Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200621.0212 | 212808.8553 | -12187.8341 | -32233.7502 | 133436.9947 | -165670.7449 |
Total P&L (%) | 200.621 | 212.8089 | -12.1878 | -32.2338 | 133.437 | -165.6707 |
Avg Daily Profit (%) | 0.1609 | 0.1707 | -0.0098 | -0.0312 | 0.068 | 0 |
Buy And Hold Return (%) | 10.0619 | 10.0619 | 10.0619 | 10.0619 | 10.0619 | 10.0619 |
Max Trade Drawdown | -132359 | -77821 | -109074 | -160463 | -38246 | -189533 |
Profit Factor | 1.3929 | 2.1205 | 0.962 | 0.92 | 2.3869 | 0.4602 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 57.3333 | 54.0541 | 60.5263 | 57.3333 | 54.0541 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.0366 | 1.8025 | 0.6274 | 0.6847 | 2.0289 | 0.3001 |
Largest Winning Trade | 83638 | 83638 | 35340 | 83063 | 83063 | 20122 |
Largest Losing Trade | -78241 | -30410 | -78241 | -142693 | -27548 | -142693 |
Avg Bars in Trades | 47 | 50 | 43 | 47 | 50 | 43 |
Avg Bars in Winners | 40 | 47 | 35 | 40 | 47 | 35 |
Avg Bars in Losers | 55 | 54 | 57 | 55 | 54 | 57 |
Bars Traded | 3541 | 1872 | 1669 | 3541 | 1872 | 1669 |
Profit Streak | 61.2117 | 108.2117 | 61.2117 | 61.2117 | 108.2117 | 61.2117 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50661 | 478370 | -578424 | -639378 | -95699 | -578424 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3741, "evaluation_days": 1247, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653984000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759813486855, "expiration_time": 1763027424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 34, "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": [ [ 200621.021202045, 212808.8552557305, -12187.8340536855, -32233.7501829717, 133436.9947202069, -165670.7449031785 ], [ 200.621021, 212.808855, -12.187834, -32.23375, 133.436995, -165.670745 ], [ 0.160883, 0.170657, -0.009774, -0.031198, 0.068006, 0 ], [ 10.061947, 10.061947, 10.061947, 10.061947, 10.061947, 10.061947 ], [ -132359, -77821, -109074, -160463, -38246, -189533 ], [ 1.392948, 2.120542, 0.961989, 0.920038, 2.386924, 0.460185 ], [ 75, 37, 38, 75, 37, 38 ], [ 43, 20, 23, 43, 20, 23 ], [ 32, 17, 15, 32, 17, 15 ], [ 57.333333, 54.054054, 60.526316, 57.333333, 54.054054, 60.526316 ], [ 1.036612, 1.802461, 0.627384, 0.684679, 2.028886, 0.300121 ], [ 83638, 83638, 35340, 83063, 83063, 20122 ], [ -78241, -30410, -78241, -142693, -27548, -142693 ], [ 47, 50, 43, 47, 50, 43 ], [ 40, 47, 35, 40, 47, 35 ], [ 55, 54, 57, 55, 54, 57 ], [ 3541, 1872, 1669, 3541, 1872, 1669 ], [ 61.211653, 108.211653, 61.211653, 61.211653, 108.211653, 61.211653 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -50661, 478370, -578424, -639378, -95699, -578424 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3741, "evaluation_days": 1247, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653984000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759813486855, "expiration_time": 1763027424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 34, "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) |
---|