| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 57006.316 | 204310.3064 | -147303.9903 | 1378985.7802 | 450975.0276 | 928010.7526 |
| Total P&L (%) | 57.0063 | 204.3103 | -147.304 | 1378.9858 | 450.975 | 928.0108 |
| Avg Daily Profit (%) | 0.0462 | 0.1655 | -0.1193 | 0.2185 | 0.1384 | 0.189 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -392161 | -63444 | -361085 | -2135037 | -1779303 | -1360799 |
| Profit Factor | 1.0523 | 1.5566 | 0.7964 | 1.1593 | 1.1033 | 1.2161 |
| Total Trades | 479 | 239 | 240 | 479 | 239 | 240 |
| Winning Trades | 374 | 183 | 191 | 354 | 175 | 179 |
| Losing Trades | 105 | 56 | 49 | 125 | 64 | 61 |
| Profitability (%) | 78.0793 | 76.569 | 79.5833 | 73.904 | 73.2218 | 74.5833 |
| Ratio Avg Win / Avg Loss | 0.2954 | 0.4763 | 0.2043 | 0.4093 | 0.4035 | 0.4144 |
| Largest Winning Trade | 16138 | 15434 | 16138 | 448245 | 189812 | 448245 |
| Largest Losing Trade | -275754 | -38570 | -275754 | -1239813 | -1239813 | -956640 |
| Avg Bars in Trades | 29 | 33 | 26 | 29 | 33 | 26 |
| Avg Bars in Winners | 13 | 13 | 12 | 17 | 18 | 16 |
| Avg Bars in Losers | 89 | 96 | 81 | 65 | 71 | 58 |
| Bars Traded | 14327 | 7892 | 6435 | 14327 | 7892 | 6435 |
| Profit Streak | 17.7925 | 17.7925 | 33.1259 | 17.7925 | 17.7925 | 33.1259 |
| Trades During Streak | 15 | 7 | 9 | 15 | 7 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -288534 | 471313 | -574298 | -31115 | -111510 | 420444 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653271200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758934874706,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 165,
"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": [
[
57006.3160223821,
204310.3063663018,
-147303.9903439198,
1378985.7802406407,
450975.027619544,
928010.7526210953
],
[
57.006316,
204.310306,
-147.30399,
1378.98578,
450.975028,
928.010753
],
[
0.046187,
0.165534,
-0.119347,
0.218504,
0.138359,
0.188974
],
[
10,
10,
10,
10,
10,
10
],
[
-392161,
-63444,
-361085,
-2135037,
-1779303,
-1360799
],
[
1.052279,
1.556635,
0.796366,
1.159255,
1.103332,
1.216086
],
[
479,
239,
240,
479,
239,
240
],
[
374,
183,
191,
354,
175,
179
],
[
105,
56,
49,
125,
64,
61
],
[
78.079332,
76.569038,
79.583333,
73.903967,
73.221757,
74.583333
],
[
0.295426,
0.476347,
0.204303,
0.409341,
0.403504,
0.41442
],
[
16138,
15434,
16138,
448245,
189812,
448245
],
[
-275754,
-38570,
-275754,
-1239813,
-1239813,
-956640
],
[
29,
33,
26,
29,
33,
26
],
[
13,
13,
12,
17,
18,
16
],
[
89,
96,
81,
65,
71,
58
],
[
14327,
7892,
6435,
14327,
7892,
6435
],
[
17.792531,
17.792531,
33.125864,
17.792531,
17.792531,
33.125865
],
[
15,
7,
9,
15,
7,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-288534,
471313,
-574298,
-31115,
-111510,
420444
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653271200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758934874706,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 165,
"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) |
|---|