| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 543213.3658 | 464080.4601 | 79132.9057 | 665340.1728 | 186588.518 | 478751.6548 |
| Total P&L (%) | 543.2134 | 464.0805 | 79.1329 | 665.3402 | 186.5885 | 478.7517 |
| Avg Daily Profit (%) | 0.4376 | 0.3739 | 0.0638 | 0.1641 | 0.0849 | 0.1415 |
| Buy And Hold Return (%) | 55.5902 | 55.5902 | 55.5902 | 55.5902 | 55.5902 | 55.5902 |
| Max Trade Drawdown | -176209 | -69803 | -123400 | -942657 | -678003 | -392214 |
| Profit Factor | 2.0917 | 2.8777 | 1.316 | 1.278 | 1.1364 | 1.4673 |
| Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
| Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 56.6667 | 53.3333 | 60 | 56.6667 | 53.3333 | 60 |
| Ratio Avg Win / Avg Loss | 1.5995 | 2.518 | 0.8773 | 0.9773 | 0.9943 | 0.9782 |
| Largest Winning Trade | 319621 | 319621 | 36530 | 345633 | 319621 | 345633 |
| Largest Losing Trade | -52720 | -34422 | -52720 | -331882 | -331882 | -175918 |
| Avg Bars in Trades | 52 | 57 | 46 | 52 | 57 | 46 |
| Avg Bars in Winners | 51 | 60 | 43 | 51 | 60 | 43 |
| Avg Bars in Losers | 53 | 55 | 51 | 53 | 55 | 51 |
| Bars Traded | 4694 | 2599 | 2095 | 4694 | 2599 | 2095 |
| Profit Streak | 23.7214 | 0 | 76.4714 | 23.7214 | 0 | 76.4714 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 565043 | 543576 | -140981 | 275886 | -154153 | -2312 |
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4965,
"evaluation_days": 1241.25,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1657324800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759317528256,
"expiration_time": 1762515720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 244,
"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": [
[
543213.3658068943,
464080.4601141309,
79132.9056927637,
665340.1727920725,
186588.5179867066,
478751.6548053665
],
[
543.213366,
464.08046,
79.132906,
665.340173,
186.588518,
478.751655
],
[
0.437634,
0.373882,
0.063753,
0.164094,
0.08486,
0.141546
],
[
55.590231,
55.590231,
55.590231,
55.590231,
55.590231,
55.590231
],
[
-176209,
-69803,
-123400,
-942657,
-678003,
-392214
],
[
2.091713,
2.877683,
1.315997,
1.278046,
1.13636,
1.467273
],
[
90,
45,
45,
90,
45,
45
],
[
51,
24,
27,
51,
24,
27
],
[
39,
21,
18,
39,
21,
18
],
[
56.666667,
53.333333,
60,
56.666667,
53.333333,
60
],
[
1.599545,
2.517972,
0.877331,
0.977329,
0.994315,
0.978182
],
[
319621,
319621,
36530,
345633,
319621,
345633
],
[
-52720,
-34422,
-52720,
-331882,
-331882,
-175918
],
[
52,
57,
46,
52,
57,
46
],
[
51,
60,
43,
51,
60,
43
],
[
53,
55,
51,
53,
55,
51
],
[
4694,
2599,
2095,
4694,
2599,
2095
],
[
23.721392,
0,
76.471392,
23.721392,
0,
76.471392
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
565043,
543576,
-140981,
275886,
-154153,
-2312
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4965,
"evaluation_days": 1241.25,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1657324800000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759317528256,
"expiration_time": 1762515720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 239,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 244,
"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) |
|---|