| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 367718.2819 | 402641.1896 | -34922.9078 | -11710.6768 | 237923.6302 | -249634.307 |
| Total P&L (%) | 367.7183 | 402.6412 | -34.9229 | -11.7107 | 237.9236 | -249.6343 |
| Avg Daily Profit (%) | 0.2968 | 0.325 | -0.0282 | -0.0101 | 0.0983 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -169392 | -107927 | -105487 | -871946 | -390278 | -570327 |
| Profit Factor | 1.4916 | 2.0576 | 0.9049 | 0.9959 | 1.1684 | 0.8287 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
| Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
| Profitability (%) | 43.3824 | 42.6471 | 44.1176 | 43.3824 | 42.6471 | 44.1176 |
| Ratio Avg Win / Avg Loss | 1.9467 | 2.7672 | 1.1462 | 1.2998 | 1.5713 | 1.0497 |
| Largest Winning Trade | 349588 | 349588 | 29945 | 343683 | 343683 | 172502 |
| Largest Losing Trade | -53299 | -53299 | -39762 | -194217 | -194217 | -132471 |
| Avg Bars in Trades | 52 | 64 | 41 | 52 | 64 | 41 |
| Avg Bars in Winners | 59 | 66 | 52 | 59 | 66 | 52 |
| Avg Bars in Losers | 48 | 63 | 32 | 48 | 63 | 32 |
| Bars Traded | 7200 | 4384 | 2816 | 7200 | 4384 | 2816 |
| Profit Streak | 0 | 0 | 50.1766 | 0 | 0 | 50.1766 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309640 | -99716 | -690292 | -581324 | -208181 | -690292 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7434,
"evaluation_days": 1239,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654632000000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759133654430,
"expiration_time": 1762329888000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 178,
"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": [
[
367718.2818551802,
402641.1896077048,
-34922.9077525245,
-11710.6767986353,
237923.6301920398,
-249634.306990675
],
[
367.718282,
402.64119,
-34.922908,
-11.710677,
237.92363,
-249.634307
],
[
0.296786,
0.324973,
-0.028186,
-0.010052,
0.098325,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-169392,
-107927,
-105487,
-871946,
-390278,
-570327
],
[
1.491644,
2.057626,
0.904903,
0.99592,
1.168417,
0.828737
],
[
136,
68,
68,
136,
68,
68
],
[
59,
29,
30,
59,
29,
30
],
[
77,
39,
38,
77,
39,
38
],
[
43.382353,
42.647059,
44.117647,
43.382353,
42.647059,
44.117647
],
[
1.946722,
2.767153,
1.14621,
1.29976,
1.571319,
1.049733
],
[
349588,
349588,
29945,
343683,
343683,
172502
],
[
-53299,
-53299,
-39762,
-194217,
-194217,
-132471
],
[
52,
64,
41,
52,
64,
41
],
[
59,
66,
52,
59,
66,
52
],
[
48,
63,
32,
48,
63,
32
],
[
7200,
4384,
2816,
7200,
4384,
2816
],
[
0,
0,
50.176556,
0,
0,
50.176556
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309640,
-99716,
-690292,
-581324,
-208181,
-690292
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7434,
"evaluation_days": 1239,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654632000000,
"last_datapoint_time": 1759118400000,
"evaluation_time": 1759133654430,
"expiration_time": 1762329888000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 167,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 178,
"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) |
|---|