Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216070.4069 | 269133.4589 | -53063.052 | -1312404.6611 | -896865.7571 | -415538.904 |
Total P&L (%) | 216.0704 | 269.1335 | -53.0631 | -1312.4047 | -896.8658 | -415.5389 |
Avg Daily Profit (%) | 0.1751 | 0.218 | -0.043 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268292 | -54567 | -80685 | -1273758 | -883926 | -531215 |
Profit Factor | 1.2692 | 2.0477 | 0.9028 | 0.5788 | 0.4102 | 0.7395 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 100 | 47 | 53 | 32 | 19 | 13 |
Losing Trades | 34 | 20 | 14 | 102 | 48 | 54 |
Profitability (%) | 74.6269 | 70.1493 | 79.1045 | 23.8806 | 28.3582 | 19.403 |
Ratio Avg Win / Avg Loss | 0.4315 | 0.8714 | 0.2385 | 1.845 | 1.0362 | 3.0719 |
Largest Winning Trade | 42585 | 39222 | 42585 | 328527 | 328527 | 316287 |
Largest Losing Trade | -245574 | -54567 | -245574 | -150670 | -129871 | -150670 |
Avg Bars in Trades | 54 | 58 | 49 | 54 | 58 | 49 |
Avg Bars in Winners | 34 | 36 | 33 | 104 | 107 | 98 |
Avg Bars in Losers | 111 | 112 | 110 | 38 | 39 | 37 |
Bars Traded | 7242 | 3938 | 3304 | 7242 | 3938 | 3304 |
Profit Streak | 38.9262 | 84.9262 | 38.9262 | 0 | 0 | 0 |
Trades During Streak | 6 | 6 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397040 | -103680 | -692255 | -612393 | -711083 | -749441 |
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653868800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758867225258, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 50, "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": [ [ 216070.4068992987, 269133.4589264725, -53063.0520271738, -1312404.6611235016, -896865.757113467, -415538.9040100344 ], [ 216.070407, 269.133459, -53.063052, -1312.404661, -896.865757, -415.538904 ], [ 0.175051, 0.21804, -0.042989, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -268292, -54567, -80685, -1273758, -883926, -531215 ], [ 1.269208, 2.047711, 0.902768, 0.57881, 0.410181, 0.739534 ], [ 134, 67, 67, 134, 67, 67 ], [ 100, 47, 53, 32, 19, 13 ], [ 34, 20, 14, 102, 48, 54 ], [ 74.626866, 70.149254, 79.104478, 23.880597, 28.358209, 19.402985 ], [ 0.431531, 0.871366, 0.238467, 1.844958, 1.036247, 3.071911 ], [ 42585, 39222, 42585, 328527, 328527, 316287 ], [ -245574, -54567, -245574, -150670, -129871, -150670 ], [ 54, 58, 49, 54, 58, 49 ], [ 34, 36, 33, 104, 107, 98 ], [ 111, 112, 110, 38, 39, 37 ], [ 7242, 3938, 3304, 7242, 3938, 3304 ], [ 38.926218, 84.926218, 38.926218, 0, 0, 0 ], [ 6, 6, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397040, -103680, -692255, -612393, -711083, -749441 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7406, "evaluation_days": 1234.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1653868800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758867225258, "expiration_time": 1761914592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 50, "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) |
---|