Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319681.9355 | 230173.2542 | 89508.6813 | 472925.7641 | 52814.7711 | 420110.9931 |
Total P&L (%) | 319.6819 | 230.1733 | 89.5087 | 472.9258 | 52.8148 | 420.111 |
Avg Daily Profit (%) | 0.3069 | 0.221 | 0.0859 | 0.1677 | 0.0407 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76573 | -73213 | -63725 | -928135 | -906406 | -548728 |
Profit Factor | 1.4424 | 1.5924 | 1.2679 | 1.1021 | 1.0187 | 1.2319 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 175 | 81 | 94 | 175 | 81 | 94 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 69.7211 | 64.8 | 74.6032 | 69.7211 | 64.8 | 74.6032 |
Ratio Avg Win / Avg Loss | 0.6264 | 0.865 | 0.4316 | 0.4786 | 0.5534 | 0.4194 |
Largest Winning Trade | 28502 | 28502 | 24055 | 199863 | 199863 | 137739 |
Largest Losing Trade | -44507 | -41863 | -44507 | -565291 | -565291 | -390661 |
Avg Bars in Trades | 98 | 140 | 55 | 98 | 140 | 55 |
Avg Bars in Winners | 73 | 97 | 53 | 73 | 97 | 53 |
Avg Bars in Losers | 153 | 221 | 61 | 153 | 221 | 61 |
Bars Traded | 24611 | 17609 | 7002 | 24611 | 17609 | 7002 |
Profit Streak | 15.3388 | 15.3388 | 39.6305 | 15.3388 | 15.3388 | 39.6305 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478174 | 387801 | -75253 | -97040 | -338473 | 360800 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669590000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758906474472, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 240, "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": [ [ 319681.935456737, 230173.2542019245, 89508.6812548122, 472925.7641429292, 52814.7710576111, 420110.9930853177 ], [ 319.681935, 230.173254, 89.508681, 472.925764, 52.814771, 420.110993 ], [ 0.306908, 0.220976, 0.085932, 0.167724, 0.04072, 0.158424 ], [ 10, 10, 10, 10, 10, 10 ], [ -76573, -73213, -63725, -928135, -906406, -548728 ], [ 1.442402, 1.592415, 1.267932, 1.102134, 1.018738, 1.231868 ], [ 251, 125, 126, 251, 125, 126 ], [ 175, 81, 94, 175, 81, 94 ], [ 76, 44, 32, 76, 44, 32 ], [ 69.721116, 64.8, 74.603175, 69.721116, 64.8, 74.603175 ], [ 0.626414, 0.865015, 0.431637, 0.478641, 0.553388, 0.419359 ], [ 28502, 28502, 24055, 199863, 199863, 137739 ], [ -44507, -41863, -44507, -565291, -565291, -390661 ], [ 98, 140, 55, 98, 140, 55 ], [ 73, 97, 53, 73, 97, 53 ], [ 153, 221, 61, 153, 221, 61 ], [ 24611, 17609, 7002, 24611, 17609, 7002 ], [ 15.338825, 15.338825, 39.630491, 15.338825, 15.338825, 39.630492 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 478174, 387801, -75253, -97040, -338473, 360800 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669590000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758906474472, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 240, "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) |
---|