Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536762.0698 | 380925.8202 | 155836.2496 | 1980593.4404 | 933858.72 | 1046734.7204 |
Total P&L (%) | 536.7621 | 380.9258 | 155.8363 | 1980.5934 | 933.8587 | 1046.7347 |
Avg Daily Profit (%) | 0.4332 | 0.3074 | 0.1258 | 0.2453 | 0.1887 | 0.1971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157134 | -97663 | -105114 | -18870595 | -10463186 | -10749514 |
Profit Factor | 1.6405 | 1.9389 | 1.3604 | 1.0413 | 1.0374 | 1.0455 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 67.1569 | 65.6863 | 68.6275 | 67.1569 | 65.6863 | 68.6275 |
Ratio Avg Win / Avg Loss | 0.8023 | 1.0128 | 0.6219 | 0.5093 | 0.5419 | 0.478 |
Largest Winning Trade | 45533 | 45533 | 28459 | 2888365 | 2429172 | 2888365 |
Largest Losing Trade | -59753 | -34055 | -59753 | -7579217 | -6260069 | -7579217 |
Avg Bars in Trades | 71 | 80 | 62 | 71 | 80 | 62 |
Avg Bars in Winners | 52 | 48 | 55 | 52 | 48 | 55 |
Avg Bars in Losers | 110 | 139 | 78 | 110 | 139 | 78 |
Bars Traded | 14576 | 8171 | 6405 | 14576 | 8171 | 6405 |
Profit Streak | 17.4983 | 17.4983 | 45.915 | 17.4983 | 17.4983 | 45.915 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544634 | 483455 | -22489 | -163562 | -170786 | -160254 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14868, "evaluation_days": 1239, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653004800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139852631, "expiration_time": 1762986585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 127, "offset": 0, "multiplier": 4.83304 } } }
{ "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": [ [ 536762.0698034748, 380925.8201980126, 155836.2496054629, 1980593.4403524804, 933858.7199781663, 1046734.7203743169 ], [ 536.76207, 380.92582, 155.83625, 1980.59344, 933.85872, 1046.73472 ], [ 0.433222, 0.307446, 0.125776, 0.245275, 0.188708, 0.197087 ], [ 10, 10, 10, 10, 10, 10 ], [ -157134, -97663, -105114, -18870595, -10463186, -10749514 ], [ 1.640457, 1.938873, 1.360427, 1.041307, 1.037407, 1.045543 ], [ 204, 102, 102, 204, 102, 102 ], [ 137, 67, 70, 137, 67, 70 ], [ 67, 35, 32, 67, 35, 32 ], [ 67.156863, 65.686275, 68.627451, 67.156863, 65.686275, 68.627451 ], [ 0.802267, 1.012844, 0.621909, 0.509252, 0.541929, 0.477962 ], [ 45533, 45533, 28459, 2888365, 2429172, 2888365 ], [ -59753, -34055, -59753, -7579217, -6260069, -7579217 ], [ 71, 80, 62, 71, 80, 62 ], [ 52, 48, 55, 52, 48, 55 ], [ 110, 139, 78, 110, 139, 78 ], [ 14576, 8171, 6405, 14576, 8171, 6405 ], [ 17.498294, 17.498294, 45.914961, 17.498294, 17.498294, 45.914961 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 544634, 483455, -22489, -163562, -170786, -160254 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14868, "evaluation_days": 1239, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653004800000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139852631, "expiration_time": 1762986585600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 127, "offset": 0, "multiplier": 4.83304 } } }
# | 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) |
---|