Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250611.244 | 170971.1614 | 79640.0826 | 174136.1674 | 74475.2906 | 99660.8768 |
Total P&L (%) | 250.6112 | 170.9712 | 79.6401 | 174.1362 | 74.4753 | 99.6609 |
Avg Daily Profit (%) | 0.2406 | 0.1641 | 0.0765 | 0.0969 | 0.0534 | 0.0664 |
Buy And Hold Return (%) | 19.5719 | 19.5719 | 19.5719 | 19.5719 | 19.5719 | 19.5719 |
Max Trade Drawdown | -80540 | -56275 | -47030 | -186647 | -145720 | -90890 |
Profit Factor | 1.8108 | 2.2487 | 1.4626 | 1.4323 | 1.3784 | 1.4838 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 63.9344 | 60 | 67.7419 | 63.9344 | 60 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.0215 | 1.4992 | 0.6965 | 0.8079 | 0.9189 | 0.7066 |
Largest Winning Trade | 67220 | 67220 | 23224 | 82388 | 82388 | 50297 |
Largest Losing Trade | -76870 | -22026 | -76870 | -76870 | -68108 | -76870 |
Avg Bars in Trades | 391 | 413 | 370 | 391 | 413 | 370 |
Avg Bars in Winners | 277 | 287 | 268 | 277 | 287 | 268 |
Avg Bars in Losers | 594 | 602 | 583 | 594 | 602 | 583 |
Bars Traded | 23890 | 12413 | 11477 | 23890 | 12413 | 11477 |
Profit Streak | 64.9867 | 92.9034 | 64.9867 | 64.9867 | 92.9034 | 64.9867 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152461 | 456902 | -90385 | -227190 | -122832 | -102771 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669723200000, "first_datapoint_time": 1671397200000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759725649715, "expiration_time": 1766203200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 250, "offset": 0, "std": 3.50018 } }, "second_band": { "type": "sinwma", "factors": { "length": 216, "offset": 250 } } }
{ "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": [ [ 250611.2440224344, 170971.1614079284, 79640.082614506, 174136.1673961085, 74475.2905749307, 99660.8768211778 ], [ 250.611244, 170.971161, 79.640083, 174.136167, 74.475291, 99.660877 ], [ 0.240586, 0.164132, 0.076454, 0.096858, 0.053449, 0.066401 ], [ 19.571865, 19.571865, 19.571865, 19.571865, 19.571865, 19.571865 ], [ -80540, -56275, -47030, -186647, -145720, -90890 ], [ 1.810806, 2.248733, 1.462558, 1.432267, 1.378377, 1.483754 ], [ 61, 30, 31, 61, 30, 31 ], [ 39, 18, 21, 39, 18, 21 ], [ 22, 12, 10, 22, 12, 10 ], [ 63.934426, 60, 67.741935, 63.934426, 60, 67.741935 ], [ 1.02148, 1.499155, 0.696456, 0.807946, 0.918918, 0.70655 ], [ 67220, 67220, 23224, 82388, 82388, 50297 ], [ -76870, -22026, -76870, -76870, -68108, -76870 ], [ 391, 413, 370, 391, 413, 370 ], [ 277, 287, 268, 277, 287, 268 ], [ 594, 602, 583, 594, 602, 583 ], [ 23890, 12413, 11477, 23890, 12413, 11477 ], [ 64.986686, 92.903353, 64.986686, 64.986686, 92.903353, 64.986687 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152461, 456902, -90385, -227190, -122832, -102771 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669723200000, "first_datapoint_time": 1671397200000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759725649715, "expiration_time": 1766203200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 250, "offset": 0, "std": 3.50018 } }, "second_band": { "type": "sinwma", "factors": { "length": 216, "offset": 250 } } }
# | 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) |
---|