Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502803.5011 | 482635.035 | 20168.4661 | 49190.172 | 220346.8832 | -171156.7112 |
Total P&L (%) | 502.8035 | 482.635 | 20.1685 | 49.1902 | 220.3469 | -171.1567 |
Avg Daily Profit (%) | 0.4032 | 0.387 | 0.0162 | 0.0321 | 0.0934 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134795 | -98915 | -80114 | -432353 | -184497 | -308775 |
Profit Factor | 1.6131 | 2.1833 | 1.0489 | 1.0292 | 1.2846 | 0.8123 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 48.8722 | 40.9091 | 56.7164 | 48.8722 | 40.9091 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.6875 | 3.1536 | 0.8005 | 1.0767 | 1.8555 | 0.6199 |
Largest Winning Trade | 235726 | 235726 | 29031 | 212761 | 212761 | 89942 |
Largest Losing Trade | -71306 | -26730 | -71306 | -308775 | -71605 | -308775 |
Avg Bars in Trades | 36 | 45 | 27 | 36 | 45 | 27 |
Avg Bars in Winners | 44 | 61 | 32 | 44 | 61 | 32 |
Avg Bars in Losers | 27 | 34 | 19 | 27 | 34 | 19 |
Bars Traded | 4810 | 2994 | 1816 | 4810 | 2994 | 1816 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458708 | -114619 | -461930 | -339949 | -195157 | -696309 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4988, "evaluation_days": 1247, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1653847200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759810137754, "expiration_time": 1763027424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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": [ [ 502803.5010864631, 482635.0349823138, 20168.4661041493, 49190.1720300505, 220346.8832249208, -171156.7111948703 ], [ 502.803501, 482.635035, 20.168466, 49.190172, 220.346883, -171.156711 ], [ 0.403211, 0.387037, 0.016174, 0.032086, 0.093406, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -134795, -98915, -80114, -432353, -184497, -308775 ], [ 1.613065, 2.183266, 1.048921, 1.029177, 1.284576, 0.812253 ], [ 133, 66, 67, 133, 66, 67 ], [ 65, 27, 38, 65, 27, 38 ], [ 68, 39, 29, 68, 39, 29 ], [ 48.87218, 40.909091, 56.716418, 48.87218, 40.909091, 56.716418 ], [ 1.687514, 3.153607, 0.800493, 1.076677, 1.855499, 0.619877 ], [ 235726, 235726, 29031, 212761, 212761, 89942 ], [ -71306, -26730, -71306, -308775, -71605, -308775 ], [ 36, 45, 27, 36, 45, 27 ], [ 44, 61, 32, 44, 61, 32 ], [ 27, 34, 19, 27, 34, 19 ], [ 4810, 2994, 1816, 4810, 2994, 1816 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458708, -114619, -461930, -339949, -195157, -696309 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4988, "evaluation_days": 1247, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1653847200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759810137754, "expiration_time": 1763027424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 83, "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) |
---|