Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360153.3898 | 330184.9148 | 29968.4751 | -61503.1671 | 160018.4149 | -221521.582 |
Total P&L (%) | 360.1534 | 330.1849 | 29.9685 | -61.5032 | 160.0184 | -221.5216 |
Avg Daily Profit (%) | 0.2882 | 0.2642 | 0.024 | -0.0764 | 0.0765 | 0 |
Buy And Hold Return (%) | 129.4188 | 129.4188 | 129.4188 | 129.4188 | 129.4188 | 129.4188 |
Max Trade Drawdown | -159282 | -56015 | -97073 | -255835 | -16429 | -83284 |
Profit Factor | 1.8906 | 3.432 | 1.1116 | 0.809 | 4.8587 | 0.2104 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 75 | 73.3333 | 76.6667 | 75 | 73.3333 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.6302 | 1.248 | 0.3383 | 0.2697 | 1.7668 | 0.064 |
Largest Winning Trade | 158346 | 158346 | 23490 | 158346 | 158346 | 17420 |
Largest Losing Trade | -97073 | -42757 | -97073 | -174206 | -16429 | -174206 |
Avg Bars in Trades | 59 | 65 | 54 | 59 | 65 | 54 |
Avg Bars in Winners | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Losers | 165 | 175 | 153 | 165 | 175 | 153 |
Bars Traded | 3585 | 1952 | 1632 | 3585 | 1952 | 1632 |
Profit Streak | 17.9079 | 153.2412 | 17.9079 | 17.9079 | 153.2412 | 17.9079 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163310 | 519914 | -422102 | -749970 | -171010 | -576803 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3749, "evaluation_days": 1249.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1656518400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760046443781, "expiration_time": 1763264736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "alma", "factors": { "length": 155, "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": [ [ 360153.3898315046, 330184.9147513208, 29968.4750801836, -61503.1670646173, 160018.4149042904, -221521.5819689077 ], [ 360.15339, 330.184915, 29.968475, -61.503167, 160.018415, -221.521582 ], [ 0.288199, 0.264218, 0.023981, -0.076359, 0.076496, 0 ], [ 129.418838, 129.418838, 129.418838, 129.418838, 129.418838, 129.418838 ], [ -159282, -56015, -97073, -255835, -16429, -83284 ], [ 1.890645, 3.432042, 1.111569, 0.809008, 4.85874, 0.210404 ], [ 60, 30, 30, 60, 30, 30 ], [ 45, 22, 23, 45, 22, 23 ], [ 15, 8, 7, 15, 8, 7 ], [ 75, 73.333333, 76.666667, 75, 73.333333, 76.666667 ], [ 0.630215, 1.248015, 0.338304, 0.269669, 1.766814, 0.064036 ], [ 158346, 158346, 23490, 158346, 158346, 17420 ], [ -97073, -42757, -97073, -174206, -16429, -174206 ], [ 59, 65, 54, 59, 65, 54 ], [ 24, 25, 24, 24, 25, 24 ], [ 165, 175, 153, 165, 175, 153 ], [ 3585, 1952, 1632, 3585, 1952, 1632 ], [ 17.907914, 153.241247, 17.907914, 17.907914, 153.241247, 17.907914 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163310, 519914, -422102, -749970, -171010, -576803 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3749, "evaluation_days": 1249.67, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1656518400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760046443781, "expiration_time": 1763264736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "alma", "factors": { "length": 155, "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) |
---|