Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288705.7881 | 238980.4829 | 49725.3052 | -127297.6776 | -12460.7834 | -114836.8942 |
Total P&L (%) | 288.7058 | 238.9805 | 49.7253 | -127.2977 | -12.4608 | -114.8369 |
Avg Daily Profit (%) | 0.2303 | 0.1907 | 0.0397 | 0 | -0.0106 | 0 |
Buy And Hold Return (%) | 44.6285 | 44.6285 | 44.6285 | 44.6285 | 44.6285 | 44.6285 |
Max Trade Drawdown | -169710 | -42666 | -136632 | -29624 | -13175 | -17930 |
Profit Factor | 1.5322 | 2.3488 | 1.1361 | 0.1695 | 0.5162 | 0.0995 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 140 | 68 | 72 | 28 | 15 | 13 |
Losing Trades | 19 | 11 | 8 | 131 | 64 | 67 |
Profitability (%) | 88.0503 | 86.0759 | 90 | 17.6101 | 18.9873 | 16.25 |
Ratio Avg Win / Avg Loss | 0.2079 | 0.38 | 0.1262 | 0.7931 | 2.2025 | 0.5128 |
Largest Winning Trade | 21180 | 19530 | 21180 | 7263 | 7263 | 4427 |
Largest Losing Trade | -136632 | -39995 | -136632 | -99016 | -2684 | -99016 |
Avg Bars in Trades | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Winners | 7 | 7 | 6 | 37 | 44 | 29 |
Avg Bars in Losers | 72 | 76 | 66 | 10 | 10 | 9 |
Bars Traded | 2367 | 1340 | 1027 | 2367 | 1340 | 1027 |
Profit Streak | 42.5144 | 95.5144 | 42.5144 | 0 | 0 | 0 |
Trades During Streak | 12 | 8 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545407 | -12219 | -355091 | -642052 | -660717 | -668060 |
{ "trading_pair": "LDO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2507, "evaluation_days": 1253.5, "actual_first_datapoint_time": 1652054400000, "first_datapoint_time": 1655769600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760358047788, "expiration_time": 1763562672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 87, "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": [ [ 288705.7881217379, 238980.4828887429, 49725.3052329952, -127297.6776197093, -12460.7834158613, -114836.8942038479 ], [ 288.705788, 238.980483, 49.725305, -127.297678, -12.460783, -114.836894 ], [ 0.23032, 0.190651, 0.039669, 0, -0.010616, 0 ], [ 44.628483, 44.628483, 44.628483, 44.628483, 44.628483, 44.628483 ], [ -169710, -42666, -136632, -29624, -13175, -17930 ], [ 1.532205, 2.348834, 1.136124, 0.169523, 0.5162, 0.099506 ], [ 159, 79, 80, 159, 79, 80 ], [ 140, 68, 72, 28, 15, 13 ], [ 19, 11, 8, 131, 64, 67 ], [ 88.050314, 86.075949, 90, 17.610063, 18.987342, 16.25 ], [ 0.207942, 0.379958, 0.126236, 0.793125, 2.202455, 0.512837 ], [ 21180, 19530, 21180, 7263, 7263, 4427 ], [ -136632, -39995, -136632, -99016, -2684, -99016 ], [ 14, 16, 12, 14, 16, 12 ], [ 7, 7, 6, 37, 44, 29 ], [ 72, 76, 66, 10, 10, 9 ], [ 2367, 1340, 1027, 2367, 1340, 1027 ], [ 42.514442, 95.514442, 42.514442, 0, 0, 0 ], [ 12, 8, 6, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 545407, -12219, -355091, -642052, -660717, -668060 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2507, "evaluation_days": 1253.5, "actual_first_datapoint_time": 1652054400000, "first_datapoint_time": 1655769600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760358047788, "expiration_time": 1763562672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 87, "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) |
---|