Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204147.9901 | 226261.8854 | -22113.8953 | -427879.8401 | -84020.8963 | -343858.9438 |
Total P&L (%) | 204.148 | 226.2619 | -22.1139 | -427.8798 | -84.0209 | -343.8589 |
Avg Daily Profit (%) | 0.1634 | 0.181 | -0.0177 | 0 | -0.1466 | 0 |
Buy And Hold Return (%) | 80.412 | 80.412 | 80.412 | 80.412 | 80.412 | 80.412 |
Max Trade Drawdown | -253366 | -51297 | -242904 | -460092 | -163556 | -403073 |
Profit Factor | 1.3239 | 2.1525 | 0.9491 | 0.5978 | 0.7923 | 0.4784 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 129 | 62 | 67 | 27 | 16 | 11 |
Losing Trades | 26 | 15 | 11 | 128 | 61 | 67 |
Profitability (%) | 83.2258 | 80.5195 | 85.8974 | 17.4194 | 20.7792 | 14.1026 |
Ratio Avg Win / Avg Loss | 0.2668 | 0.5208 | 0.1558 | 2.8338 | 3.0205 | 2.9142 |
Largest Winning Trade | 23970 | 23970 | 14243 | 159304 | 159304 | 95853 |
Largest Losing Trade | -176350 | -51297 | -176350 | -233157 | -37458 | -233157 |
Avg Bars in Trades | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Winners | 15 | 16 | 13 | 99 | 105 | 91 |
Avg Bars in Losers | 108 | 111 | 104 | 16 | 16 | 15 |
Bars Traded | 4757 | 2687 | 2070 | 4757 | 2687 | 2070 |
Profit Streak | 42.3359 | 98.0859 | 42.3359 | 0 | 0 | 0 |
Trades During Streak | 10 | 7 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335672 | -30723 | -608677 | -640413 | -668375 | -690024 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4999, "evaluation_days": 1249.75, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1656093600000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760040225759, "expiration_time": 1763272152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 109, "offset": 110, "scalar": 2 } } }
{ "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": [ [ 204147.9901010388, 226261.8853548103, -22113.8952537716, -427879.8401177812, -84020.8963088623, -343858.9438089187 ], [ 204.14799, 226.261885, -22.113895, -427.87984, -84.020896, -343.858944 ], [ 0.163351, 0.181046, -0.017695, 0, -0.146633, 0 ], [ 80.412044, 80.412044, 80.412044, 80.412044, 80.412044, 80.412044 ], [ -253366, -51297, -242904, -460092, -163556, -403073 ], [ 1.323855, 2.15247, 0.949051, 0.597756, 0.792253, 0.478443 ], [ 155, 77, 78, 155, 77, 78 ], [ 129, 62, 67, 27, 16, 11 ], [ 26, 15, 11, 128, 61, 67 ], [ 83.225806, 80.519481, 85.897436, 17.419355, 20.779221, 14.102564 ], [ 0.266824, 0.520759, 0.155814, 2.833805, 3.020463, 2.914154 ], [ 23970, 23970, 14243, 159304, 159304, 95853 ], [ -176350, -51297, -176350, -233157, -37458, -233157 ], [ 30, 34, 26, 30, 34, 26 ], [ 15, 16, 13, 99, 105, 91 ], [ 108, 111, 104, 16, 16, 15 ], [ 4757, 2687, 2070, 4757, 2687, 2070 ], [ 42.335946, 98.085946, 42.335946, 0, 0, 0 ], [ 10, 7, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335672, -30723, -608677, -640413, -668375, -690024 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4999, "evaluation_days": 1249.75, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1656093600000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760040225759, "expiration_time": 1763272152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 109, "offset": 110, "scalar": 2 } } }
# | 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) |
---|