| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 566008.339 | 416100.8983 | 149907.4407 | 4127058.858 | 1623741.3917 | 2503317.4663 |
| Total P&L (%) | 566.0083 | 416.1009 | 149.9074 | 4127.0589 | 1623.7414 | 2503.3175 |
| Avg Daily Profit (%) | 0.4586 | 0.3371 | 0.1215 | 0.3038 | 0.2309 | 0.2644 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -71314 | -69800 | -27644 | -2565797 | -2606790 | -537770 |
| Profit Factor | 2.5017 | 2.5135 | 2.4702 | 1.4709 | 1.2445 | 2.1784 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
| Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
| Profitability (%) | 67.5676 | 61.8182 | 73.2143 | 67.5676 | 61.8182 | 73.2143 |
| Ratio Avg Win / Avg Loss | 1.2008 | 1.5524 | 0.9037 | 0.706 | 0.7687 | 0.797 |
| Largest Winning Trade | 130068 | 130068 | 21771 | 1158083 | 1158083 | 481666 |
| Largest Losing Trade | -54830 | -54830 | -17830 | -1885681 | -1885681 | -389279 |
| Avg Bars in Trades | 122 | 226 | 20 | 122 | 226 | 20 |
| Avg Bars in Winners | 69 | 128 | 19 | 69 | 128 | 19 |
| Avg Bars in Losers | 234 | 383 | 24 | 234 | 383 | 24 |
| Bars Traded | 13614 | 12443 | 1171 | 13614 | 12443 | 1171 |
| Profit Streak | 66.0337 | 66.0337 | 66.117 | 66.0337 | 66.0337 | 66.117 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 646886 | -163967 | -204320 | 448211 | -171171 | -165429 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652536800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758826111487,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 36,
"offset": 0,
"std": 2.10665
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 63,
"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": [
[
566008.338970734,
416100.8982503154,
149907.4407204185,
4127058.858004883,
1623741.391722831,
2503317.4662820525
],
[
566.008339,
416.100898,
149.907441,
4127.058858,
1623.741392,
2503.317466
],
[
0.458585,
0.337129,
0.121456,
0.30381,
0.230939,
0.264426
],
[
10,
10,
10,
10,
10,
10
],
[
-71314,
-69800,
-27644,
-2565797,
-2606790,
-537770
],
[
2.501741,
2.513453,
2.470161,
1.470885,
1.244536,
2.178372
],
[
111,
55,
56,
111,
55,
56
],
[
75,
34,
41,
75,
34,
41
],
[
36,
21,
15,
36,
21,
15
],
[
67.567568,
61.818182,
73.214286,
67.567568,
61.818182,
73.214286
],
[
1.200836,
1.552427,
0.903717,
0.706025,
0.768684,
0.796965
],
[
130068,
130068,
21771,
1158083,
1158083,
481666
],
[
-54830,
-54830,
-17830,
-1885681,
-1885681,
-389279
],
[
122,
226,
20,
122,
226,
20
],
[
69,
128,
19,
69,
128,
19
],
[
234,
383,
24,
234,
383,
24
],
[
13614,
12443,
1171,
13614,
12443,
1171
],
[
66.033698,
66.033698,
66.117031,
66.033698,
66.033698,
66.117031
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
646886,
-163967,
-204320,
448211,
-171171,
-165429
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652536800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758826111487,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 36,
"offset": 0,
"std": 2.10665
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 63,
"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) |
|---|