Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513201.749 | 375824.1752 | 137377.5737 | 828951.0252 | 461451.6153 | 367499.4098 |
Total P&L (%) | 513.2017 | 375.8242 | 137.3776 | 828.951 | 461.4516 | 367.4994 |
Avg Daily Profit (%) | 0.4099 | 0.3002 | 0.1097 | 0.1782 | 0.1379 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118007 | -88344 | -97971 | -1628154 | -1296309 | -1065758 |
Profit Factor | 1.6287 | 2.0115 | 1.3089 | 1.1467 | 1.1601 | 1.1328 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 68.8525 | 67.033 | 70.6522 | 68.8525 | 67.033 | 70.6522 |
Ratio Avg Win / Avg Loss | 0.7368 | 0.9893 | 0.5437 | 0.5187 | 0.5705 | 0.4705 |
Largest Winning Trade | 81090 | 81090 | 36006 | 443662 | 366363 | 443662 |
Largest Losing Trade | -66700 | -45608 | -66700 | -952095 | -952095 | -603861 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 43 | 46 | 40 | 43 | 46 | 40 |
Bars Traded | 4907 | 2610 | 2297 | 4907 | 2610 | 2297 |
Profit Streak | 0 | 32.6372 | 0 | 0 | 32.6372 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497439 | 466945 | -45108 | -49310 | -51619 | -101699 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5008, "evaluation_days": 1252, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1652961600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760239054368, "expiration_time": 1763472384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 32, "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": [ [ 513201.7489536823, 375824.1752158956, 137377.573737787, 828951.0251550584, 461451.6153193356, 367499.4098357218 ], [ 513.201749, 375.824175, 137.377574, 828.951025, 461.451615, 367.49941 ], [ 0.409906, 0.300179, 0.109726, 0.178185, 0.137903, 0.123257 ], [ 10, 10, 10, 10, 10, 10 ], [ -118007, -88344, -97971, -1628154, -1296309, -1065758 ], [ 1.628741, 2.011508, 1.30893, 1.146684, 1.160056, 1.132758 ], [ 183, 91, 92, 183, 91, 92 ], [ 126, 61, 65, 126, 61, 65 ], [ 57, 30, 27, 57, 30, 27 ], [ 68.852459, 67.032967, 70.652174, 68.852459, 67.032967, 70.652174 ], [ 0.736811, 0.989266, 0.543709, 0.518738, 0.570519, 0.47053 ], [ 81090, 81090, 36006, 443662, 366363, 443662 ], [ -66700, -45608, -66700, -952095, -952095, -603861 ], [ 26, 28, 24, 26, 28, 24 ], [ 19, 19, 18, 19, 19, 18 ], [ 43, 46, 40, 43, 46, 40 ], [ 4907, 2610, 2297, 4907, 2610, 2297 ], [ 0, 32.637203, 0, 0, 32.637203, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 497439, 466945, -45108, -49310, -51619, -101699 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5008, "evaluation_days": 1252, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1652961600000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760239054368, "expiration_time": 1763472384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 32, "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) |
---|