Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274233.1162 | 273250.7096 | 982.4066 | -691991.8342 | -1076580.542 | 384588.7078 |
Total P&L (%) | 274.2331 | 273.2507 | 0.9824 | -691.9918 | -1076.5805 | 384.5887 |
Avg Daily Profit (%) | 0.2198 | 0.219 | 0.0008 | 0 | 0 | 0.1266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170582 | -95220 | -170582 | -2615635 | -2503147 | -981858 |
Profit Factor | 1.2802 | 1.6974 | 1.0017 | 0.9338 | 0.7992 | 1.0756 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 131 | 61 | 70 | 78 | 43 | 35 |
Losing Trades | 75 | 42 | 33 | 128 | 60 | 68 |
Profitability (%) | 63.5922 | 59.2233 | 67.9612 | 37.8641 | 41.7476 | 33.9806 |
Ratio Avg Win / Avg Loss | 0.733 | 1.1687 | 0.4722 | 1.5323 | 1.1151 | 2.0897 |
Largest Winning Trade | 47223 | 47223 | 38711 | 1061825 | 1061825 | 964476 |
Largest Losing Trade | -170582 | -45216 | -170582 | -424466 | -351051 | -424466 |
Avg Bars in Trades | 70 | 72 | 69 | 70 | 72 | 69 |
Avg Bars in Winners | 52 | 55 | 49 | 97 | 94 | 102 |
Avg Bars in Losers | 103 | 97 | 109 | 54 | 57 | 51 |
Bars Traded | 14617 | 7505 | 7111 | 14617 | 7505 | 7111 |
Profit Streak | 27.154 | 27.154 | 28.4874 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375456 | 425466 | -574551 | -581641 | -582600 | -166804 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14970, "evaluation_days": 1247.5, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653192000000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759873308191, "expiration_time": 1763747424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 154, "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": [ [ 274233.1161861364, 273250.7095899889, 982.4065961475, -691991.8341502346, -1076580.5419829616, 384588.7078327259 ], [ 274.233116, 273.25071, 0.982407, -691.991834, -1076.580542, 384.588708 ], [ 0.219826, 0.219039, 0.000788, 0, 0, 0.126583 ], [ 10, 10, 10, 10, 10, 10 ], [ -170582, -95220, -170582, -2615635, -2503147, -981858 ], [ 1.280242, 1.697395, 1.001674, 0.933773, 0.799186, 1.075591 ], [ 206, 103, 103, 206, 103, 103 ], [ 131, 61, 70, 78, 43, 35 ], [ 75, 42, 33, 128, 60, 68 ], [ 63.592233, 59.223301, 67.961165, 37.864078, 41.747573, 33.980583 ], [ 0.732963, 1.168699, 0.472218, 1.532346, 1.115143, 2.089721 ], [ 47223, 47223, 38711, 1061825, 1061825, 964476 ], [ -170582, -45216, -170582, -424466, -351051, -424466 ], [ 70, 72, 69, 70, 72, 69 ], [ 52, 55, 49, 97, 94, 102 ], [ 103, 97, 109, 54, 57, 51 ], [ 14617, 7505, 7111, 14617, 7505, 7111 ], [ 27.15403, 27.15403, 28.487363, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 375456, 425466, -574551, -581641, -582600, -166804 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14970, "evaluation_days": 1247.5, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653192000000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759873308191, "expiration_time": 1763747424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 154, "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) |
---|