| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 296325.7412 | 266988.4889 | 29337.2523 | -74329.0971 | 4825.9732 | -79155.0703 |
| Total P&L (%) | 296.3257 | 266.9885 | 29.3373 | -74.3291 | 4.826 | -79.1551 |
| Avg Daily Profit (%) | 0.2384 | 0.2148 | 0.0236 | -0.1093 | 0.0038 | -0.1261 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -143387 | -95542 | -117853 | -107090 | -57410 | -116746 |
| Profit Factor | 1.2815 | 1.54 | 1.0526 | 0.871 | 1.018 | 0.7432 |
| Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
| Winning Trades | 140 | 68 | 72 | 140 | 68 | 72 |
| Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
| Profitability (%) | 65.1163 | 62.963 | 67.2897 | 65.1163 | 62.963 | 67.2897 |
| Ratio Avg Win / Avg Loss | 0.6865 | 0.9059 | 0.5117 | 0.4666 | 0.5988 | 0.3613 |
| Largest Winning Trade | 37500 | 37500 | 27971 | 25930 | 25930 | 14836 |
| Largest Losing Trade | -87647 | -47657 | -87647 | -86719 | -54066 | -86719 |
| Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
| Avg Bars in Winners | 51 | 52 | 49 | 51 | 52 | 49 |
| Avg Bars in Losers | 100 | 100 | 100 | 100 | 100 | 100 |
| Bars Traded | 14707 | 7626 | 7081 | 14707 | 7626 | 7081 |
| Profit Streak | 0 | 0 | 48.8114 | 0 | 0 | 48.8114 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 336187 | 325630 | -325489 | -577693 | -554496 | -577389 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14916,
"evaluation_days": 1243,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653141600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759483705052,
"expiration_time": 1763344627200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 120,
"offset": 27
}
}
} {
"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": [
[
296325.7412468549,
266988.4889272259,
29337.252319629,
-74329.0970949807,
4825.9731669558,
-79155.0702619365
],
[
296.325741,
266.988489,
29.337252,
-74.329097,
4.825973,
-79.15507
],
[
0.238396,
0.214794,
0.023602,
-0.109338,
0.003792,
-0.126072
],
[
10,
10,
10,
10,
10,
10
],
[
-143387,
-95542,
-117853,
-107090,
-57410,
-116746
],
[
1.281547,
1.540035,
1.052566,
0.870995,
1.018011,
0.743188
],
[
215,
108,
107,
215,
108,
107
],
[
140,
68,
72,
140,
68,
72
],
[
75,
40,
35,
75,
40,
35
],
[
65.116279,
62.962963,
67.28972,
65.116279,
62.962963,
67.28972
],
[
0.686543,
0.905903,
0.511664,
0.466604,
0.59883,
0.361272
],
[
37500,
37500,
27971,
25930,
25930,
14836
],
[
-87647,
-47657,
-87647,
-86719,
-54066,
-86719
],
[
68,
70,
66,
68,
70,
66
],
[
51,
52,
49,
51,
52,
49
],
[
100,
100,
100,
100,
100,
100
],
[
14707,
7626,
7081,
14707,
7626,
7081
],
[
0,
0,
48.811401,
0,
0,
48.811401
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
336187,
325630,
-325489,
-577693,
-554496,
-577389
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14916,
"evaluation_days": 1243,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653141600000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759483705052,
"expiration_time": 1763344627200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 93,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 120,
"offset": 27
}
}
}
| # | 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) |
|---|