Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263314.3478 | 226507.5118 | 36806.836 | -40147.8906 | 16578.2955 | -56726.1862 |
Total P&L (%) | 263.3143 | 226.5075 | 36.8068 | -40.1479 | 16.5783 | -56.7262 |
Avg Daily Profit (%) | 0.2132 | 0.1834 | 0.0298 | -0.0415 | 0.0124 | -0.0678 |
Buy And Hold Return (%) | 104.7932 | 104.7932 | 104.7932 | 104.7932 | 104.7932 | 104.7932 |
Max Trade Drawdown | -111898 | -51081 | -104932 | -46643 | -12330 | -30843 |
Profit Factor | 1.5814 | 2.6889 | 1.1155 | 0.813 | 1.3842 | 0.6692 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 67 | 33 | 34 | 57 | 29 | 28 |
Losing Trades | 14 | 7 | 7 | 24 | 11 | 13 |
Profitability (%) | 82.716 | 82.5 | 82.9268 | 70.3704 | 72.5 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.3304 | 0.5704 | 0.2297 | 0.3423 | 0.5251 | 0.3107 |
Largest Winning Trade | 25484 | 24534 | 25484 | 66612 | 7043 | 66612 |
Largest Losing Trade | -121590 | -41055 | -121590 | -121590 | -11535 | -121590 |
Avg Bars in Trades | 43 | 49 | 36 | 43 | 49 | 36 |
Avg Bars in Winners | 21 | 24 | 19 | 32 | 36 | 28 |
Avg Bars in Losers | 145 | 167 | 122 | 68 | 84 | 54 |
Bars Traded | 3498 | 1986 | 1512 | 3498 | 1986 | 1512 |
Profit Streak | 23.7863 | 139.453 | 23.7863 | 23.7863 | 139.453 | 23.7863 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6014 | 347649 | -408802 | -592631 | -338671 | -577338 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1235.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655395200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758797535161, "expiration_time": 1761989184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 13, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 116, "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": [ [ 263314.3478481558, 226507.511837319, 36806.8360108369, -40147.8906388005, 16578.2955122505, -56726.186151051 ], [ 263.314348, 226.507512, 36.806836, -40.147891, 16.578296, -56.726186 ], [ 0.213153, 0.183358, 0.029795, -0.041542, 0.012418, -0.067783 ], [ 104.793233, 104.793233, 104.793233, 104.793233, 104.793233, 104.793233 ], [ -111898, -51081, -104932, -46643, -12330, -30843 ], [ 1.581402, 2.68892, 1.115461, 0.812954, 1.384243, 0.669228 ], [ 81, 40, 41, 81, 40, 41 ], [ 67, 33, 34, 57, 29, 28 ], [ 14, 7, 7, 24, 11, 13 ], [ 82.716049, 82.5, 82.926829, 70.37037, 72.5, 68.292683 ], [ 0.330442, 0.570377, 0.229654, 0.342296, 0.525058, 0.310713 ], [ 25484, 24534, 25484, 66612, 7043, 66612 ], [ -121590, -41055, -121590, -121590, -11535, -121590 ], [ 43, 49, 36, 43, 49, 36 ], [ 21, 24, 19, 32, 36, 28 ], [ 145, 167, 122, 68, 84, 54 ], [ 3498, 1986, 1512, 3498, 1986, 1512 ], [ 23.786286, 139.452953, 23.786286, 23.786287, 139.452953, 23.786287 ], [ 4, 7, 2, 4, 7, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -6014, 347649, -408802, -592631, -338671, -577338 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3706, "evaluation_days": 1235.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1655395200000, "last_datapoint_time": 1758787200000, "evaluation_time": 1758797535161, "expiration_time": 1761989184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 13, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 116, "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) |
---|