| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 260349.9395 | 226539.2502 | 33810.6893 | 135089.7607 | 111051.3145 | 24038.4462 |
| Total P&L (%) | 260.3499 | 226.5393 | 33.8107 | 135.0898 | 111.0513 | 24.0384 |
| Avg Daily Profit (%) | 0.2094 | 0.1822 | 0.0272 | 0.0688 | 0.0601 | 0.0173 |
| Buy And Hold Return (%) | 23.7126 | 23.7126 | 23.7126 | 23.7126 | 23.7126 | 23.7126 |
| Max Trade Drawdown | -100082 | -68693 | -64172 | -249283 | -174659 | -136436 |
| Profit Factor | 1.4746 | 1.751 | 1.1369 | 1.1241 | 1.1745 | 1.0532 |
| Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
| Winning Trades | 57 | 22 | 35 | 57 | 22 | 35 |
| Losing Trades | 67 | 40 | 27 | 67 | 40 | 27 |
| Profitability (%) | 45.9677 | 35.4839 | 56.4516 | 45.9677 | 35.4839 | 56.4516 |
| Ratio Avg Win / Avg Loss | 1.7332 | 3.1836 | 0.877 | 1.3213 | 2.1354 | 0.8125 |
| Largest Winning Trade | 161239 | 161239 | 41779 | 191810 | 191810 | 85484 |
| Largest Losing Trade | -32735 | -17606 | -32735 | -51683 | -51683 | -50471 |
| Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
| Avg Bars in Winners | 41 | 52 | 33 | 41 | 52 | 33 |
| Avg Bars in Losers | 17 | 19 | 13 | 17 | 19 | 13 |
| Bars Traded | 3514 | 1960 | 1554 | 3514 | 1960 | 1554 |
| 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 | 324059 | -149314 | -414500 | -186937 | -301884 | -647957 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3730,
"evaluation_days": 1243.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654243200000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759486871754,
"expiration_time": 1762701120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 50,
"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": [
[
260349.9394956529,
226539.2502270507,
33810.689268602,
135089.7607360645,
111051.3144875851,
24038.4462484796
],
[
260.349939,
226.53925,
33.810689,
135.089761,
111.051314,
24.038446
],
[
0.209397,
0.182204,
0.027194,
0.068774,
0.060093,
0.017328
],
[
23.712575,
23.712575,
23.712575,
23.712575,
23.712575,
23.712575
],
[
-100082,
-68693,
-64172,
-249283,
-174659,
-136436
],
[
1.474554,
1.750979,
1.136906,
1.124116,
1.174484,
1.053188
],
[
124,
62,
62,
124,
62,
62
],
[
57,
22,
35,
57,
22,
35
],
[
67,
40,
27,
67,
40,
27
],
[
45.967742,
35.483871,
56.451613,
45.967742,
35.483871,
56.451613
],
[
1.733247,
3.183598,
0.877042,
1.32133,
2.135425,
0.812459
],
[
161239,
161239,
41779,
191810,
191810,
85484
],
[
-32735,
-17606,
-32735,
-51683,
-51683,
-50471
],
[
28,
31,
25,
28,
31,
25
],
[
41,
52,
33,
41,
52,
33
],
[
17,
19,
13,
17,
19,
13
],
[
3514,
1960,
1554,
3514,
1960,
1554
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324059,
-149314,
-414500,
-186937,
-301884,
-647957
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3730,
"evaluation_days": 1243.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654243200000,
"last_datapoint_time": 1759478400000,
"evaluation_time": 1759486871754,
"expiration_time": 1762701120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 76,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 50,
"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) |
|---|