Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234061.76 | 196782.2127 | 37279.5473 | -142619.5816 | 1109.6261 | -143729.2077 |
Total P&L (%) | 234.0618 | 196.7822 | 37.2795 | -142.6196 | 1.1096 | -143.7292 |
Avg Daily Profit (%) | 0.1871 | 0.1573 | 0.0298 | 0 | 0.0009 | 0 |
Buy And Hold Return (%) | 16.5698 | 16.5698 | 16.5698 | 16.5698 | 16.5698 | 16.5698 |
Max Trade Drawdown | -138097 | -48242 | -146198 | -188990 | -40997 | -169432 |
Profit Factor | 1.4962 | 2.0592 | 1.1304 | 0.4932 | 1.014 | 0.2884 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 134 | 67 | 67 | 36 | 17 | 19 |
Losing Trades | 23 | 11 | 12 | 121 | 61 | 60 |
Profitability (%) | 85.3503 | 85.8974 | 84.8101 | 22.9299 | 21.7949 | 24.0506 |
Ratio Avg Win / Avg Loss | 0.2568 | 0.3381 | 0.2025 | 1.6578 | 3.6383 | 0.9106 |
Largest Winning Trade | 19024 | 18762 | 19024 | 25537 | 25537 | 15841 |
Largest Losing Trade | -105972 | -48242 | -105972 | -101127 | -15010 | -101127 |
Avg Bars in Trades | 30 | 33 | 26 | 30 | 33 | 26 |
Avg Bars in Winners | 12 | 13 | 12 | 64 | 81 | 49 |
Avg Bars in Losers | 131 | 156 | 108 | 19 | 20 | 19 |
Bars Traded | 4725 | 2606 | 2118 | 4725 | 2606 | 2118 |
Profit Streak | 25.7016 | 91.4516 | 25.7016 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511835 | -19880 | -257654 | -616115 | -639861 | -641457 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 1251, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1657260000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760158215116, "expiration_time": 1763383392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 241, "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": [ [ 234061.7600206553, 196782.2126721595, 37279.5473484958, -142619.581597571, 1109.6260892858, -143729.2076868568 ], [ 234.06176, 196.782213, 37.279547, -142.619582, 1.109626, -143.729208 ], [ 0.1871, 0.1573, 0.0298, 0, 0.000882, 0 ], [ 16.569767, 16.569767, 16.569767, 16.569767, 16.569767, 16.569767 ], [ -138097, -48242, -146198, -188990, -40997, -169432 ], [ 1.4962, 2.059243, 1.130379, 0.493221, 1.013965, 0.288354 ], [ 157, 78, 79, 157, 78, 79 ], [ 134, 67, 67, 36, 17, 19 ], [ 23, 11, 12, 121, 61, 60 ], [ 85.350318, 85.897436, 84.810127, 22.929936, 21.794872, 24.050633 ], [ 0.25681, 0.338085, 0.202456, 1.657769, 3.638346, 0.910591 ], [ 19024, 18762, 19024, 25537, 25537, 15841 ], [ -105972, -48242, -105972, -101127, -15010, -101127 ], [ 30, 33, 26, 30, 33, 26 ], [ 12, 13, 12, 64, 81, 49 ], [ 131, 156, 108, 19, 20, 19 ], [ 4725, 2606, 2118, 4725, 2606, 2118 ], [ 25.701564, 91.451564, 25.701564, 0, 0, 0 ], [ 6, 5, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 511835, -19880, -257654, -616115, -639861, -641457 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5004, "evaluation_days": 1251, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1657260000000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760158215116, "expiration_time": 1763383392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 241, "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) |
---|