Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514177.5756 | 461654.7018 | 52522.8738 | 180067.677 | 407534.7839 | -227467.1069 |
Total P&L (%) | 514.1776 | 461.6547 | 52.5229 | 180.0677 | 407.5348 | -227.4671 |
Avg Daily Profit (%) | 0.4127 | 0.3706 | 0.0422 | 0.0827 | 0.1305 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131243 | -82477 | -75086 | -527761 | -254467 | -370975 |
Profit Factor | 1.4862 | 1.8525 | 1.1018 | 1.0748 | 1.351 | 0.8176 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Losing Trades | 129 | 69 | 60 | 129 | 69 | 60 |
Profitability (%) | 50.1931 | 46.5116 | 53.8462 | 50.1931 | 46.5116 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.4748 | 2.1304 | 0.9444 | 1.0665 | 1.5536 | 0.7008 |
Largest Winning Trade | 236273 | 236273 | 26156 | 393671 | 393671 | 59101 |
Largest Losing Trade | -53201 | -31704 | -53201 | -197058 | -115724 | -197058 |
Avg Bars in Trades | 56 | 69 | 43 | 56 | 69 | 43 |
Avg Bars in Winners | 67 | 85 | 52 | 67 | 85 | 52 |
Avg Bars in Losers | 44 | 55 | 32 | 44 | 55 | 32 |
Bars Traded | 14589 | 8976 | 5613 | 14589 | 8976 | 5613 |
Profit Streak | 13.9042 | 0 | 72.2376 | 13.9042 | 0 | 72.2376 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469995 | 396942 | -246221 | -218831 | -18895 | -579012 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14949, "evaluation_days": 1245.75, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653228000000, "last_datapoint_time": 1759716000000, "evaluation_time": 1759722126625, "expiration_time": 1763590780800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "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": [ [ 514177.5756072518, 461654.7017858722, 52522.8738213796, 180067.6769941735, 407534.7839094389, -227467.1069152657 ], [ 514.177576, 461.654702, 52.522874, 180.067677, 407.534784, -227.467107 ], [ 0.412745, 0.370584, 0.042162, 0.082704, 0.13048, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -131243, -82477, -75086, -527761, -254467, -370975 ], [ 1.486197, 1.852507, 1.101784, 1.074775, 1.350968, 0.81758 ], [ 259, 129, 130, 259, 129, 130 ], [ 130, 60, 70, 130, 60, 70 ], [ 129, 69, 60, 129, 69, 60 ], [ 50.19305, 46.511628, 53.846154, 50.19305, 46.511628, 53.846154 ], [ 1.474765, 2.130383, 0.944386, 1.066508, 1.553614, 0.700783 ], [ 236273, 236273, 26156, 393671, 393671, 59101 ], [ -53201, -31704, -53201, -197058, -115724, -197058 ], [ 56, 69, 43, 56, 69, 43 ], [ 67, 85, 52, 67, 85, 52 ], [ 44, 55, 32, 44, 55, 32 ], [ 14589, 8976, 5613, 14589, 8976, 5613 ], [ 13.904243, 0, 72.237577, 13.904243, 0, 72.237577 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 469995, 396942, -246221, -218831, -18895, -579012 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14949, "evaluation_days": 1245.75, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653228000000, "last_datapoint_time": 1759716000000, "evaluation_time": 1759722126625, "expiration_time": 1763590780800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "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) |
---|