Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329672.924 | 249564.63 | 80108.294 | -155974.2153 | -28268.0933 | -127706.122 |
Total P&L (%) | 329.6729 | 249.5646 | 80.1083 | -155.9742 | -28.2681 | -127.7061 |
Avg Daily Profit (%) | 0.3165 | 0.2396 | 0.0769 | 0 | -0.0319 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103791 | -66207 | -118622 | -194840 | -43084 | -168554 |
Profit Factor | 1.6197 | 2.1763 | 1.2505 | 0.5141 | 0.7337 | 0.4055 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 93 | 47 | 46 | 42 | 21 | 21 |
Losing Trades | 41 | 20 | 21 | 92 | 46 | 46 |
Profitability (%) | 69.403 | 70.1493 | 68.6567 | 31.3433 | 31.3433 | 31.3433 |
Ratio Avg Win / Avg Loss | 0.7141 | 0.9261 | 0.5709 | 1.126 | 1.6071 | 0.8883 |
Largest Winning Trade | 37364 | 34646 | 37364 | 33059 | 30013 | 33059 |
Largest Losing Trade | -103791 | -42302 | -103791 | -121642 | -10052 | -121642 |
Avg Bars in Trades | 182 | 189 | 176 | 182 | 189 | 176 |
Avg Bars in Winners | 135 | 136 | 133 | 272 | 309 | 235 |
Avg Bars in Losers | 291 | 313 | 269 | 142 | 135 | 149 |
Bars Traded | 24518 | 12701 | 11817 | 24518 | 12701 | 11817 |
Profit Streak | 0 | 0 | 49.6866 | 17.8533 | 19.9366 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423913 | -104746 | -204998 | -585446 | -701657 | -704991 |
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669874400000, "first_datapoint_time": 1671062400000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759876125737, "expiration_time": 1766354400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 248, "offset": 83 } } }
{ "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": [ [ 329672.9240348065, 249564.6300062137, 80108.294028593, -155974.215337669, -28268.0933033205, -127706.1220343485 ], [ 329.672924, 249.56463, 80.108294, -155.974215, -28.268093, -127.706122 ], [ 0.316485, 0.239581, 0.076904, 0, -0.031889, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -103791, -66207, -118622, -194840, -43084, -168554 ], [ 1.619697, 2.176348, 1.250465, 0.514061, 0.733694, 0.405537 ], [ 134, 67, 67, 134, 67, 67 ], [ 93, 47, 46, 42, 21, 21 ], [ 41, 20, 21, 92, 46, 46 ], [ 69.402985, 70.149254, 68.656716, 31.343284, 31.343284, 31.343284 ], [ 0.71406, 0.926105, 0.570864, 1.126039, 1.607139, 0.88832 ], [ 37364, 34646, 37364, 33059, 30013, 33059 ], [ -103791, -42302, -103791, -121642, -10052, -121642 ], [ 182, 189, 176, 182, 189, 176 ], [ 135, 136, 133, 272, 309, 235 ], [ 291, 313, 269, 142, 135, 149 ], [ 24518, 12701, 11817, 24518, 12701, 11817 ], [ 0, 0, 49.68664, 17.853307, 19.93664, 0 ], [ 0, 0, 3, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423913, -104746, -204998, -585446, -701657, -704991 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669874400000, "first_datapoint_time": 1671062400000, "last_datapoint_time": 1759874400000, "evaluation_time": 1759876125737, "expiration_time": 1766354400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "zlma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 248, "offset": 83 } } }
# | 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) |
---|