0, 0, 53.905401, 30.155401, 45.155401, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -75495, 501132, -579137, -669956, -585039, -586181 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654862400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758858226640, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 130, "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) |
---|