Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221364.8053 | 231546.5561 | -10181.7508 | -1225902.0655 | -437762.9308 | -788139.1347 |
Total P&L (%) | 221.3648 | 231.5466 | -10.1818 | -1225.9021 | -437.7629 | -788.1391 |
Avg Daily Profit (%) | 0.1794 | 0.1876 | -0.0082 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78150 | -45262 | -87842 | -1101116 | -458772 | -660906 |
Profit Factor | 1.4451 | 2.6856 | 0.9717 | 0.3946 | 0.5154 | 0.2974 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 59 | 29 | 30 | 17 | 9 | 8 |
Losing Trades | 18 | 9 | 9 | 60 | 29 | 31 |
Profitability (%) | 76.6234 | 76.3158 | 76.9231 | 22.0779 | 23.6842 | 20.5128 |
Ratio Avg Win / Avg Loss | 0.4409 | 0.8335 | 0.2915 | 1.3928 | 1.6608 | 1.1523 |
Largest Winning Trade | 46920 | 46920 | 26218 | 289200 | 289200 | 100108 |
Largest Losing Trade | -190197 | -32818 | -190197 | -190197 | -180871 | -190197 |
Avg Bars in Trades | 182 | 206 | 159 | 182 | 206 | 159 |
Avg Bars in Winners | 110 | 129 | 91 | 413 | 452 | 370 |
Avg Bars in Losers | 419 | 452 | 386 | 117 | 129 | 105 |
Bars Traded | 14068 | 7833 | 6235 | 14068 | 7833 | 6235 |
Profit Streak | 28.6981 | 78.7814 | 28.6981 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34298 | 527546 | -576259 | -668082 | -613601 | -628682 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14811, "evaluation_days": 1234.25, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653703200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758926717133, "expiration_time": 1762561411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 225, "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": [ [ 221364.8052566607, 231546.5560738702, -10181.7508172094, -1225902.0654994682, -437762.9307661064, -788139.1347333621 ], [ 221.364805, 231.546556, -10.181751, -1225.902065, -437.762931, -788.139135 ], [ 0.179352, 0.187601, -0.008249, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -78150, -45262, -87842, -1101116, -458772, -660906 ], [ 1.44511, 2.685584, 0.971714, 0.394631, 0.515414, 0.297356 ], [ 77, 38, 39, 77, 38, 39 ], [ 59, 29, 30, 17, 9, 8 ], [ 18, 9, 9, 60, 29, 31 ], [ 76.623377, 76.315789, 76.923077, 22.077922, 23.684211, 20.512821 ], [ 0.440881, 0.833457, 0.291514, 1.392817, 1.660778, 1.152254 ], [ 46920, 46920, 26218, 289200, 289200, 100108 ], [ -190197, -32818, -190197, -190197, -180871, -190197 ], [ 182, 206, 159, 182, 206, 159 ], [ 110, 129, 91, 413, 452, 370 ], [ 419, 452, 386, 117, 129, 105 ], [ 14068, 7833, 6235, 14068, 7833, 6235 ], [ 28.698115, 78.781448, 28.698115, 0, 0, 0 ], [ 4, 3, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -34298, 527546, -576259, -668082, -613601, -628682 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14811, "evaluation_days": 1234.25, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653703200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758926717133, "expiration_time": 1762561411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 225, "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) |
---|