Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355546.2669 | 236257.6401 | 119288.6269 | 692970.0069 | 396580.5865 | 296389.4204 |
Total P&L (%) | 355.5463 | 236.2576 | 119.2886 | 692.97 | 396.5806 | 296.3894 |
Avg Daily Profit (%) | 0.284 | 0.1887 | 0.0953 | 0.1655 | 0.1281 | 0.1101 |
Buy And Hold Return (%) | 23.7094 | 23.7094 | 23.7094 | 23.7094 | 23.7094 | 23.7094 |
Max Trade Drawdown | -77425 | -45070 | -70478 | -254843 | -254843 | -159061 |
Profit Factor | 1.9653 | 2.6951 | 1.521 | 2.0222 | 2.2107 | 1.8459 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 80.1802 | 80 | 80.3571 | 80.1802 | 80 | 80.3571 |
Ratio Avg Win / Avg Loss | 0.4858 | 0.6738 | 0.3718 | 0.4999 | 0.5527 | 0.4512 |
Largest Winning Trade | 21582 | 21582 | 21069 | 78824 | 78824 | 75046 |
Largest Losing Trade | -70478 | -45070 | -70478 | -254843 | -254843 | -103108 |
Avg Bars in Trades | 42 | 51 | 33 | 42 | 51 | 33 |
Avg Bars in Winners | 18 | 20 | 15 | 18 | 20 | 15 |
Avg Bars in Losers | 140 | 174 | 107 | 140 | 174 | 107 |
Bars Traded | 4707 | 2817 | 1890 | 4707 | 2817 | 1890 |
Profit Streak | 34.1372 | 34.1372 | 34.3872 | 34.1372 | 34.1372 | 34.3872 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551103 | -165284 | -242001 | 533604 | -195772 | -220018 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5008, "evaluation_days": 1252, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1657195200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760239052545, "expiration_time": 1763472384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 238, "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": [ [ 355546.2669266561, 236257.6400729741, 119288.626853682, 692970.0069006524, 396580.5864591827, 296389.4204414697 ], [ 355.546267, 236.25764, 119.288627, 692.970007, 396.580586, 296.38942 ], [ 0.283983, 0.188704, 0.095278, 0.165521, 0.128083, 0.110063 ], [ 23.709428, 23.709428, 23.709428, 23.709428, 23.709428, 23.709428 ], [ -77425, -45070, -70478, -254843, -254843, -159061 ], [ 1.965293, 2.695143, 1.52101, 2.022159, 2.210701, 1.845897 ], [ 111, 55, 56, 111, 55, 56 ], [ 89, 44, 45, 89, 44, 45 ], [ 22, 11, 11, 22, 11, 11 ], [ 80.18018, 80, 80.357143, 80.18018, 80, 80.357143 ], [ 0.485803, 0.673786, 0.371802, 0.499859, 0.552675, 0.451219 ], [ 21582, 21582, 21069, 78824, 78824, 75046 ], [ -70478, -45070, -70478, -254843, -254843, -103108 ], [ 42, 51, 33, 42, 51, 33 ], [ 18, 20, 15, 18, 20, 15 ], [ 140, 174, 107, 140, 174, 107 ], [ 4707, 2817, 1890, 4707, 2817, 1890 ], [ 34.137182, 34.137182, 34.387182, 34.137182, 34.137182, 34.387182 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 551103, -165284, -242001, 533604, -195772, -220018 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5008, "evaluation_days": 1252, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1657195200000, "last_datapoint_time": 1760227200000, "evaluation_time": 1760239052545, "expiration_time": 1763472384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 238, "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) |
---|