Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101277.2532 | 220921.7534 | -119644.5002 | -273361.5178 | -21486.8852 | -251874.6326 |
Total P&L (%) | 101.2773 | 220.9218 | -119.6445 | -273.3615 | -21.4869 | -251.8746 |
Avg Daily Profit (%) | 0.0818 | 0.1785 | -0.0967 | 0 | -0.0195 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -326385 | -59275 | -321642 | -519902 | -199030 | -555001 |
Profit Factor | 1.1235 | 1.9576 | 0.7969 | 0.7977 | 0.9521 | 0.721 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 131 | 66 | 65 | 37 | 18 | 19 |
Losing Trades | 36 | 17 | 19 | 130 | 65 | 65 |
Profitability (%) | 78.4431 | 79.5181 | 77.381 | 22.1557 | 21.6867 | 22.619 |
Ratio Avg Win / Avg Loss | 0.3088 | 0.5042 | 0.2329 | 2.8026 | 3.438 | 2.4666 |
Largest Winning Trade | 20095 | 20095 | 19209 | 384610 | 99263 | 384610 |
Largest Losing Trade | -289954 | -38703 | -289954 | -366089 | -45594 | -366089 |
Avg Bars in Trades | 21 | 24 | 17 | 21 | 24 | 17 |
Avg Bars in Winners | 10 | 13 | 8 | 54 | 66 | 43 |
Avg Bars in Losers | 59 | 69 | 50 | 11 | 13 | 10 |
Bars Traded | 3555 | 2064 | 1491 | 3555 | 2064 | 1491 |
Profit Streak | 40.3489 | 87.0156 | 40.3489 | 0 | 0 | 0 |
Trades During Streak | 6 | 6 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163606 | 501204 | -575575 | -619198 | -622472 | -618360 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3713, "evaluation_days": 1237.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653811200000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759018946225, "expiration_time": 1762196832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "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": [ [ 101277.2531980913, 220921.7533828293, -119644.5001847379, -273361.5177685561, -21486.8851910555, -251874.6325775007 ], [ 101.277253, 220.921753, -119.6445, -273.361518, -21.486885, -251.874633 ], [ 0.081829, 0.178498, -0.096669, 0, -0.019543, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -326385, -59275, -321642, -519902, -199030, -555001 ], [ 1.123528, 1.95761, 0.796929, 0.797664, 0.952061, 0.721012 ], [ 167, 83, 84, 167, 83, 84 ], [ 131, 66, 65, 37, 18, 19 ], [ 36, 17, 19, 130, 65, 65 ], [ 78.443114, 79.518072, 77.380952, 22.155689, 21.686747, 22.619048 ], [ 0.308756, 0.504233, 0.232948, 2.802602, 3.437997, 2.46662 ], [ 20095, 20095, 19209, 384610, 99263, 384610 ], [ -289954, -38703, -289954, -366089, -45594, -366089 ], [ 21, 24, 17, 21, 24, 17 ], [ 10, 13, 8, 54, 66, 43 ], [ 59, 69, 50, 11, 13, 10 ], [ 3555, 2064, 1491, 3555, 2064, 1491 ], [ 40.348914, 87.015581, 40.348914, 0, 0, 0 ], [ 6, 6, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163606, 501204, -575575, -619198, -622472, -618360 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3713, "evaluation_days": 1237.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653811200000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759018946225, "expiration_time": 1762196832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 61, "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) |
---|