Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213958.1394 | 181401.3545 | 32556.7849 | 168257.3581 | 174006.2242 | -5748.8661 |
Total P&L (%) | 213.9581 | 181.4014 | 32.5568 | 168.2574 | 174.0062 | -5.7489 |
Avg Daily Profit (%) | 2.4647 | 2.0896 | 0.375 | 1.1432 | 1.1679 | -0.0682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73921 | -45692 | -44849 | -58980 | -35028 | -37441 |
Profit Factor | 1.629 | 2.1004 | 1.1857 | 1.6716 | 2.5165 | 0.9577 |
Total Trades | 379 | 189 | 190 | 379 | 189 | 190 |
Winning Trades | 153 | 74 | 79 | 153 | 74 | 79 |
Losing Trades | 226 | 115 | 111 | 226 | 115 | 111 |
Profitability (%) | 40.3694 | 39.1534 | 41.5789 | 40.3694 | 39.1534 | 41.5789 |
Ratio Avg Win / Avg Loss | 2.4062 | 3.2641 | 1.666 | 2.4692 | 3.9108 | 1.3456 |
Largest Winning Trade | 191773 | 191773 | 75553 | 180045 | 180045 | 40405 |
Largest Losing Trade | -11887 | -5961 | -11887 | -11887 | -4540 | -11887 |
Avg Bars in Trades | 65 | 60 | 70 | 65 | 60 | 70 |
Avg Bars in Winners | 85 | 80 | 90 | 85 | 80 | 90 |
Avg Bars in Losers | 52 | 47 | 56 | 52 | 47 | 56 |
Bars Traded | 24909 | 11451 | 13458 | 24909 | 11451 | 13458 |
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 | 488448 | 436753 | -13677 | 450115 | 446858 | -583893 |
{ "trading_pair": "LDO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752750000000, "first_datapoint_time": 1752763500000, "last_datapoint_time": 1760249700000, "evaluation_time": 1760249920526, "expiration_time": 1766729700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 46, "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": [ [ 213958.1394493952, 181401.3545182172, 32556.784931178, 168257.3581148518, 174006.2242130566, -5748.8660982048 ], [ 213.958139, 181.401355, 32.556785, 168.257358, 174.006224, -5.748866 ], [ 2.464672, 2.089637, 0.375035, 1.143194, 1.167902, -0.06818 ], [ 10, 10, 10, 10, 10, 10 ], [ -73921, -45692, -44849, -58980, -35028, -37441 ], [ 1.628998, 2.100382, 1.185716, 1.671647, 2.516498, 0.957658 ], [ 379, 189, 190, 379, 189, 190 ], [ 153, 74, 79, 153, 74, 79 ], [ 226, 115, 111, 226, 115, 111 ], [ 40.369393, 39.153439, 41.578947, 40.369393, 39.153439, 41.578947 ], [ 2.406233, 3.264107, 1.666006, 2.469231, 3.910775, 1.34557 ], [ 191773, 191773, 75553, 180045, 180045, 40405 ], [ -11887, -5961, -11887, -11887, -4540, -11887 ], [ 65, 60, 70, 65, 60, 70 ], [ 85, 80, 90, 85, 80, 90 ], [ 52, 47, 56, 52, 47, 56 ], [ 24909, 11451, 13458, 24909, 11451, 13458 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 488448, 436753, -13677, 450115, 446858, -583893 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752750000000, "first_datapoint_time": 1752763500000, "last_datapoint_time": 1760249700000, "evaluation_time": 1760249920526, "expiration_time": 1766729700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 46, "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) |
---|