Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276200.4088 | 171772.5826 | 104427.8262 | -139827.4682 | -15448.5963 | -124378.8719 |
Total P&L (%) | 276.2004 | 171.7726 | 104.4278 | -139.8275 | -15.4486 | -124.3789 |
Avg Daily Profit (%) | 0.223 | 0.1387 | 0.0843 | 0 | -0.0135 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125595 | -50308 | -102098 | -278316 | -80288 | -210857 |
Profit Factor | 1.6863 | 1.9895 | 1.4563 | 0.6266 | 0.8871 | 0.4767 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 110 | 54 | 56 | 38 | 19 | 19 |
Losing Trades | 26 | 14 | 12 | 98 | 49 | 49 |
Profitability (%) | 80.8824 | 79.4118 | 82.3529 | 27.9412 | 27.9412 | 27.9412 |
Ratio Avg Win / Avg Loss | 0.3986 | 0.5158 | 0.3121 | 1.6159 | 2.2877 | 1.2293 |
Largest Winning Trade | 19530 | 19530 | 19209 | 26102 | 26102 | 18235 |
Largest Losing Trade | -102098 | -48131 | -102098 | -174766 | -52575 | -174766 |
Avg Bars in Trades | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Winners | 11 | 12 | 10 | 44 | 50 | 37 |
Avg Bars in Losers | 80 | 87 | 71 | 17 | 19 | 14 |
Bars Traded | 3367 | 1921 | 1446 | 3367 | 1921 | 1446 |
Profit Streak | 13.2285 | 79.2285 | 13.2285 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511362 | -110625 | -185204 | -594214 | -704032 | -705143 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3716, "evaluation_days": 1238.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1659254400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759094941700, "expiration_time": 1762285824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 250, "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": [ [ 276200.4088121316, 171772.5826385313, 104427.8261736003, -139827.4682265193, -15448.5963393229, -124378.8718871963 ], [ 276.200409, 171.772583, 104.427826, -139.827468, -15.448596, -124.378872 ], [ 0.222981, 0.138675, 0.084306, 0, -0.013547, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -125595, -50308, -102098, -278316, -80288, -210857 ], [ 1.686326, 1.989504, 1.456338, 0.626573, 0.887052, 0.476667 ], [ 136, 68, 68, 136, 68, 68 ], [ 110, 54, 56, 38, 19, 19 ], [ 26, 14, 12, 98, 49, 49 ], [ 80.882353, 79.411765, 82.352941, 27.941176, 27.941176, 27.941176 ], [ 0.398586, 0.515797, 0.312072, 1.615898, 2.287661, 1.2293 ], [ 19530, 19530, 19209, 26102, 26102, 18235 ], [ -102098, -48131, -102098, -174766, -52575, -174766 ], [ 24, 28, 21, 24, 28, 21 ], [ 11, 12, 10, 44, 50, 37 ], [ 80, 87, 71, 17, 19, 14 ], [ 3367, 1921, 1446, 3367, 1921, 1446 ], [ 13.228492, 79.228492, 13.228492, 0, 0, 0 ], [ 2, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511362, -110625, -185204, -594214, -704032, -705143 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3716, "evaluation_days": 1238.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1659254400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759094941700, "expiration_time": 1762285824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 250, "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) |
---|