| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 384897.6278 | 305912.4435 | 78985.1843 | 348349.7905 | 286953.4279 | 61396.3626 |
| Total P&L (%) | 384.8976 | 305.9124 | 78.9852 | 348.3498 | 286.9534 | 61.3964 |
| Avg Daily Profit (%) | 0.3101 | 0.2464 | 0.0636 | 0.1209 | 0.1091 | 0.0386 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136711 | -94588 | -85682 | -2117227 | -1535803 | -656929 |
| Profit Factor | 1.4247 | 1.6297 | 1.1878 | 1.0666 | 1.0944 | 1.028 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
| Losing Trades | 92 | 47 | 45 | 92 | 47 | 45 |
| Profitability (%) | 56.6038 | 55.6604 | 57.5472 | 56.6038 | 55.6604 | 57.5472 |
| Ratio Avg Win / Avg Loss | 1.0923 | 1.2982 | 0.8763 | 0.8177 | 0.8718 | 0.7584 |
| Largest Winning Trade | 58802 | 58802 | 41518 | 387535 | 387535 | 289492 |
| Largest Losing Trade | -54384 | -40367 | -54384 | -723314 | -723314 | -337914 |
| Avg Bars in Trades | 68 | 84 | 53 | 68 | 84 | 53 |
| Avg Bars in Winners | 57 | 68 | 45 | 57 | 68 | 45 |
| Avg Bars in Losers | 84 | 104 | 62 | 84 | 104 | 62 |
| Bars Traded | 14609 | 8984 | 5625 | 14609 | 8984 | 5625 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 409444 | 376356 | -122836 | -178508 | -165278 | -332603 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14896,
"evaluation_days": 1241.33,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653436800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759336190410,
"expiration_time": 1763195443200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 174,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 188,
"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": [
[
384897.6277619398,
305912.443498705,
78985.1842632346,
348349.7904807702,
286953.4279262472,
61396.3625545232
],
[
384.897628,
305.912443,
78.985184,
348.34979,
286.953428,
61.396363
],
[
0.310069,
0.246439,
0.063629,
0.120944,
0.109066,
0.03857
],
[
10,
10,
10,
10,
10,
10
],
[
-136711,
-94588,
-85682,
-2117227,
-1535803,
-656929
],
[
1.424691,
1.629713,
1.187835,
1.066607,
1.094399,
1.028034
],
[
212,
106,
106,
212,
106,
106
],
[
120,
59,
61,
120,
59,
61
],
[
92,
47,
45,
92,
47,
45
],
[
56.603774,
55.660377,
57.54717,
56.603774,
55.660377,
57.54717
],
[
1.092263,
1.298246,
0.876272,
0.817732,
0.871809,
0.758385
],
[
58802,
58802,
41518,
387535,
387535,
289492
],
[
-54384,
-40367,
-54384,
-723314,
-723314,
-337914
],
[
68,
84,
53,
68,
84,
53
],
[
57,
68,
45,
57,
68,
45
],
[
84,
104,
62,
84,
104,
62
],
[
14609,
8984,
5625,
14609,
8984,
5625
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409444,
376356,
-122836,
-178508,
-165278,
-332603
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14896,
"evaluation_days": 1241.33,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653436800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759336190410,
"expiration_time": 1763195443200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 174,
"offset": 0,
"scalar": 1
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 188,
"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) |
|---|