Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103803.0864 | 202614.522 | -98811.4356 | 204635.2932 | 278132.1503 | -73496.8571 |
Total P&L (%) | 103.8031 | 202.6145 | -98.8114 | 204.6353 | 278.1322 | -73.4969 |
Avg Daily Profit (%) | 0.0835 | 0.163 | -0.0795 | 0.0897 | 0.1071 | -0.1068 |
Buy And Hold Return (%) | 15.6947 | 15.6947 | 15.6947 | 15.6947 | 15.6947 | 15.6947 |
Max Trade Drawdown | -323096 | -37758 | -287959 | -381734 | -83778 | -414755 |
Profit Factor | 1.1705 | 2.2943 | 0.7815 | 1.2689 | 2.7698 | 0.8783 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 53 | 24 | 29 | 55 | 28 | 27 |
Losing Trades | 28 | 16 | 12 | 26 | 12 | 14 |
Profitability (%) | 65.4321 | 60 | 70.7317 | 67.9012 | 70 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.6184 | 1.5295 | 0.3234 | 0.5998 | 1.187 | 0.4554 |
Largest Winning Trade | 50461 | 50461 | 24781 | 191299 | 73323 | 191299 |
Largest Losing Trade | -207054 | -25905 | -207054 | -359639 | -60168 | -359639 |
Avg Bars in Trades | 175 | 188 | 162 | 175 | 188 | 162 |
Avg Bars in Winners | 111 | 121 | 102 | 131 | 149 | 112 |
Avg Bars in Losers | 296 | 289 | 305 | 268 | 280 | 258 |
Bars Traded | 14188 | 7543 | 6645 | 14188 | 7543 | 6645 |
Profit Streak | 20.8912 | 0 | 38.7246 | 20.8912 | 0 | 38.7246 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129750 | 467914 | -577508 | -88146 | -43241 | -578140 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14914, "evaluation_days": 1242.83, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653494400000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759469002862, "expiration_time": 1763329708800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 2.97144 } } }
{ "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": [ [ 103803.0863999568, 202614.5219906882, -98811.4355907315, 204635.2932165402, 278132.1502891323, -73496.8570725918 ], [ 103.803086, 202.614522, -98.811436, 204.635293, 278.13215, -73.496857 ], [ 0.083522, 0.163027, -0.079505, 0.08967, 0.107077, -0.106788 ], [ 15.694698, 15.694698, 15.694698, 15.694698, 15.694698, 15.694698 ], [ -323096, -37758, -287959, -381734, -83778, -414755 ], [ 1.170538, 2.294269, 0.781455, 1.268868, 2.769775, 0.878305 ], [ 81, 40, 41, 81, 40, 41 ], [ 53, 24, 29, 55, 28, 27 ], [ 28, 16, 12, 26, 12, 14 ], [ 65.432099, 60, 70.731707, 67.901235, 70, 65.853659 ], [ 0.618397, 1.529512, 0.323361, 0.599829, 1.187047, 0.455417 ], [ 50461, 50461, 24781, 191299, 73323, 191299 ], [ -207054, -25905, -207054, -359639, -60168, -359639 ], [ 175, 188, 162, 175, 188, 162 ], [ 111, 121, 102, 131, 149, 112 ], [ 296, 289, 305, 268, 280, 258 ], [ 14188, 7543, 6645, 14188, 7543, 6645 ], [ 20.891237, 0, 38.72457, 20.891237, 0, 38.72457 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -129750, 467914, -577508, -88146, -43241, -578140 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14914, "evaluation_days": 1242.83, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653494400000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759469002862, "expiration_time": 1763329708800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 2.97144 } } }
# | 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) |
---|