| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 258761.8613 | 153397.4106 | 105364.4507 | 365604.277 | 215521.2178 | 150083.0593 |
| Total P&L (%) | 258.7619 | 153.3974 | 105.3645 | 365.6043 | 215.5212 | 150.0831 |
| Avg Daily Profit (%) | 0.4968 | 0.2945 | 0.2023 | 0.2958 | 0.2209 | 0.1761 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -82380 | -57699 | -52996 | -85474 | -74243 | -71711 |
| Profit Factor | 1.4156 | 1.5191 | 1.322 | 1.474 | 1.551 | 1.3948 |
| Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
| Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
| Profitability (%) | 42.5 | 42 | 43 | 42.5 | 42 | 43 |
| Ratio Avg Win / Avg Loss | 1.9152 | 2.0979 | 1.7524 | 1.9943 | 2.1419 | 1.8489 |
| Largest Winning Trade | 67232 | 67232 | 29192 | 139239 | 139239 | 49791 |
| Largest Losing Trade | -19716 | -16951 | -19716 | -35587 | -35587 | -28383 |
| Avg Bars in Trades | 123 | 128 | 118 | 123 | 128 | 118 |
| Avg Bars in Winners | 184 | 181 | 186 | 184 | 181 | 186 |
| Avg Bars in Losers | 78 | 89 | 67 | 78 | 89 | 67 |
| Bars Traded | 24697 | 12835 | 11862 | 24697 | 12835 | 11862 |
| Profit Streak | 16.4857 | 17.1316 | 16.4857 | 16.4857 | 17.1316 | 16.4857 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401620 | 290275 | 232575 | 352617 | 274624 | 240540 |
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714075200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758938967322,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 96,
"offset": 0,
"a": 0.54976
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 194,
"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": [
[
258761.8613303408,
153397.4105870182,
105364.4507433226,
365604.2770129958,
215521.2177529827,
150083.0592600132
],
[
258.761861,
153.397411,
105.364451,
365.604277,
215.521218,
150.083059
],
[
0.496826,
0.294525,
0.202301,
0.295766,
0.220864,
0.176148
],
[
10,
10,
10,
10,
10,
10
],
[
-82380,
-57699,
-52996,
-85474,
-74243,
-71711
],
[
1.415558,
1.519135,
1.32202,
1.474021,
1.551016,
1.394802
],
[
200,
100,
100,
200,
100,
100
],
[
85,
42,
43,
85,
42,
43
],
[
115,
58,
57,
115,
58,
57
],
[
42.5,
42,
43,
42.5,
42,
43
],
[
1.915167,
2.097854,
1.752445,
1.994264,
2.14188,
1.848923
],
[
67232,
67232,
29192,
139239,
139239,
49791
],
[
-19716,
-16951,
-19716,
-35587,
-35587,
-28383
],
[
123,
128,
118,
123,
128,
118
],
[
184,
181,
186,
184,
181,
186
],
[
78,
89,
67,
78,
89,
67
],
[
24697,
12835,
11862,
24697,
12835,
11862
],
[
16.485733,
17.131566,
16.485733,
16.485733,
17.131566,
16.485733
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401620,
290275,
232575,
352617,
274624,
240540
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714075200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758938967322,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 96,
"offset": 0,
"a": 0.54976
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 194,
"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) |
|---|