Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204865.4037 | 228037.9794 | -23172.5757 | 5462770.8284 | 1518444.642 | 3944326.1864 |
Total P&L (%) | 204.8654 | 228.038 | -23.1726 | 5462.7708 | 1518.4446 | 3944.3262 |
Avg Daily Profit (%) | 0.1636 | 0.1821 | -0.0185 | 0.3215 | 0.2226 | 0.296 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -279726 | -47903 | -295671 | -3281131 | -2771575 | -1297719 |
Profit Factor | 1.3353 | 2.7459 | 0.9518 | 1.7924 | 1.4272 | 2.181 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 61 | 28 | 33 | 57 | 29 | 28 |
Losing Trades | 22 | 13 | 9 | 26 | 12 | 14 |
Profitability (%) | 73.494 | 68.2927 | 78.5714 | 68.6747 | 70.7317 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.4816 | 1.2749 | 0.2596 | 0.8176 | 0.5906 | 1.0905 |
Largest Winning Trade | 41893 | 41893 | 36722 | 1303375 | 1106005 | 1303375 |
Largest Losing Trade | -230887 | -29699 | -230887 | -1883698 | -1883698 | -1209097 |
Avg Bars in Trades | 176 | 107 | 244 | 176 | 107 | 244 |
Avg Bars in Winners | 117 | 67 | 159 | 131 | 74 | 190 |
Avg Bars in Losers | 341 | 194 | 553 | 275 | 186 | 351 |
Bars Traded | 14656 | 4407 | 10249 | 14656 | 4407 | 10249 |
Profit Streak | 41.2319 | 103.8153 | 41.2319 | 41.2319 | 103.8153 | 41.2319 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341761 | 552932 | -576043 | 454438 | 414143 | 543147 |
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15024, "evaluation_days": 1252, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653832800000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760261637759, "expiration_time": 1764150220800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 204865.4037252232, 228037.9793785323, -23172.575653309, 5462770.828431649, 1518444.6420434145, 3944326.1863882355 ], [ 204.865404, 228.037979, -23.172576, 5462.770828, 1518.444642, 3944.326186 ], [ 0.163631, 0.182139, -0.018508, 0.321497, 0.222616, 0.295956 ], [ 10, 10, 10, 10, 10, 10 ], [ -279726, -47903, -295671, -3281131, -2771575, -1297719 ], [ 1.335329, 2.745912, 0.951757, 1.792377, 1.42721, 2.180996 ], [ 83, 41, 42, 83, 41, 42 ], [ 61, 28, 33, 57, 29, 28 ], [ 22, 13, 9, 26, 12, 14 ], [ 73.493976, 68.292683, 78.571429, 68.674699, 70.731707, 66.666667 ], [ 0.481594, 1.274888, 0.25957, 0.817575, 0.59057, 1.090498 ], [ 41893, 41893, 36722, 1303375, 1106005, 1303375 ], [ -230887, -29699, -230887, -1883698, -1883698, -1209097 ], [ 176, 107, 244, 176, 107, 244 ], [ 117, 67, 159, 131, 74, 190 ], [ 341, 194, 553, 275, 186, 351 ], [ 14656, 4407, 10249, 14656, 4407, 10249 ], [ 41.231918, 103.815252, 41.231918, 41.231918, 103.815252, 41.231918 ], [ 4, 3, 2, 4, 3, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 341761, 552932, -576043, 454438, 414143, 543147 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 15024, "evaluation_days": 1252, "actual_first_datapoint_time": 1652090400000, "first_datapoint_time": 1653832800000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760261637759, "expiration_time": 1764150220800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 3 } } }
# | 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) |
---|