Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333239.954 | 248672.1009 | 84567.8531 | 251794.4258 | 193640.2015 | 58154.2243 |
Total P&L (%) | 333.24 | 248.6721 | 84.5679 | 251.7944 | 193.6402 | 58.1542 |
Avg Daily Profit (%) | 0.3199 | 0.2387 | 0.0812 | 0.1208 | 0.1035 | 0.044 |
Buy And Hold Return (%) | 14.7276 | 14.7276 | 14.7276 | 14.7276 | 14.7276 | 14.7276 |
Max Trade Drawdown | -92290 | -88777 | -75177 | -416388 | -378980 | -284025 |
Profit Factor | 1.4395 | 1.694 | 1.2115 | 1.1077 | 1.1698 | 1.0485 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 64.1148 | 59.6154 | 68.5714 | 64.1148 | 59.6154 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.8057 | 1.1476 | 0.5553 | 0.62 | 0.7925 | 0.4806 |
Largest Winning Trade | 33268 | 33268 | 27660 | 133408 | 82737 | 133408 |
Largest Losing Trade | -70970 | -44413 | -70970 | -266006 | -266006 | -199742 |
Avg Bars in Trades | 118 | 129 | 107 | 118 | 129 | 107 |
Avg Bars in Winners | 91 | 98 | 85 | 91 | 98 | 85 |
Avg Bars in Losers | 165 | 173 | 155 | 165 | 173 | 155 |
Bars Traded | 24700 | 13435 | 11265 | 24700 | 13435 | 11265 |
Profit Streak | 3.8708 | 35.7458 | 3.8708 | 3.8708 | 35.7458 | 3.8708 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394529 | 450862 | -85451 | -132411 | -87765 | -303125 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670076000000, "first_datapoint_time": 1670702400000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760079237129, "expiration_time": 1766556000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 175, "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": [ [ 333239.9540104604, 248672.1009450913, 84567.8530653695, 251794.4258437681, 193640.2015052371, 58154.2243385308 ], [ 333.239954, 248.672101, 84.567853, 251.794426, 193.640202, 58.154224 ], [ 0.319909, 0.238724, 0.081185, 0.120829, 0.103463, 0.044016 ], [ 14.727626, 14.727626, 14.727626, 14.727626, 14.727626, 14.727626 ], [ -92290, -88777, -75177, -416388, -378980, -284025 ], [ 1.439498, 1.694024, 1.21146, 1.107673, 1.169828, 1.048531 ], [ 209, 104, 105, 209, 104, 105 ], [ 134, 62, 72, 134, 62, 72 ], [ 75, 42, 33, 75, 42, 33 ], [ 64.114833, 59.615385, 68.571429, 64.114833, 59.615385, 68.571429 ], [ 0.805689, 1.147565, 0.555253, 0.619966, 0.792464, 0.480577 ], [ 33268, 33268, 27660, 133408, 82737, 133408 ], [ -70970, -44413, -70970, -266006, -266006, -199742 ], [ 118, 129, 107, 118, 129, 107 ], [ 91, 98, 85, 91, 98, 85 ], [ 165, 173, 155, 165, 173, 155 ], [ 24700, 13435, 11265, 24700, 13435, 11265 ], [ 3.8708, 35.7458, 3.8708, 3.8708, 35.7458, 3.8708 ], [ 2, 4, 1, 2, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 394529, 450862, -85451, -132411, -87765, -303125 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670076000000, "first_datapoint_time": 1670702400000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760079237129, "expiration_time": 1766556000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 175, "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) |
---|