Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332174.7151 | 282908.0606 | 49266.6545 | 426420.2396 | 270099.4953 | 156320.7444 |
Total P&L (%) | 332.1747 | 282.9081 | 49.2667 | 426.4202 | 270.0995 | 156.3207 |
Avg Daily Profit (%) | 0.2657 | 0.2263 | 0.0394 | 0.133 | 0.1047 | 0.0753 |
Buy And Hold Return (%) | 124.6838 | 124.6838 | 124.6838 | 124.6838 | 124.6838 | 124.6838 |
Max Trade Drawdown | -73959 | -59880 | -70774 | -238971 | -216898 | -174262 |
Profit Factor | 1.8089 | 2.6291 | 1.2079 | 1.436 | 1.5145 | 1.3451 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 57.1429 | 58.9744 | 55.2632 | 57.1429 | 58.9744 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.3566 | 1.8289 | 0.9778 | 1.077 | 1.0536 | 1.0889 |
Largest Winning Trade | 106615 | 106615 | 33506 | 144613 | 144613 | 89334 |
Largest Losing Trade | -47416 | -37928 | -47416 | -127912 | -127912 | -56128 |
Avg Bars in Trades | 30 | 39 | 21 | 30 | 39 | 21 |
Avg Bars in Winners | 33 | 37 | 28 | 33 | 37 | 28 |
Avg Bars in Losers | 26 | 42 | 11 | 26 | 42 | 11 |
Bars Traded | 2334 | 1534 | 800 | 2334 | 1534 | 800 |
Profit Streak | 72.2924 | 72.2924 | 311.2924 | 72.2924 | 72.2924 | 311.2924 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36554 | 356961 | -305839 | -60992 | -55383 | -176505 |
{ "trading_pair": "LDO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2500, "evaluation_days": 1250, "actual_first_datapoint_time": 1652054400000, "first_datapoint_time": 1656460800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760036459479, "expiration_time": 1763251200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "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": [ [ 332174.7150721696, 282908.060598417, 49266.6544737524, 426420.2396409905, 270099.4952646451, 156320.7443763455 ], [ 332.174715, 282.908061, 49.266654, 426.42024, 270.099495, 156.320744 ], [ 0.26574, 0.226326, 0.039413, 0.132963, 0.104743, 0.075329 ], [ 124.683794, 124.683794, 124.683794, 124.683794, 124.683794, 124.683794 ], [ -73959, -59880, -70774, -238971, -216898, -174262 ], [ 1.808858, 2.629098, 1.207866, 1.436043, 1.51453, 1.345089 ], [ 77, 39, 38, 77, 39, 38 ], [ 44, 23, 21, 44, 23, 21 ], [ 33, 16, 17, 33, 16, 17 ], [ 57.142857, 58.974359, 55.263158, 57.142857, 58.974359, 55.263158 ], [ 1.356644, 1.828938, 0.977796, 1.077032, 1.053586, 1.088881 ], [ 106615, 106615, 33506, 144613, 144613, 89334 ], [ -47416, -37928, -47416, -127912, -127912, -56128 ], [ 30, 39, 21, 30, 39, 21 ], [ 33, 37, 28, 33, 37, 28 ], [ 26, 42, 11, 26, 42, 11 ], [ 2334, 1534, 800, 2334, 1534, 800 ], [ 72.292355, 72.292355, 311.292355, 72.292355, 72.292355, 311.292355 ], [ 4, 2, 4, 4, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -36554, 356961, -305839, -60992, -55383, -176505 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2500, "evaluation_days": 1250, "actual_first_datapoint_time": 1652054400000, "first_datapoint_time": 1656460800000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760036459479, "expiration_time": 1763251200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 53, "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) |
---|