| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 276634.8449 | 296718.7236 | -20083.8787 | 2852879.8103 | 2135807.7263 | 717072.084 |
| Total P&L (%) | 276.6348 | 296.7187 | -20.0839 | 2852.8798 | 2135.8077 | 717.0721 |
| Avg Daily Profit (%) | 0.2218 | 0.2379 | -0.0161 | 0.2719 | 0.2495 | 0.1686 |
| Buy And Hold Return (%) | 18.3301 | 18.3301 | 18.3301 | 18.3301 | 18.3301 | 18.3301 |
| Max Trade Drawdown | -325579 | -53439 | -295880 | -1995979 | -1386418 | -2295198 |
| Profit Factor | 1.3864 | 2.5208 | 0.9614 | 1.5627 | 2.1779 | 1.2201 |
| Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
| Winning Trades | 71 | 33 | 38 | 71 | 34 | 37 |
| Losing Trades | 25 | 15 | 10 | 25 | 14 | 11 |
| Profitability (%) | 73.9583 | 68.75 | 79.1667 | 73.9583 | 70.8333 | 77.0833 |
| Ratio Avg Win / Avg Loss | 0.4882 | 1.1458 | 0.253 | 0.5502 | 0.8968 | 0.3627 |
| Largest Winning Trade | 51944 | 51944 | 35822 | 766032 | 524601 | 766032 |
| Largest Losing Trade | -199836 | -38832 | -199836 | -1221351 | -1119232 | -1221351 |
| Avg Bars in Trades | 151 | 156 | 147 | 151 | 156 | 147 |
| Avg Bars in Winners | 114 | 119 | 109 | 124 | 125 | 124 |
| Avg Bars in Losers | 259 | 237 | 291 | 229 | 231 | 225 |
| Bars Traded | 14588 | 7516 | 7072 | 14588 | 7516 | 7072 |
| Profit Streak | 33.5495 | 33.5495 | 44.8828 | 33.5495 | 33.5495 | 44.8828 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428211 | 545518 | -575488 | 497367 | 489970 | 385843 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14964,
"evaluation_days": 1247,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653760800000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759828273270,
"expiration_time": 1763702668800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 227,
"offset": 0,
"poles": 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": [
[
276634.8448928348,
296718.7235781471,
-20083.8786853121,
2852879.8102818644,
2135807.726329221,
717072.0839526441
],
[
276.634845,
296.718724,
-20.083879,
2852.87981,
2135.807726,
717.072084
],
[
0.22184,
0.237946,
-0.016106,
0.27185,
0.249484,
0.168591
],
[
18.330097,
18.330097,
18.330097,
18.330097,
18.330097,
18.330097
],
[
-325579,
-53439,
-295880,
-1995979,
-1386418,
-2295198
],
[
1.386432,
2.520813,
0.961434,
1.562655,
2.177947,
1.220148
],
[
96,
48,
48,
96,
48,
48
],
[
71,
33,
38,
71,
34,
37
],
[
25,
15,
10,
25,
14,
11
],
[
73.958333,
68.75,
79.166667,
73.958333,
70.833333,
77.083333
],
[
0.48818,
1.145824,
0.253009,
0.550231,
0.896802,
0.362747
],
[
51944,
51944,
35822,
766032,
524601,
766032
],
[
-199836,
-38832,
-199836,
-1221351,
-1119232,
-1221351
],
[
151,
156,
147,
151,
156,
147
],
[
114,
119,
109,
124,
125,
124
],
[
259,
237,
291,
229,
231,
225
],
[
14588,
7516,
7072,
14588,
7516,
7072
],
[
33.549459,
33.549459,
44.882792,
33.549459,
33.549459,
44.882792
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428211,
545518,
-575488,
497367,
489970,
385843
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14964,
"evaluation_days": 1247,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653760800000,
"last_datapoint_time": 1759824000000,
"evaluation_time": 1759828273270,
"expiration_time": 1763702668800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 227,
"offset": 0,
"poles": 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) |
|---|