| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 305868.5393 | 215740.9265 | 90127.6128 | 3286.0258 | 9.1961 | 3276.8297 |
| Total P&L (%) | 305.8685 | 215.7409 | 90.1276 | 3.286 | 0.0092 | 3.2768 |
| Avg Daily Profit (%) | 0.2446 | 0.1725 | 0.0721 | 0.0026 | 0 | 0.0026 |
| Buy And Hold Return (%) | 60.9054 | 60.9054 | 60.9054 | 60.9054 | 60.9054 | 60.9054 |
| Max Trade Drawdown | -136277 | -78056 | -92592 | -252139 | -180597 | -101227 |
| Profit Factor | 1.5243 | 1.9193 | 1.2584 | 1.0054 | 1 | 1.0101 |
| Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
| Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
| Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
| Profitability (%) | 80.3681 | 79.2683 | 81.4815 | 80.3681 | 79.2683 | 81.4815 |
| Ratio Avg Win / Avg Loss | 0.3723 | 0.502 | 0.286 | 0.2456 | 0.2615 | 0.2296 |
| Largest Winning Trade | 26631 | 26631 | 21180 | 27987 | 25666 | 27987 |
| Largest Losing Trade | -92592 | -39353 | -92592 | -109769 | -109769 | -70083 |
| Avg Bars in Trades | 21 | 25 | 17 | 21 | 25 | 17 |
| Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
| Avg Bars in Losers | 58 | 73 | 40 | 58 | 73 | 40 |
| Bars Traded | 3516 | 2061 | 1455 | 3516 | 2061 | 1455 |
| Profit Streak | 7.8871 | 7.8871 | 53.5537 | 7.8871 | 7.8871 | 53.5537 |
| Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 486225 | 254685 | -120938 | -564388 | -579282 | -572154 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3751,
"evaluation_days": 1250.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1657296000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760102242085,
"expiration_time": 1763324064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 182,
"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": [
[
305868.5392701545,
215740.9264656557,
90127.6128044988,
3286.0258166458,
9.196135602,
3276.8296810438
],
[
305.868539,
215.740926,
90.127613,
3.286026,
0.009196,
3.27683
],
[
0.24463,
0.172547,
0.072083,
0.002586,
7.0e-6,
0.002579
],
[
60.905405,
60.905405,
60.905405,
60.905405,
60.905405,
60.905405
],
[
-136277,
-78056,
-92592,
-252139,
-180597,
-101227
],
[
1.524283,
1.919343,
1.258441,
1.00537,
1.000032,
1.010076
],
[
163,
82,
81,
163,
82,
81
],
[
131,
65,
66,
131,
65,
66
],
[
32,
17,
15,
32,
17,
15
],
[
80.368098,
79.268293,
81.481481,
80.368098,
79.268293,
81.481481
],
[
0.372344,
0.501982,
0.286009,
0.245586,
0.261547,
0.229563
],
[
26631,
26631,
21180,
27987,
25666,
27987
],
[
-92592,
-39353,
-92592,
-109769,
-109769,
-70083
],
[
21,
25,
17,
21,
25,
17
],
[
12,
12,
12,
12,
12,
12
],
[
58,
73,
40,
58,
73,
40
],
[
3516,
2061,
1455,
3516,
2061,
1455
],
[
7.887061,
7.887061,
53.553728,
7.887061,
7.887061,
53.553728
],
[
6,
3,
4,
6,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
486225,
254685,
-120938,
-564388,
-579282,
-572154
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3751,
"evaluation_days": 1250.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1657296000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760102242085,
"expiration_time": 1763324064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 182,
"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) |
|---|