Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206165.4737 | 180988.6594 | 25176.8143 | -73338.5952 | 26919.3436 | -100257.9388 |
Total P&L (%) | 206.1655 | 180.9887 | 25.1768 | -73.3386 | 26.9193 | -100.2579 |
Avg Daily Profit (%) | 0.1979 | 0.1737 | 0.0242 | -0.1268 | 0.0229 | 0 |
Buy And Hold Return (%) | 17.7067 | 17.7067 | 17.7067 | 17.7067 | 17.7067 | 17.7067 |
Max Trade Drawdown | -138748 | -95351 | -97559 | -112420 | -20024 | -128237 |
Profit Factor | 1.3195 | 1.697 | 1.0653 | 0.7298 | 1.3973 | 0.5077 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 65.4412 | 61.7647 | 69.1176 | 65.4412 | 61.7647 | 69.1176 |
Ratio Avg Win / Avg Loss | 0.6968 | 1.0505 | 0.476 | 0.3854 | 0.865 | 0.2268 |
Largest Winning Trade | 40580 | 40580 | 30174 | 14482 | 8570 | 14482 |
Largest Losing Trade | -92867 | -38894 | -92867 | -111254 | -14828 | -111254 |
Avg Bars in Trades | 180 | 181 | 178 | 180 | 181 | 178 |
Avg Bars in Winners | 131 | 133 | 128 | 131 | 133 | 128 |
Avg Bars in Losers | 273 | 260 | 290 | 273 | 260 | 290 |
Bars Traded | 24522 | 12368 | 12154 | 24522 | 12368 | 12154 |
Profit Streak | 0 | 0 | 17.0936 | 0 | 0 | 17.0936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306062 | -98154 | -451594 | -578416 | -281020 | -686909 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669590000000, "first_datapoint_time": 1670504400000, "last_datapoint_time": 1759590000000, "evaluation_time": 1759590883886, "expiration_time": 1766070000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 155, "offset": 100 } } }
{ "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": [ [ 206165.4737461201, 180988.6594219394, 25176.8143241807, -73338.5952239571, 26919.3435784126, -100257.9388023698 ], [ 206.165474, 180.988659, 25.176814, -73.338595, 26.919344, -100.257939 ], [ 0.197918, 0.173749, 0.02417, -0.126827, 0.022887, 0 ], [ 17.706693, 17.706693, 17.706693, 17.706693, 17.706693, 17.706693 ], [ -138748, -95351, -97559, -112420, -20024, -128237 ], [ 1.319542, 1.696991, 1.065306, 0.729771, 1.397266, 0.507653 ], [ 136, 68, 68, 136, 68, 68 ], [ 89, 42, 47, 89, 42, 47 ], [ 47, 26, 21, 47, 26, 21 ], [ 65.441176, 61.764706, 69.117647, 65.441176, 61.764706, 69.117647 ], [ 0.696837, 1.050518, 0.475988, 0.385385, 0.864974, 0.226824 ], [ 40580, 40580, 30174, 14482, 8570, 14482 ], [ -92867, -38894, -92867, -111254, -14828, -111254 ], [ 180, 181, 178, 180, 181, 178 ], [ 131, 133, 128, 131, 133, 128 ], [ 273, 260, 290, 273, 260, 290 ], [ 24522, 12368, 12154, 24522, 12368, 12154 ], [ 0, 0, 17.093563, 0, 0, 17.093563 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306062, -98154, -451594, -578416, -281020, -686909 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669590000000, "first_datapoint_time": 1670504400000, "last_datapoint_time": 1759590000000, "evaluation_time": 1759590883886, "expiration_time": 1766070000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 155, "offset": 100 } } }
# | 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) |
---|