Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277157.2942 | 255907.1211 | 21250.1732 | 574440.5107 | 302563.7843 | 271876.7264 |
Total P&L (%) | 277.1573 | 255.9071 | 21.2502 | 574.4405 | 302.5638 | 271.8767 |
Avg Daily Profit (%) | 0.2242 | 0.207 | 0.0172 | 0.1545 | 0.1127 | 0.1063 |
Buy And Hold Return (%) | 128.2942 | 128.2942 | 128.2942 | 128.2942 | 128.2942 | 128.2942 |
Max Trade Drawdown | -209330 | -52239 | -214433 | -365442 | -365442 | -237427 |
Profit Factor | 1.4997 | 2.554 | 1.0545 | 1.5407 | 1.6302 | 1.4669 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 98 | 49 | 49 | 94 | 48 | 46 |
Losing Trades | 15 | 7 | 8 | 19 | 8 | 11 |
Profitability (%) | 86.7257 | 87.5 | 85.9649 | 83.1858 | 85.7143 | 80.7018 |
Ratio Avg Win / Avg Loss | 0.2295 | 0.3649 | 0.1722 | 0.3114 | 0.2717 | 0.3508 |
Largest Winning Trade | 23282 | 23282 | 23105 | 110003 | 85096 | 110003 |
Largest Losing Trade | -139900 | -52239 | -139900 | -365442 | -365442 | -200429 |
Avg Bars in Trades | 31 | 35 | 26 | 31 | 35 | 26 |
Avg Bars in Winners | 15 | 16 | 14 | 21 | 23 | 18 |
Avg Bars in Losers | 133 | 166 | 104 | 80 | 104 | 62 |
Bars Traded | 3515 | 1984 | 1531 | 3515 | 1984 | 1531 |
Profit Streak | 26.8263 | 154.493 | 26.8263 | 26.8263 | 154.493 | 26.8263 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300388 | -171057 | -671763 | 435377 | -220756 | -232062 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3708, "evaluation_days": 1236, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1656835200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758858594402, "expiration_time": 1762048512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 166, "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": [ [ 277157.294249133, 255907.121063466, 21250.1731856669, 574440.5106738107, 302563.784267259, 271876.7264065518 ], [ 277.157294, 255.907121, 21.250173, 574.440511, 302.563784, 271.876726 ], [ 0.224237, 0.207045, 0.017193, 0.154546, 0.11274, 0.106318 ], [ 128.294243, 128.294243, 128.294243, 128.294243, 128.294243, 128.294243 ], [ -209330, -52239, -214433, -365442, -365442, -237427 ], [ 1.499659, 2.553963, 1.054486, 1.540656, 1.630174, 1.466853 ], [ 113, 56, 57, 113, 56, 57 ], [ 98, 49, 49, 94, 48, 46 ], [ 15, 7, 8, 19, 8, 11 ], [ 86.725664, 87.5, 85.964912, 83.185841, 85.714286, 80.701754 ], [ 0.22954, 0.364852, 0.172161, 0.311409, 0.271696, 0.350769 ], [ 23282, 23282, 23105, 110003, 85096, 110003 ], [ -139900, -52239, -139900, -365442, -365442, -200429 ], [ 31, 35, 26, 31, 35, 26 ], [ 15, 16, 14, 21, 23, 18 ], [ 133, 166, 104, 80, 104, 62 ], [ 3515, 1984, 1531, 3515, 1984, 1531 ], [ 26.826324, 154.492991, 26.826324, 26.826324, 154.492991, 26.826324 ], [ 6, 9, 3, 6, 9, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300388, -171057, -671763, 435377, -220756, -232062 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3708, "evaluation_days": 1236, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1656835200000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758858594402, "expiration_time": 1762048512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 166, "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) |
---|