Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163362.8057 | 83224.8254 | 80137.9803 | 192082.3499 | 110409.3496 | 81673.0003 |
Total P&L (%) | 163.3628 | 83.2248 | 80.138 | 192.0824 | 110.4094 | 81.673 |
Avg Daily Profit (%) | 0.6273 | 0.3196 | 0.3077 | 0.4124 | 0.2861 | 0.2295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58256 | -53553 | -32443 | -85844 | -49712 | -54272 |
Profit Factor | 1.4978 | 1.5499 | 1.4532 | 1.3647 | 1.4574 | 1.2863 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 39.5349 | 36.9231 | 42.1875 | 39.5349 | 36.9231 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.2908 | 2.6478 | 1.9915 | 2.0872 | 2.4897 | 1.7627 |
Largest Winning Trade | 66050 | 66050 | 19352 | 116424 | 116424 | 40515 |
Largest Losing Trade | -18540 | -10905 | -18540 | -36308 | -24084 | -36308 |
Avg Bars in Trades | 190 | 165 | 216 | 190 | 165 | 216 |
Avg Bars in Winners | 294 | 249 | 335 | 294 | 249 | 335 |
Avg Bars in Losers | 122 | 116 | 129 | 122 | 116 | 129 |
Bars Traded | 24611 | 10775 | 13836 | 24611 | 10775 | 13836 |
Profit Streak | 0 | 0 | 7.1804 | 0 | 0 | 7.1804 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307937 | -127073 | -132536 | 212535 | -127925 | -134225 |
{ "trading_pair": "LDO_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737466200000, "first_datapoint_time": 1737612000000, "last_datapoint_time": 1759965300000, "evaluation_time": 1759965586378, "expiration_time": 1766445300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 163, "offset": 0, "a": 0.74102 } }, "second_band": { "type": "kcl", "factors": { "length": 99, "offset": 232, "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": [ [ 163362.8056768395, 83224.825353818, 80137.9803230215, 192082.3498598008, 110409.3495792629, 81673.000280538 ], [ 163.362806, 83.224825, 80.13798, 192.08235, 110.40935, 81.673 ], [ 0.627305, 0.319579, 0.307726, 0.412439, 0.286056, 0.229523 ], [ 10, 10, 10, 10, 10, 10 ], [ -58256, -53553, -32443, -85844, -49712, -54272 ], [ 1.497822, 1.549907, 1.45324, 1.36469, 1.457379, 1.286267 ], [ 129, 65, 64, 129, 65, 64 ], [ 51, 24, 27, 51, 24, 27 ], [ 78, 41, 37, 78, 41, 37 ], [ 39.534884, 36.923077, 42.1875, 39.534884, 36.923077, 42.1875 ], [ 2.290787, 2.647757, 1.991476, 2.087174, 2.48969, 1.762662 ], [ 66050, 66050, 19352, 116424, 116424, 40515 ], [ -18540, -10905, -18540, -36308, -24084, -36308 ], [ 190, 165, 216, 190, 165, 216 ], [ 294, 249, 335, 294, 249, 335 ], [ 122, 116, 129, 122, 116, 129 ], [ 24611, 10775, 13836, 24611, 10775, 13836 ], [ 0, 0, 7.180398, 0, 0, 7.180398 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307937, -127073, -132536, 212535, -127925, -134225 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737466200000, "first_datapoint_time": 1737612000000, "last_datapoint_time": 1759965300000, "evaluation_time": 1759965586378, "expiration_time": 1766445300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 163, "offset": 0, "a": 0.74102 } }, "second_band": { "type": "kcl", "factors": { "length": 99, "offset": 232, "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) |
---|