Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268583.7921 | 202265.5712 | 66318.221 | 214084.5711 | 89434.0726 | 124650.4984 |
Total P&L (%) | 268.5838 | 202.2656 | 66.3182 | 214.0846 | 89.4341 | 124.6505 |
Avg Daily Profit (%) | 0.2579 | 0.1942 | 0.0637 | 0.1099 | 0.0614 | 0.0777 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74077 | -78181 | -62535 | -392571 | -398351 | -238920 |
Profit Factor | 1.4633 | 1.6652 | 1.2406 | 1.1456 | 1.103 | 1.207 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 63.4615 | 58.9744 | 67.9487 | 63.4615 | 58.9744 | 67.9487 |
Ratio Avg Win / Avg Loss | 0.8425 | 1.1584 | 0.5852 | 0.6596 | 0.7673 | 0.5693 |
Largest Winning Trade | 33129 | 33129 | 19789 | 121273 | 121273 | 63061 |
Largest Losing Trade | -62535 | -40798 | -62535 | -245795 | -245795 | -165284 |
Avg Bars in Trades | 158 | 235 | 81 | 158 | 235 | 81 |
Avg Bars in Winners | 106 | 161 | 58 | 106 | 161 | 58 |
Avg Bars in Losers | 249 | 342 | 130 | 249 | 342 | 130 |
Bars Traded | 24737 | 18389 | 6348 | 24737 | 18389 | 6348 |
Profit Streak | 41.8951 | 49.9367 | 41.8951 | 41.8951 | 49.9367 | 41.8951 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419820 | -21986 | -140536 | -104156 | -251509 | -121742 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669435200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758997734156, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 197, "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": [ [ 268583.7921494622, 202265.571159268, 66318.2209901942, 214084.5710738507, 89434.0726246996, 124650.4984491512 ], [ 268.583792, 202.265571, 66.318221, 214.084571, 89.434073, 124.650498 ], [ 0.257852, 0.194184, 0.063668, 0.109937, 0.061353, 0.077734 ], [ 10, 10, 10, 10, 10, 10 ], [ -74077, -78181, -62535, -392571, -398351, -238920 ], [ 1.463315, 1.665174, 1.240614, 1.145573, 1.102988, 1.206976 ], [ 156, 78, 78, 156, 78, 78 ], [ 99, 46, 53, 99, 46, 53 ], [ 57, 32, 25, 57, 32, 25 ], [ 63.461538, 58.974359, 67.948718, 63.461538, 58.974359, 67.948718 ], [ 0.842514, 1.158382, 0.585195, 0.659572, 0.767296, 0.569328 ], [ 33129, 33129, 19789, 121273, 121273, 63061 ], [ -62535, -40798, -62535, -245795, -245795, -165284 ], [ 158, 235, 81, 158, 235, 81 ], [ 106, 161, 58, 106, 161, 58 ], [ 249, 342, 130, 249, 342, 130 ], [ 24737, 18389, 6348, 24737, 18389, 6348 ], [ 41.895071, 49.936738, 41.895071, 41.895071, 49.936738, 41.895071 ], [ 6, 3, 3, 6, 3, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419820, -21986, -140536, -104156, -251509, -121742 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669435200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758997734156, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 197, "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) |
---|