Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197880.6545 | 174211.4289 | 23669.2256 | 73716.8427 | -48807.8856 | 122524.7283 |
Total P&L (%) | 197.8807 | 174.2114 | 23.6692 | 73.7168 | -48.8079 | 122.5247 |
Avg Daily Profit (%) | 0.19 | 0.1673 | 0.0227 | 0.053 | -0.0643 | 0.0768 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122214 | -90715 | -53902 | -514979 | -487510 | -212521 |
Profit Factor | 1.1718 | 1.2941 | 1.0423 | 1.0225 | 0.9743 | 1.0889 |
Total Trades | 633 | 316 | 317 | 633 | 316 | 317 |
Winning Trades | 365 | 177 | 188 | 365 | 177 | 188 |
Losing Trades | 268 | 139 | 129 | 268 | 139 | 129 |
Profitability (%) | 57.6619 | 56.0127 | 59.306 | 57.6619 | 56.0127 | 59.306 |
Ratio Avg Win / Avg Loss | 0.8604 | 1.0162 | 0.7152 | 0.7508 | 0.7651 | 0.7471 |
Largest Winning Trade | 37151 | 37151 | 13952 | 160771 | 160771 | 67646 |
Largest Losing Trade | -48265 | -48265 | -28532 | -223578 | -223578 | -87551 |
Avg Bars in Trades | 38 | 61 | 16 | 38 | 61 | 16 |
Avg Bars in Winners | 28 | 39 | 17 | 28 | 39 | 17 |
Avg Bars in Losers | 53 | 89 | 13 | 53 | 89 | 13 |
Bars Traded | 24608 | 19479 | 5129 | 24608 | 19479 | 5129 |
Profit Streak | 6.1384 | 0 | 14.5967 | 6.1384 | 0 | 14.5967 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20689 | 333540 | -338463 | -314544 | -578901 | -210681 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669492800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758961155923, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 165, "offset": 0, "std": 4.60215 } }, "second_band": { "type": "midprice", "factors": { "length": 213, "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": [ [ 197880.6545351278, 174211.4289444962, 23669.2255906317, 73716.8427491215, -48807.8855998208, 122524.7283489426 ], [ 197.880655, 174.211429, 23.669226, 73.716843, -48.807886, 122.524728 ], [ 0.189974, 0.16725, 0.022723, 0.053033, -0.064262, 0.07682 ], [ 10, 10, 10, 10, 10, 10 ], [ -122214, -90715, -53902, -514979, -487510, -212521 ], [ 1.171794, 1.29405, 1.042313, 1.0225, 0.974278, 1.088868 ], [ 633, 316, 317, 633, 316, 317 ], [ 365, 177, 188, 365, 177, 188 ], [ 268, 139, 129, 268, 139, 129 ], [ 57.661927, 56.012658, 59.305994, 57.661927, 56.012658, 59.305994 ], [ 0.860386, 1.016231, 0.715204, 0.750767, 0.765111, 0.747149 ], [ 37151, 37151, 13952, 160771, 160771, 67646 ], [ -48265, -48265, -28532, -223578, -223578, -87551 ], [ 38, 61, 16, 38, 61, 16 ], [ 28, 39, 17, 28, 39, 17 ], [ 53, 89, 13, 53, 89, 13 ], [ 24608, 19479, 5129, 24608, 19479, 5129 ], [ 6.138379, 0, 14.596712, 6.138379, 0, 14.596712 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -20689, 333540, -338463, -314544, -578901, -210681 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669492800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758961155923, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 165, "offset": 0, "std": 4.60215 } }, "second_band": { "type": "midprice", "factors": { "length": 213, "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) |
---|