Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176141.0881 | 223066.8832 | -46925.795 | -531026.0486 | -159463.5559 | -371562.4927 |
Total P&L (%) | 176.1411 | 223.0669 | -46.9258 | -531.026 | -159.4636 | -371.5625 |
Avg Daily Profit (%) | 0.1408 | 0.1783 | -0.0375 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167922 | -51115 | -179004 | -661037 | -320078 | -382174 |
Profit Factor | 1.3274 | 2.6321 | 0.8831 | 0.5813 | 0.6936 | 0.5031 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 49 | 24 | 25 | 25 | 14 | 11 |
Losing Trades | 26 | 13 | 13 | 50 | 23 | 27 |
Profitability (%) | 65.3333 | 64.8649 | 65.7895 | 33.3333 | 37.8378 | 28.9474 |
Ratio Avg Win / Avg Loss | 0.7043 | 1.4257 | 0.4592 | 1.1625 | 1.1394 | 1.2349 |
Largest Winning Trade | 62135 | 62135 | 44434 | 167586 | 167586 | 101724 |
Largest Losing Trade | -165018 | -29009 | -165018 | -140409 | -140409 | -137533 |
Avg Bars in Trades | 188 | 200 | 176 | 188 | 200 | 176 |
Avg Bars in Winners | 128 | 132 | 123 | 291 | 301 | 279 |
Avg Bars in Losers | 301 | 324 | 279 | 136 | 138 | 135 |
Bars Traded | 14130 | 7410 | 6720 | 14130 | 7410 | 6720 |
Profit Streak | 25.3027 | 0 | 67.5527 | 0 | 60.7194 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64957 | 477971 | -577748 | -646870 | -583275 | -591515 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15012, "evaluation_days": 1251, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1654488000000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760174154751, "expiration_time": 1764060710400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 134, "offset": 200 } } }
{ "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": [ [ 176141.088129553, 223066.8831689273, -46925.7950393745, -531026.0485706422, -159463.555905019, -371562.4926656234 ], [ 176.141088, 223.066883, -46.925795, -531.026049, -159.463556, -371.562493 ], [ 0.1408, 0.178311, -0.037511, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -167922, -51115, -179004, -661037, -320078, -382174 ], [ 1.327354, 2.632079, 0.883094, 0.581261, 0.693569, 0.503103 ], [ 75, 37, 38, 75, 37, 38 ], [ 49, 24, 25, 25, 14, 11 ], [ 26, 13, 13, 50, 23, 27 ], [ 65.333333, 64.864865, 65.789474, 33.333333, 37.837838, 28.947368 ], [ 0.70431, 1.425709, 0.459209, 1.162522, 1.139434, 1.23489 ], [ 62135, 62135, 44434, 167586, 167586, 101724 ], [ -165018, -29009, -165018, -140409, -140409, -137533 ], [ 188, 200, 176, 188, 200, 176 ], [ 128, 132, 123, 291, 301, 279 ], [ 301, 324, 279, 136, 138, 135 ], [ 14130, 7410, 6720, 14130, 7410, 6720 ], [ 25.302717, 0, 67.552717, 0, 60.719384, 0 ], [ 1, 0, 2, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -64957, 477971, -577748, -646870, -583275, -591515 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15012, "evaluation_days": 1251, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1654488000000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760174154751, "expiration_time": 1764060710400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "zlma", "factors": { "length": 134, "offset": 200 } } }
# | 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) |
---|