Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176982.3093 | 193923.1709 | -16940.8615 | 188825.8557 | 135663.8712 | 53161.9845 |
Total P&L (%) | 176.9823 | 193.9232 | -16.9409 | 188.8259 | 135.6639 | 53.162 |
Avg Daily Profit (%) | 0.1415 | 0.1551 | -0.0135 | 0.0849 | 0.0686 | 0.0341 |
Buy And Hold Return (%) | 17.5323 | 17.5323 | 17.5323 | 17.5323 | 17.5323 | 17.5323 |
Max Trade Drawdown | -183906 | -48253 | -202885 | -271207 | -107480 | -248849 |
Profit Factor | 1.3013 | 1.99 | 0.9567 | 1.2907 | 1.5431 | 1.133 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 190 | 90 | 100 | 174 | 83 | 91 |
Losing Trades | 36 | 22 | 14 | 52 | 29 | 23 |
Profitability (%) | 83.7004 | 79.646 | 87.7193 | 76.652 | 73.4513 | 79.8246 |
Ratio Avg Win / Avg Loss | 0.2466 | 0.4865 | 0.1339 | 0.3857 | 0.5392 | 0.2864 |
Largest Winning Trade | 16678 | 16678 | 14063 | 135889 | 35672 | 135889 |
Largest Losing Trade | -143487 | -47409 | -143487 | -190964 | -106506 | -190964 |
Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Winners | 12 | 12 | 12 | 18 | 19 | 17 |
Avg Bars in Losers | 127 | 125 | 129 | 72 | 77 | 67 |
Bars Traded | 7132 | 4022 | 3110 | 7132 | 4022 | 3110 |
Profit Streak | 34.7472 | 34.7472 | 39.5805 | 34.7472 | 34.7472 | 39.5805 |
Trades During Streak | 17 | 8 | 13 | 17 | 8 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 57135 | 494580 | -574088 | -74847 | -96763 | -220400 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1250.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654243200000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760104555327, "expiration_time": 1763338464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 151, "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": [ [ 176982.3093231074, 193923.1708510802, -16940.8615279726, 188825.8556852394, 135663.8712198871, 53161.9844653521 ], [ 176.982309, 193.923171, -16.940862, 188.825856, 135.663871, 53.161984 ], [ 0.141548, 0.155098, -0.013549, 0.084866, 0.068584, 0.034103 ], [ 17.532338, 17.532338, 17.532338, 17.532338, 17.532338, 17.532338 ], [ -183906, -48253, -202885, -271207, -107480, -248849 ], [ 1.301312, 1.990047, 0.956728, 1.290714, 1.543097, 1.132996 ], [ 227, 113, 114, 227, 113, 114 ], [ 190, 90, 100, 174, 83, 91 ], [ 36, 22, 14, 52, 29, 23 ], [ 83.700441, 79.646018, 87.719298, 76.651982, 73.451327, 79.824561 ], [ 0.246564, 0.486456, 0.133942, 0.385731, 0.539154, 0.286362 ], [ 16678, 16678, 14063, 135889, 35672, 135889 ], [ -143487, -47409, -143487, -190964, -106506, -190964 ], [ 31, 35, 27, 31, 35, 27 ], [ 12, 12, 12, 18, 19, 17 ], [ 127, 125, 129, 72, 77, 67 ], [ 7132, 4022, 3110, 7132, 4022, 3110 ], [ 34.747168, 34.747168, 39.580501, 34.747168, 34.747168, 39.580501 ], [ 17, 8, 13, 17, 8, 13 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 57135, 494580, -574088, -74847, -96763, -220400 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7502, "evaluation_days": 1250.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654243200000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760104555327, "expiration_time": 1763338464000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 151, "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) |
---|