Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337556.4989 | 191404.6989 | 146151.8 | 488397.2638 | 248847.8072 | 239549.4566 |
Total P&L (%) | 337.5565 | 191.4047 | 146.1518 | 488.3973 | 248.8478 | 239.5495 |
Avg Daily Profit (%) | 0.2724 | 0.1544 | 0.1179 | 0.1431 | 0.1009 | 0.0987 |
Buy And Hold Return (%) | 36.6259 | 36.6259 | 36.6259 | 36.6259 | 36.6259 | 36.6259 |
Max Trade Drawdown | -75039 | -42523 | -75039 | -281892 | -258682 | -183082 |
Profit Factor | 1.8568 | 2.1733 | 1.6331 | 1.4471 | 1.5241 | 1.3878 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 75.5102 | 71.4286 | 79.5918 | 75.5102 | 71.4286 | 79.5918 |
Ratio Avg Win / Avg Loss | 0.6022 | 0.8693 | 0.4188 | 0.4693 | 0.6096 | 0.3559 |
Largest Winning Trade | 25792 | 25792 | 20735 | 90957 | 90957 | 80205 |
Largest Losing Trade | -75039 | -34966 | -75039 | -192717 | -192717 | -163372 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Losers | 83 | 85 | 80 | 83 | 85 | 80 |
Bars Traded | 3391 | 1926 | 1465 | 3391 | 1926 | 1465 |
Profit Streak | 34.0716 | 84.7383 | 34.0716 | 34.0716 | 84.7383 | 34.0716 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516026 | 419198 | -32281 | 95780 | -54426 | -57372 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1239.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1657699200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759138988610, "expiration_time": 1762345152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 60, "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": [ [ 337556.49891281, 191404.6989023493, 146151.8000104608, 488397.2638249802, 248847.8071885544, 239549.4566364256 ], [ 337.556499, 191.404699, 146.1518, 488.397264, 248.847807, 239.549457 ], [ 0.27237, 0.154442, 0.117928, 0.143102, 0.100869, 0.098687 ], [ 36.625917, 36.625917, 36.625917, 36.625917, 36.625917, 36.625917 ], [ -75039, -42523, -75039, -281892, -258682, -183082 ], [ 1.856822, 2.173342, 1.633143, 1.447053, 1.524108, 1.387822 ], [ 98, 49, 49, 98, 49, 49 ], [ 74, 35, 39, 74, 35, 39 ], [ 24, 14, 10, 24, 14, 10 ], [ 75.510204, 71.428571, 79.591837, 75.510204, 71.428571, 79.591837 ], [ 0.602213, 0.869337, 0.418755, 0.469314, 0.609643, 0.355852 ], [ 25792, 25792, 20735, 90957, 90957, 80205 ], [ -75039, -34966, -75039, -192717, -192717, -163372 ], [ 34, 39, 29, 34, 39, 29 ], [ 18, 20, 16, 18, 20, 16 ], [ 83, 85, 80, 83, 85, 80 ], [ 3391, 1926, 1465, 3391, 1926, 1465 ], [ 34.071627, 84.738294, 34.071627, 34.071627, 84.738294, 34.071627 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 516026, 419198, -32281, 95780, -54426, -57372 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3718, "evaluation_days": 1239.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1657699200000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759138988610, "expiration_time": 1762345152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 60, "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) |
---|