Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19051.6093 | 183134.1913 | -164082.582 | -224923.4214 | 21668.7819 | -246592.2032 |
Total P&L (%) | 19.0516 | 183.1342 | -164.0826 | -224.9234 | 21.6688 | -246.5922 |
Avg Daily Profit (%) | 0.0153 | 0.1472 | -0.1319 | 0 | 0.0158 | 0 |
Buy And Hold Return (%) | 17.2391 | 17.2391 | 17.2391 | 17.2391 | 17.2391 | 17.2391 |
Max Trade Drawdown | -357372 | -52133 | -335330 | -429607 | -100353 | -498356 |
Profit Factor | 1.0267 | 2.0156 | 0.6918 | 0.7501 | 1.0986 | 0.6374 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 64 | 31 | 33 | 25 | 14 | 11 |
Losing Trades | 24 | 13 | 11 | 63 | 30 | 33 |
Profitability (%) | 72.7273 | 70.4545 | 75 | 28.4091 | 31.8182 | 25 |
Ratio Avg Win / Avg Loss | 0.385 | 0.8452 | 0.2306 | 1.8902 | 2.354 | 1.9122 |
Largest Winning Trade | 42600 | 42600 | 20104 | 279513 | 53570 | 279513 |
Largest Losing Trade | -281912 | -35988 | -281912 | -393695 | -23328 | -393695 |
Avg Bars in Trades | 54 | 58 | 50 | 54 | 58 | 50 |
Avg Bars in Winners | 35 | 38 | 32 | 95 | 99 | 90 |
Avg Bars in Losers | 104 | 104 | 104 | 38 | 38 | 37 |
Bars Traded | 4775 | 2553 | 2222 | 4775 | 2553 | 2222 |
Profit Streak | 39.0548 | 93.0548 | 39.0548 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -493347 | 311075 | -576932 | -592554 | -375633 | -607756 |
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4975, "evaluation_days": 1243.75, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1653458400000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759540737248, "expiration_time": 1762738200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 229, "offset": 0, "std": 4.66884 } } }
{ "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": [ [ 19051.6092684231, 183134.1912629699, -164082.5819945468, -224923.4213519966, 21668.7818656662, -246592.2032176628 ], [ 19.051609, 183.134191, -164.082582, -224.923421, 21.668782, -246.592203 ], [ 0.015318, 0.147244, -0.131926, 0, 0.015771, 0 ], [ 17.239089, 17.239089, 17.239089, 17.239089, 17.239089, 17.239089 ], [ -357372, -52133, -335330, -429607, -100353, -498356 ], [ 1.026734, 2.01556, 0.691754, 0.750063, 1.098554, 0.637393 ], [ 88, 44, 44, 88, 44, 44 ], [ 64, 31, 33, 25, 14, 11 ], [ 24, 13, 11, 63, 30, 33 ], [ 72.727273, 70.454545, 75, 28.409091, 31.818182, 25 ], [ 0.385025, 0.845235, 0.230585, 1.890158, 2.354045, 1.912178 ], [ 42600, 42600, 20104, 279513, 53570, 279513 ], [ -281912, -35988, -281912, -393695, -23328, -393695 ], [ 54, 58, 50, 54, 58, 50 ], [ 35, 38, 32, 95, 99, 90 ], [ 104, 104, 104, 38, 38, 37 ], [ 4775, 2553, 2222, 4775, 2553, 2222 ], [ 39.054829, 93.054829, 39.054829, 0, 0, 0 ], [ 3, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -493347, 311075, -576932, -592554, -375633, -607756 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4975, "evaluation_days": 1243.75, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1653458400000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759540737248, "expiration_time": 1762738200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 229, "offset": 0, "std": 4.66884 } } }
# | 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) |
---|