| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 261961.315 | 162759.9666 | 99201.3484 | 4135.9049 | 41561.9504 | -37426.0455 |
| Total P&L (%) | 261.9613 | 162.76 | 99.2013 | 4.1359 | 41.562 | -37.426 |
| Avg Daily Profit (%) | 0.2119 | 0.1317 | 0.0803 | 0.0033 | 0.0281 | -0.0379 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -104796 | -53021 | -111893 | -160954 | -70111 | -150679 |
| Profit Factor | 1.5462 | 1.8441 | 1.3459 | 1.009 | 1.2269 | 0.8653 |
| Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
| Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
| Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
| Profitability (%) | 83.5821 | 83.5821 | 83.5821 | 83.5821 | 83.5821 | 83.5821 |
| Ratio Avg Win / Avg Loss | 0.3037 | 0.3622 | 0.2644 | 0.1982 | 0.241 | 0.17 |
| Largest Winning Trade | 23105 | 20095 | 23105 | 19897 | 19400 | 19897 |
| Largest Losing Trade | -89919 | -53021 | -89919 | -142386 | -55259 | -142386 |
| Avg Bars in Trades | 25 | 29 | 21 | 25 | 29 | 21 |
| Avg Bars in Winners | 13 | 15 | 11 | 13 | 15 | 11 |
| Avg Bars in Losers | 84 | 98 | 70 | 84 | 98 | 70 |
| Bars Traded | 3390 | 1963 | 1427 | 3390 | 1963 | 1427 |
| Profit Streak | 15.4195 | 15.4195 | 30.4195 | 15.4195 | 15.4195 | 30.4195 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 514053 | -128090 | -198258 | -559903 | -271003 | -691941 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3708,
"evaluation_days": 1236,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658390400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758881047954,
"expiration_time": 1762048512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 66,
"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": [
[
261961.3149617795,
162759.966581113,
99201.3483806665,
4135.904857977,
41561.9503692106,
-37426.0455112335
],
[
261.961315,
162.759967,
99.201348,
4.135905,
41.56195,
-37.426046
],
[
0.211943,
0.131683,
0.08026,
0.003279,
0.028124,
-0.037923
],
[
10,
10,
10,
10,
10,
10
],
[
-104796,
-53021,
-111893,
-160954,
-70111,
-150679
],
[
1.546194,
1.844051,
1.345915,
1.008971,
1.226911,
0.865298
],
[
134,
67,
67,
134,
67,
67
],
[
112,
56,
56,
112,
56,
56
],
[
22,
11,
11,
22,
11,
11
],
[
83.58209,
83.58209,
83.58209,
83.58209,
83.58209,
83.58209
],
[
0.303717,
0.362224,
0.264376,
0.198191,
0.241,
0.169969
],
[
23105,
20095,
23105,
19897,
19400,
19897
],
[
-89919,
-53021,
-89919,
-142386,
-55259,
-142386
],
[
25,
29,
21,
25,
29,
21
],
[
13,
15,
11,
13,
15,
11
],
[
84,
98,
70,
84,
98,
70
],
[
3390,
1963,
1427,
3390,
1963,
1427
],
[
15.419536,
15.419536,
30.419536,
15.419536,
15.419537,
30.419536
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
514053,
-128090,
-198258,
-559903,
-271003,
-691941
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3708,
"evaluation_days": 1236,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658390400000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758881047954,
"expiration_time": 1762048512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 220,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 66,
"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) |
|---|