Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -33165.5599 | 155741.4887 | -188907.0486 | 1245019.8647 | 927440.5938 | 317579.2709 |
Total P&L (%) | -33.1656 | 155.7415 | -188.907 | 1245.0199 | 927.4406 | 317.5793 |
Avg Daily Profit (%) | -0.0268 | 0.126 | -0.1528 | 0.2104 | 0.1886 | 0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -418556 | -47540 | -374606 | -650327 | -452217 | -612428 |
Profit Factor | 0.9587 | 1.8001 | 0.6898 | 1.5226 | 2.2374 | 1.1945 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 28 | 32 | 58 | 29 | 29 |
Losing Trades | 32 | 18 | 14 | 34 | 17 | 17 |
Profitability (%) | 65.2174 | 60.8696 | 69.5652 | 63.0435 | 63.0435 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.5113 | 1.1572 | 0.3018 | 0.8926 | 1.3116 | 0.7002 |
Largest Winning Trade | 42834 | 42834 | 30879 | 426574 | 342793 | 426574 |
Largest Losing Trade | -304703 | -42054 | -304703 | -612428 | -419873 | -612428 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 28 | 28 | 28 | 29 | 26 | 32 |
Avg Bars in Losers | 60 | 45 | 78 | 56 | 50 | 62 |
Bars Traded | 3644 | 1626 | 2018 | 3644 | 1626 | 2018 |
Profit Streak | 10.2402 | 0 | 16.9069 | 10.2402 | 0 | 16.9069 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577624 | -21059 | -577596 | 387955 | 462675 | -44464 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3709, "evaluation_days": 1236.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653436800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758894356424, "expiration_time": 1762078176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } } }
{ "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": [ [ -33165.5598806487, 155741.488688649, -188907.0485692977, 1245019.8647155785, 927440.5937887618, 317579.270926817 ], [ -33.16556, 155.741489, -188.907049, 1245.019865, 927.440594, 317.579271 ], [ -0.026826, 0.125971, -0.152797, 0.21044, 0.188611, 0.115675 ], [ 10, 10, 10, 10, 10, 10 ], [ -418556, -47540, -374606, -650327, -452217, -612428 ], [ 0.958728, 1.800069, 0.689769, 1.522642, 2.237421, 1.194515 ], [ 92, 46, 46, 92, 46, 46 ], [ 60, 28, 32, 58, 29, 29 ], [ 32, 18, 14, 34, 17, 17 ], [ 65.217391, 60.869565, 69.565217, 63.043478, 63.043478, 63.043478 ], [ 0.511322, 1.157187, 0.301774, 0.892583, 1.311592, 0.700233 ], [ 42834, 42834, 30879, 426574, 342793, 426574 ], [ -304703, -42054, -304703, -612428, -419873, -612428 ], [ 39, 35, 43, 39, 35, 43 ], [ 28, 28, 28, 29, 26, 32 ], [ 60, 45, 78, 56, 50, 62 ], [ 3644, 1626, 2018, 3644, 1626, 2018 ], [ 10.240236, 0, 16.906903, 10.240236, 0, 16.906903 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -577624, -21059, -577596, 387955, 462675, -44464 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3709, "evaluation_days": 1236.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653436800000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758894356424, "expiration_time": 1762078176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 48, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } } }
# | 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) |
---|