Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -104696.2405 | 162253.9375 | -266950.178 | 673459.4305 | 425953.1689 | 247506.2616 |
Total P&L (%) | -104.6962 | 162.2539 | -266.9502 | 673.4594 | 425.9532 | 247.5063 |
Avg Daily Profit (%) | -0.084 | 0.1302 | -0.2141 | 0.1642 | 0.1332 | 0.1 |
Buy And Hold Return (%) | 108.4463 | 108.4463 | 108.4463 | 108.4463 | 108.4463 | 108.4463 |
Max Trade Drawdown | -406119 | -37293 | -153709 | -594769 | -162352 | -284725 |
Profit Factor | 0.8885 | 1.6741 | 0.6179 | 1.3041 | 1.5571 | 1.1706 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 69 | 36 | 33 | 63 | 34 | 29 |
Losing Trades | 49 | 23 | 26 | 55 | 25 | 30 |
Profitability (%) | 58.4746 | 61.0169 | 55.9322 | 53.3898 | 57.6271 | 49.1525 |
Ratio Avg Win / Avg Loss | 0.631 | 1.0696 | 0.4868 | 1.1385 | 1.145 | 1.211 |
Largest Winning Trade | 70534 | 70534 | 29577 | 631334 | 254449 | 631334 |
Largest Losing Trade | -326532 | -29398 | -326532 | -400987 | -131830 | -400987 |
Avg Bars in Trades | 30 | 23 | 36 | 30 | 23 | 36 |
Avg Bars in Winners | 23 | 18 | 29 | 24 | 21 | 29 |
Avg Bars in Losers | 39 | 32 | 46 | 36 | 27 | 44 |
Bars Traded | 3584 | 1412 | 2172 | 3584 | 1412 | 2172 |
Profit Streak | 22.4898 | 0 | 65.4898 | 22.4898 | 0 | 65.4898 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578818 | -203601 | -755717 | 310122 | -191188 | -273381 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3740, "evaluation_days": 1246.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655107200000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759779919500, "expiration_time": 1762997760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 37 } } }
{ "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": [ [ -104696.2404913449, 162253.937515334, -266950.1780066789, 673459.4304965321, 425953.1689389581, 247506.2615575742 ], [ -104.69624, 162.253938, -266.950178, 673.45943, 425.953169, 247.506262 ], [ -0.083981, 0.13015, -0.214131, 0.164228, 0.133247, 0.099965 ], [ 108.446281, 108.446281, 108.446281, 108.446281, 108.446281, 108.446281 ], [ -406119, -37293, -153709, -594769, -162352, -284725 ], [ 0.888532, 1.674113, 0.617854, 1.304054, 1.557149, 1.170646 ], [ 118, 59, 59, 118, 59, 59 ], [ 69, 36, 33, 63, 34, 29 ], [ 49, 23, 26, 55, 25, 30 ], [ 58.474576, 61.016949, 55.932203, 53.389831, 57.627119, 49.152542 ], [ 0.630986, 1.069572, 0.486794, 1.13846, 1.144963, 1.211013 ], [ 70534, 70534, 29577, 631334, 254449, 631334 ], [ -326532, -29398, -326532, -400987, -131830, -400987 ], [ 30, 23, 36, 30, 23, 36 ], [ 23, 18, 29, 24, 21, 29 ], [ 39, 32, 46, 36, 27, 44 ], [ 3584, 1412, 2172, 3584, 1412, 2172 ], [ 22.489809, 0, 65.489809, 22.489809, 0, 65.489809 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578818, -203601, -755717, 310122, -191188, -273381 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3740, "evaluation_days": 1246.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655107200000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759779919500, "expiration_time": 1762997760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 37 } } }
# | 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) |
---|