| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 243768.2004 | 287804.5222 | -44036.3219 | -1090178.2568 | -597030.491 | -493147.7658 |
| Total P&L (%) | 243.7682 | 287.8045 | -44.0363 | -1090.1783 | -597.0305 | -493.1478 |
| Avg Daily Profit (%) | 0.1975 | 0.2332 | -0.0357 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -93277 | -57773 | -93277 | -1195382 | -628512 | -774456 |
| Profit Factor | 1.3337 | 2.4261 | 0.9167 | 0.6323 | 0.5508 | 0.6986 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 99 | 47 | 52 | 29 | 17 | 12 |
| Losing Trades | 30 | 17 | 13 | 100 | 47 | 53 |
| Profitability (%) | 76.7442 | 73.4375 | 80 | 22.4806 | 26.5625 | 18.4615 |
| Ratio Avg Win / Avg Loss | 0.4041 | 0.8775 | 0.2292 | 2.1805 | 1.5229 | 3.0853 |
| Largest Winning Trade | 28697 | 28697 | 21926 | 383799 | 335020 | 383799 |
| Largest Losing Trade | -252683 | -37495 | -252683 | -252683 | -136104 | -252683 |
| Avg Bars in Trades | 109 | 121 | 97 | 109 | 121 | 97 |
| Avg Bars in Winners | 58 | 61 | 55 | 267 | 286 | 239 |
| Avg Bars in Losers | 275 | 286 | 261 | 63 | 61 | 64 |
| Bars Traded | 14081 | 7774 | 6307 | 14081 | 7774 | 6307 |
| Profit Streak | 14.9328 | 14.9328 | 30.1828 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 424761 | -125805 | -707566 | -618577 | -740386 | -768590 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653681600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758860592339,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 222,
"offset": 0,
"scalar": 1
}
}
}
{
"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": [
[
243768.2003508515,
287804.5222393344,
-44036.3218884828,
-1090178.2567856908,
-597030.4909517335,
-493147.7658339577
],
[
243.7682,
287.804522,
-44.036322,
-1090.178257,
-597.030491,
-493.147766
],
[
0.197503,
0.233182,
-0.035679,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-93277,
-57773,
-93277,
-1195382,
-628512,
-774456
],
[
1.333677,
2.426083,
0.916714,
0.632347,
0.550848,
0.698564
],
[
129,
64,
65,
129,
64,
65
],
[
99,
47,
52,
29,
17,
12
],
[
30,
17,
13,
100,
47,
53
],
[
76.744186,
73.4375,
80,
22.48062,
26.5625,
18.461538
],
[
0.404145,
0.877519,
0.229179,
2.180506,
1.522933,
3.085325
],
[
28697,
28697,
21926,
383799,
335020,
383799
],
[
-252683,
-37495,
-252683,
-252683,
-136104,
-252683
],
[
109,
121,
97,
109,
121,
97
],
[
58,
61,
55,
267,
286,
239
],
[
275,
286,
261,
63,
61,
64
],
[
14081,
7774,
6307,
14081,
7774,
6307
],
[
14.932782,
14.932782,
30.182782,
0,
0,
0
],
[
3,
1,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
424761,
-125805,
-707566,
-618577,
-740386,
-768590
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653681600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758860592339,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 222,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|