Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233257.9242 | 195281.4707 | 37976.4535 | 58213.7488 | 269072.1463 | -210858.3975 |
Total P&L (%) | 233.2579 | 195.2815 | 37.9765 | 58.2137 | 269.0721 | -210.8584 |
Avg Daily Profit (%) | 0.189 | 0.1582 | 0.0308 | 0.0372 | 0.1059 | 0 |
Buy And Hold Return (%) | 12.4056 | 12.4056 | 12.4056 | 12.4056 | 12.4056 | 12.4056 |
Max Trade Drawdown | -136696 | -86403 | -77622 | -482980 | -266387 | -388260 |
Profit Factor | 1.4921 | 2.2154 | 1.1212 | 1.0337 | 1.4905 | 0.8208 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 53.2468 | 46.1538 | 60.5263 | 53.2468 | 46.1538 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.3102 | 2.5846 | 0.7312 | 0.9077 | 1.7389 | 0.5353 |
Largest Winning Trade | 75914 | 75914 | 53211 | 128286 | 128286 | 114331 |
Largest Losing Trade | -65614 | -18646 | -65614 | -342266 | -119558 | -342266 |
Avg Bars in Trades | 177 | 78 | 278 | 177 | 78 | 278 |
Avg Bars in Winners | 224 | 99 | 322 | 224 | 99 | 322 |
Avg Bars in Losers | 123 | 60 | 212 | 123 | 60 | 212 |
Bars Traded | 13644 | 3052 | 10592 | 13644 | 3052 | 10592 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37071 | 360170 | -242317 | -375776 | -50782 | -579400 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14811, "evaluation_days": 1234.25, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1654387200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759003572557, "expiration_time": 1762561411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 100, "offset": 220 } }, "second_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 233257.9242005003, 195281.4706984278, 37976.4535020728, 58213.748798173, 269072.1463456255, -210858.3975474525 ], [ 233.257924, 195.281471, 37.976454, 58.213749, 269.072146, -210.858398 ], [ 0.188988, 0.158219, 0.030769, 0.037177, 0.105855, 0 ], [ 12.405567, 12.405567, 12.405567, 12.405567, 12.405567, 12.405567 ], [ -136696, -86403, -77622, -482980, -266387, -388260 ], [ 1.492134, 2.21539, 1.121215, 1.033743, 1.490462, 0.820787 ], [ 77, 39, 38, 77, 39, 38 ], [ 41, 18, 23, 41, 18, 23 ], [ 36, 21, 15, 36, 21, 15 ], [ 53.246753, 46.153846, 60.526316, 53.246753, 46.153846, 60.526316 ], [ 1.310167, 2.584622, 0.731227, 0.907677, 1.738873, 0.535296 ], [ 75914, 75914, 53211, 128286, 128286, 114331 ], [ -65614, -18646, -65614, -342266, -119558, -342266 ], [ 177, 78, 278, 177, 78, 278 ], [ 224, 99, 322, 224, 99, 322 ], [ 123, 60, 212, 123, 60, 212 ], [ 13644, 3052, 10592, 13644, 3052, 10592 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37071, 360170, -242317, -375776, -50782, -579400 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14811, "evaluation_days": 1234.25, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1654387200000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759003572557, "expiration_time": 1762561411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 100, "offset": 220 } }, "second_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 5 } } }
# | 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) |
---|