Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183218.007 | 215879.837 | -32661.83 | -235858.0149 | -24193.7978 | -211664.2172 |
Total P&L (%) | 183.218 | 215.8798 | -32.6618 | -235.858 | -24.1938 | -211.6642 |
Avg Daily Profit (%) | 0.1464 | 0.1725 | -0.0261 | 0 | -0.0221 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182350 | -51401 | -204730 | -376478 | -87631 | -314050 |
Profit Factor | 1.276 | 2.0565 | 0.9289 | 0.6859 | 0.9099 | 0.5613 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 169 | 83 | 86 | 37 | 20 | 17 |
Losing Trades | 36 | 19 | 17 | 168 | 82 | 86 |
Profitability (%) | 82.439 | 81.3725 | 83.4951 | 18.0488 | 19.6078 | 16.5049 |
Ratio Avg Win / Avg Loss | 0.2718 | 0.4708 | 0.1836 | 3.1144 | 3.7305 | 2.8397 |
Largest Winning Trade | 23282 | 23282 | 21180 | 154823 | 59107 | 154823 |
Largest Losing Trade | -159944 | -51401 | -159944 | -200871 | -21748 | -200871 |
Avg Bars in Trades | 17 | 19 | 14 | 17 | 19 | 14 |
Avg Bars in Winners | 8 | 9 | 7 | 56 | 64 | 48 |
Avg Bars in Losers | 61 | 67 | 54 | 8 | 9 | 8 |
Bars Traded | 3566 | 2032 | 1534 | 3566 | 2032 | 1534 |
Profit Streak | 43.5072 | 100.5072 | 43.5072 | 0 | 0 | 0 |
Trades During Streak | 16 | 10 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286354 | 520063 | -574647 | -637100 | -631585 | -645258 |
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3754, "evaluation_days": 1251.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654848000000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760184622863, "expiration_time": 1763413056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 97, "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": [ [ 183218.0069965477, 215879.8370232064, -32661.8300266588, -235858.0149306642, -24193.797759689, -211664.2171709753 ], [ 183.218007, 215.879837, -32.66183, -235.858015, -24.193798, -211.664217 ], [ 0.146419, 0.17252, -0.026102, 0, -0.022133, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -182350, -51401, -204730, -376478, -87631, -314050 ], [ 1.276009, 2.05645, 0.928914, 0.685914, 0.909867, 0.561329 ], [ 205, 102, 103, 205, 102, 103 ], [ 169, 83, 86, 37, 20, 17 ], [ 36, 19, 17, 168, 82, 86 ], [ 82.439024, 81.372549, 83.495146, 18.04878, 19.607843, 16.504854 ], [ 0.271813, 0.470754, 0.183622, 3.114422, 3.730455, 2.839662 ], [ 23282, 23282, 21180, 154823, 59107, 154823 ], [ -159944, -51401, -159944, -200871, -21748, -200871 ], [ 17, 19, 14, 17, 19, 14 ], [ 8, 9, 7, 56, 64, 48 ], [ 61, 67, 54, 8, 9, 8 ], [ 3566, 2032, 1534, 3566, 2032, 1534 ], [ 43.507209, 100.507209, 43.507209, 0, 0, 0 ], [ 16, 10, 8, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 286354, 520063, -574647, -637100, -631585, -645258 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3754, "evaluation_days": 1251.33, "actual_first_datapoint_time": 1652083200000, "first_datapoint_time": 1654848000000, "last_datapoint_time": 1760169600000, "evaluation_time": 1760184622863, "expiration_time": 1763413056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 97, "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) |
---|