| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 145830.2162 | 211159.3538 | -65329.1376 | -603616.7725 | -191908.7357 | -411708.0369 |
| Total P&L (%) | 145.8302 | 211.1594 | -65.3291 | -603.6168 | -191.9087 | -411.708 |
| Avg Daily Profit (%) | 0.1173 | 0.1699 | -0.0526 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 22.9575 | 22.9575 | 22.9575 | 22.9575 | 22.9575 | 22.9575 |
| Max Trade Drawdown | -250008 | -52790 | -255518 | -725955 | -314645 | -599665 |
| Profit Factor | 1.208 | 2.0084 | 0.8671 | 0.67 | 0.7541 | 0.6075 |
| Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
| Winning Trades | 162 | 79 | 83 | 29 | 17 | 12 |
| Losing Trades | 28 | 16 | 12 | 161 | 78 | 83 |
| Profitability (%) | 85.2632 | 83.1579 | 87.3684 | 15.2632 | 17.8947 | 12.6316 |
| Ratio Avg Win / Avg Loss | 0.2088 | 0.4068 | 0.1254 | 3.7198 | 3.4598 | 4.202 |
| Largest Winning Trade | 19332 | 19332 | 14847 | 306331 | 306331 | 138698 |
| Largest Losing Trade | -206103 | -52790 | -206103 | -238252 | -63589 | -238252 |
| Avg Bars in Trades | 37 | 42 | 32 | 37 | 42 | 32 |
| Avg Bars in Winners | 17 | 19 | 16 | 138 | 147 | 127 |
| Avg Bars in Losers | 150 | 155 | 144 | 19 | 19 | 18 |
| Bars Traded | 7093 | 4031 | 3062 | 7093 | 4031 | 3062 |
| Profit Streak | 36.6088 | 92.1088 | 36.6088 | 0 | 0 | 0 |
| Trades During Streak | 7 | 7 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -31705 | 507724 | -574759 | -649734 | -639431 | -662628 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7459,
"evaluation_days": 1243.17,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654416000000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759487798781,
"expiration_time": 1762700688000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 163,
"offset": 0,
"scalar": 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": [
[
145830.2161629375,
211159.3537921862,
-65329.1376292488,
-603616.7725228402,
-191908.7356580201,
-411708.0368648202
],
[
145.830216,
211.159354,
-65.329138,
-603.616773,
-191.908736,
-411.708037
],
[
0.117305,
0.169856,
-0.05255,
0,
0,
0
],
[
22.957468,
22.957468,
22.957468,
22.957468,
22.957468,
22.957468
],
[
-250008,
-52790,
-255518,
-725955,
-314645,
-599665
],
[
1.208034,
2.008421,
0.867108,
0.670026,
0.754058,
0.607518
],
[
190,
95,
95,
190,
95,
95
],
[
162,
79,
83,
29,
17,
12
],
[
28,
16,
12,
161,
78,
83
],
[
85.263158,
83.157895,
87.368421,
15.263158,
17.894737,
12.631579
],
[
0.208796,
0.406769,
0.125365,
3.719798,
3.459793,
4.201997
],
[
19332,
19332,
14847,
306331,
306331,
138698
],
[
-206103,
-52790,
-206103,
-238252,
-63589,
-238252
],
[
37,
42,
32,
37,
42,
32
],
[
17,
19,
16,
138,
147,
127
],
[
150,
155,
144,
19,
19,
18
],
[
7093,
4031,
3062,
7093,
4031,
3062
],
[
36.608782,
92.108782,
36.608782,
0,
0,
0
],
[
7,
7,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-31705,
507724,
-574759,
-649734,
-639431,
-662628
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7459,
"evaluation_days": 1243.17,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654416000000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759487798781,
"expiration_time": 1762700688000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 163,
"offset": 0,
"scalar": 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) |
|---|