| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -86890.8214 | 120204.9272 | -207095.7485 | 1743561.6891 | -218408.6866 | 1961970.3757 |
| Total P&L (%) | -86.8908 | 120.2049 | -207.0957 | 1743.5617 | -218.4087 | 1961.9704 |
| Avg Daily Profit (%) | -0.0704 | 0.0974 | -0.1678 | 0.2364 | 0 | 0.2455 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -338403 | -52211 | -345935 | -3574483 | -2404397 | -1565021 |
| Profit Factor | 0.8865 | 1.892 | 0.6718 | 1.2201 | 0.9376 | 1.4436 |
| Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Winning Trades | 80 | 40 | 40 | 64 | 32 | 32 |
| Losing Trades | 18 | 9 | 9 | 34 | 17 | 17 |
| Profitability (%) | 81.6327 | 81.6327 | 81.6327 | 65.3061 | 65.3061 | 65.3061 |
| Ratio Avg Win / Avg Loss | 0.1995 | 0.4257 | 0.1511 | 0.6482 | 0.4981 | 0.7669 |
| Largest Winning Trade | 29098 | 29098 | 27868 | 1565295 | 649374 | 1565295 |
| Largest Losing Trade | -311148 | -38655 | -311148 | -1674472 | -1674472 | -885509 |
| Avg Bars in Trades | 74 | 30 | 119 | 74 | 30 | 119 |
| Avg Bars in Winners | 54 | 21 | 86 | 63 | 23 | 104 |
| Avg Bars in Losers | 165 | 68 | 263 | 94 | 42 | 146 |
| Bars Traded | 7307 | 1476 | 5831 | 7307 | 1476 | 5831 |
| Profit Streak | 27.3954 | 91.2288 | 27.3954 | 27.3954 | 91.2288 | 27.3954 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575178 | -57042 | -576093 | 353275 | -577737 | 372328 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653076800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758936565700,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 70,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
-86890.8213632147,
120204.9271586221,
-207095.7485218369,
1743561.6890586452,
-218408.6866417415,
1961970.3757003883
],
[
-86.890821,
120.204927,
-207.095749,
1743.561689,
-218.408687,
1961.970376
],
[
-0.070395,
0.097385,
-0.16778,
0.236381,
0,
0.245474
],
[
10,
10,
10,
10,
10,
10
],
[
-338403,
-52211,
-345935,
-3574483,
-2404397,
-1565021
],
[
0.88652,
1.891992,
0.671762,
1.2201,
0.937578,
1.443604
],
[
98,
49,
49,
98,
49,
49
],
[
80,
40,
40,
64,
32,
32
],
[
18,
9,
9,
34,
17,
17
],
[
81.632653,
81.632653,
81.632653,
65.306122,
65.306122,
65.306122
],
[
0.199467,
0.425698,
0.151147,
0.648178,
0.498088,
0.766914
],
[
29098,
29098,
27868,
1565295,
649374,
1565295
],
[
-311148,
-38655,
-311148,
-1674472,
-1674472,
-885509
],
[
74,
30,
119,
74,
30,
119
],
[
54,
21,
86,
63,
23,
104
],
[
165,
68,
263,
94,
42,
146
],
[
7307,
1476,
5831,
7307,
1476,
5831
],
[
27.395436,
91.22877,
27.395436,
27.395436,
91.22877,
27.395436
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575178,
-57042,
-576093,
353275,
-577737,
372328
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653076800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758936565700,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 70,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|