| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 172670.4148 | 207007.9447 | -34337.5299 | -88199.224 | 27560.9262 | -115760.1502 |
| Total P&L (%) | 172.6704 | 207.0079 | -34.3375 | -88.1992 | 27.5609 | -115.7602 |
| Avg Daily Profit (%) | 0.1399 | 0.1677 | -0.0278 | -0.173 | 0.0197 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168218 | -77499 | -193344 | -165339 | -23929 | -168006 |
| Profit Factor | 1.1755 | 1.51 | 0.9406 | 0.7172 | 1.3171 | 0.4855 |
| Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
| Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
| Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
| Profitability (%) | 56.1321 | 50.9434 | 61.3208 | 56.1321 | 50.9434 | 61.3208 |
| Ratio Avg Win / Avg Loss | 0.9187 | 1.4541 | 0.5933 | 0.5605 | 1.2684 | 0.3063 |
| Largest Winning Trade | 60949 | 60949 | 32325 | 44193 | 44193 | 30365 |
| Largest Losing Trade | -90419 | -43165 | -90419 | -152354 | -23929 | -152354 |
| Avg Bars in Trades | 34 | 34 | 33 | 34 | 34 | 33 |
| Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
| Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
| Bars Traded | 7249 | 3705 | 3545 | 7249 | 3705 | 3545 |
| 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 | -33509 | 308257 | -579582 | -578873 | -169797 | -579582 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653364800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758840832243,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 90,
"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": [
[
172670.4148239643,
207007.9446856939,
-34337.5298617296,
-88199.2239970214,
27560.9261537666,
-115760.150150788
],
[
172.670415,
207.007945,
-34.33753,
-88.199224,
27.560926,
-115.76015
],
[
0.13989,
0.167709,
-0.027819,
-0.172981,
0.019723,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-168218,
-77499,
-193344,
-165339,
-23929,
-168006
],
[
1.175515,
1.51001,
0.940583,
0.717233,
1.317136,
0.48553
],
[
212,
106,
106,
212,
106,
106
],
[
119,
54,
65,
119,
54,
65
],
[
93,
52,
41,
93,
52,
41
],
[
56.132075,
50.943396,
61.320755,
56.132075,
50.943396,
61.320755
],
[
0.91868,
1.454083,
0.593291,
0.560526,
1.268353,
0.306258
],
[
60949,
60949,
32325,
44193,
44193,
30365
],
[
-90419,
-43165,
-90419,
-152354,
-23929,
-152354
],
[
34,
34,
33,
34,
34,
33
],
[
30,
32,
29,
30,
32,
29
],
[
38,
37,
39,
38,
37,
39
],
[
7249,
3705,
3545,
7249,
3705,
3545
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-33509,
308257,
-579582,
-578873,
-169797,
-579582
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653364800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758840832243,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 90,
"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) |
|---|