Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96620.8956 | 211491.7843 | -114870.8887 | 4032600.8384 | 2251334.8439 | 1781265.9944 |
Total P&L (%) | 96.6209 | 211.4918 | -114.8709 | 4032.6008 | 2251.3348 | 1781.266 |
Avg Daily Profit (%) | 0.0773 | 0.1692 | -0.0919 | 0.2982 | 0.2529 | 0.2351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -293126 | -35790 | -179210 | -700778 | -759245 | -575574 |
Profit Factor | 1.1376 | 2.2698 | 0.7855 | 2.5415 | 3.0055 | 2.1927 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 58 | 31 | 27 | 50 | 27 | 23 |
Losing Trades | 19 | 8 | 11 | 27 | 12 | 15 |
Profitability (%) | 75.3247 | 79.4872 | 71.0526 | 64.9351 | 69.2308 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.3727 | 0.5857 | 0.32 | 1.3724 | 1.3358 | 1.43 |
Largest Winning Trade | 34162 | 28922 | 34162 | 749162 | 749162 | 509442 |
Largest Losing Trade | -242463 | -43086 | -242463 | -540065 | -540065 | -308940 |
Avg Bars in Trades | 190 | 167 | 215 | 190 | 167 | 215 |
Avg Bars in Winners | 115 | 118 | 111 | 132 | 123 | 143 |
Avg Bars in Losers | 422 | 356 | 470 | 298 | 266 | 324 |
Bars Traded | 14704 | 6529 | 8175 | 14704 | 6529 | 8175 |
Profit Streak | 41.5299 | 170.6132 | 41.5299 | 41.5299 | 170.6132 | 41.5299 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -201847 | 510594 | -577485 | -30028 | 614614 | 479734 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14999, "evaluation_days": 1249.92, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653393600000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760078584333, "expiration_time": 1763963740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 96620.8956118223, 211491.7842986658, -114870.8886868434, 4032600.8383668745, 2251334.843946158, 1781265.994420716 ], [ 96.620896, 211.491784, -114.870889, 4032.600838, 2251.334844, 1781.265994 ], [ 0.077302, 0.169204, -0.091903, 0.298182, 0.252941, 0.235053 ], [ 10, 10, 10, 10, 10, 10 ], [ -293126, -35790, -179210, -700778, -759245, -575574 ], [ 1.137614, 2.269763, 0.78551, 2.541528, 3.005549, 2.192741 ], [ 77, 39, 38, 77, 39, 38 ], [ 58, 31, 27, 50, 27, 23 ], [ 19, 8, 11, 27, 12, 15 ], [ 75.324675, 79.487179, 71.052632, 64.935065, 69.230769, 60.526316 ], [ 0.372667, 0.585745, 0.320023, 1.372425, 1.335799, 1.430048 ], [ 34162, 28922, 34162, 749162, 749162, 509442 ], [ -242463, -43086, -242463, -540065, -540065, -308940 ], [ 190, 167, 215, 190, 167, 215 ], [ 115, 118, 111, 132, 123, 143 ], [ 422, 356, 470, 298, 266, 324 ], [ 14704, 6529, 8175, 14704, 6529, 8175 ], [ 41.529911, 170.613245, 41.529911, 41.529911, 170.613245, 41.529911 ], [ 3, 6, 1, 3, 6, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -201847, 510594, -577485, -30028, 614614, 479734 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14999, "evaluation_days": 1249.92, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653393600000, "last_datapoint_time": 1760076000000, "evaluation_time": 1760078584333, "expiration_time": 1763963740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 1 } } }
# | 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) |
---|