Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447386.8913 | 283600.7494 | 163786.1419 | 984428.3597 | 651240.4429 | 333187.9168 |
Total P&L (%) | 447.3869 | 283.6007 | 163.7861 | 984.4284 | 651.2404 | 333.1879 |
Avg Daily Profit (%) | 0.4295 | 0.2723 | 0.1572 | 0.2291 | 0.1938 | 0.1408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83542 | -55147 | -88270 | -650829 | -444576 | -656990 |
Profit Factor | 1.9966 | 2.7318 | 1.5744 | 1.5648 | 1.9768 | 1.3096 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 81.4815 | 79.1045 | 83.8235 | 81.4815 | 79.1045 | 83.8235 |
Ratio Avg Win / Avg Loss | 0.4538 | 0.7216 | 0.3038 | 0.3556 | 0.5222 | 0.2527 |
Largest Winning Trade | 21384 | 19055 | 21384 | 178174 | 178174 | 164725 |
Largest Losing Trade | -83542 | -35183 | -83542 | -404700 | -320266 | -404700 |
Avg Bars in Trades | 182 | 203 | 162 | 182 | 203 | 162 |
Avg Bars in Winners | 100 | 109 | 92 | 100 | 109 | 92 |
Avg Bars in Losers | 541 | 556 | 522 | 541 | 556 | 522 |
Bars Traded | 24629 | 13605 | 11024 | 24629 | 13605 | 11024 |
Profit Streak | 15.5607 | 15.5607 | 30.9357 | 15.5607 | 15.5607 | 30.9357 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603098 | -101652 | -96569 | 521136 | -103363 | -110460 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669582800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758907647882, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 238, "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": [ [ 447386.8912833183, 283600.7493860639, 163786.1418972545, 984428.35968122, 651240.4428676631, 333187.9168135569 ], [ 447.386891, 283.600749, 163.786142, 984.42836, 651.240443, 333.187917 ], [ 0.429511, 0.272269, 0.157242, 0.229102, 0.193786, 0.140842 ], [ 10, 10, 10, 10, 10, 10 ], [ -83542, -55147, -88270, -650829, -444576, -656990 ], [ 1.996563, 2.731766, 1.574354, 1.564786, 1.976774, 1.309572 ], [ 135, 67, 68, 135, 67, 68 ], [ 110, 53, 57, 110, 53, 57 ], [ 25, 14, 11, 25, 14, 11 ], [ 81.481481, 79.104478, 83.823529, 81.481481, 79.104478, 83.823529 ], [ 0.453764, 0.721598, 0.303823, 0.355633, 0.522167, 0.252724 ], [ 21384, 19055, 21384, 178174, 178174, 164725 ], [ -83542, -35183, -83542, -404700, -320266, -404700 ], [ 182, 203, 162, 182, 203, 162 ], [ 100, 109, 92, 100, 109, 92 ], [ 541, 556, 522, 541, 556, 522 ], [ 24629, 13605, 11024, 24629, 13605, 11024 ], [ 15.560739, 15.560739, 30.935739, 15.560739, 15.560739, 30.935739 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 603098, -101652, -96569, 521136, -103363, -110460 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669582800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758907647882, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 238, "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) |
---|