| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 239985.6272 | 241233.8396 | -1248.2124 | -71657.7546 | 94534.0331 | -166191.7877 |
| Total P&L (%) | 239.9856 | 241.2338 | -1.2482 | -71.6578 | 94.534 | -166.1918 |
| Avg Daily Profit (%) | 0.1918 | 0.1928 | -0.001 | -0.1007 | 0.0532 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162914 | -83786 | -169724 | -189009 | -15618 | -208243 |
| Profit Factor | 1.3125 | 1.6212 | 0.9967 | 0.776 | 2.1066 | 0.2913 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Profitability (%) | 45.8333 | 45.8333 | 45.8333 | 45.8333 | 45.8333 | 45.8333 |
| Ratio Avg Win / Avg Loss | 1.5511 | 1.9159 | 1.1779 | 0.9171 | 2.4896 | 0.3442 |
| Largest Winning Trade | 94679 | 94679 | 32595 | 86972 | 86972 | 25771 |
| Largest Losing Trade | -91862 | -34628 | -91862 | -178882 | -25823 | -178882 |
| Avg Bars in Trades | 102 | 120 | 83 | 102 | 120 | 83 |
| Avg Bars in Winners | 111 | 125 | 97 | 111 | 125 | 97 |
| Avg Bars in Losers | 94 | 117 | 72 | 94 | 117 | 72 |
| Bars Traded | 14752 | 8709 | 6043 | 14752 | 8709 | 6043 |
| Profit Streak | 25.2793 | 25.2793 | 92.6959 | 25.2793 | 25.2793 | 92.6959 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309822 | -69906 | -658830 | -580994 | -198404 | -660496 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 15014,
"evaluation_days": 1251.17,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653638400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760186528671,
"expiration_time": 1764075628800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 199,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 216,
"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": [
[
239985.6272333535,
241233.8396034344,
-1248.2123700808,
-71657.75463911,
94534.0330829767,
-166191.7877220866
],
[
239.985627,
241.23384,
-1.248212,
-71.657755,
94.534033,
-166.191788
],
[
0.191809,
0.192807,
-0.000998,
-0.10072,
0.053199,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-162914,
-83786,
-169724,
-189009,
-15618,
-208243
],
[
1.312485,
1.621161,
0.996712,
0.776015,
2.10655,
0.291267
],
[
144,
72,
72,
144,
72,
72
],
[
66,
33,
33,
66,
33,
33
],
[
78,
39,
39,
78,
39,
39
],
[
45.833333,
45.833333,
45.833333,
45.833333,
45.833333,
45.833333
],
[
1.551118,
1.915917,
1.177932,
0.917109,
2.48956,
0.344224
],
[
94679,
94679,
32595,
86972,
86972,
25771
],
[
-91862,
-34628,
-91862,
-178882,
-25823,
-178882
],
[
102,
120,
83,
102,
120,
83
],
[
111,
125,
97,
111,
125,
97
],
[
94,
117,
72,
94,
117,
72
],
[
14752,
8709,
6043,
14752,
8709,
6043
],
[
25.279267,
25.279267,
92.695934,
25.279267,
25.279267,
92.695934
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309822,
-69906,
-658830,
-580994,
-198404,
-660496
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 15014,
"evaluation_days": 1251.17,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653638400000,
"last_datapoint_time": 1760184000000,
"evaluation_time": 1760186528671,
"expiration_time": 1764075628800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 199,
"offset": 0,
"poles": 3
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 216,
"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) |
|---|