| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 248992.3907 | 253067.2416 | -4074.8509 | 585.6803 | 103292.2764 | -102706.596 |
| Total P&L (%) | 248.9924 | 253.0672 | -4.0749 | 0.5857 | 103.2923 | -102.7066 |
| Avg Daily Profit (%) | 0.2003 | 0.2036 | -0.0033 | 0.0005 | 0.0571 | 0 |
| Buy And Hold Return (%) | 90.7658 | 90.7658 | 90.7658 | 90.7658 | 90.7658 | 90.7658 |
| Max Trade Drawdown | -108063 | -77980 | -89081 | -581522 | -336299 | -405945 |
| Profit Factor | 1.4751 | 1.9433 | 0.9841 | 1.0004 | 1.1382 | 0.8477 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
| Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
| Profitability (%) | 64.7059 | 55.814 | 73.8095 | 64.7059 | 55.814 | 73.8095 |
| Ratio Avg Win / Avg Loss | 0.8046 | 1.5384 | 0.3492 | 0.5457 | 0.9011 | 0.3008 |
| Largest Winning Trade | 145695 | 145695 | 26703 | 265999 | 265999 | 115256 |
| Largest Losing Trade | -74782 | -35086 | -74782 | -362796 | -233172 | -362796 |
| Avg Bars in Trades | 41 | 43 | 40 | 41 | 43 | 40 |
| Avg Bars in Winners | 30 | 31 | 29 | 30 | 31 | 29 |
| Avg Bars in Losers | 62 | 58 | 69 | 62 | 58 | 69 |
| Bars Traded | 3542 | 1861 | 1681 | 3542 | 1861 | 1681 |
| Profit Streak | 29.8496 | 29.8496 | 38.5163 | 29.8496 | 29.8496 | 38.5163 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 258701 | 337959 | -577102 | -576283 | -308297 | -577102 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3729,
"evaluation_days": 1243,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1656201600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759465404022,
"expiration_time": 1762671456000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 134,
"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": [
[
248992.3907069196,
253067.2416426916,
-4074.850935772,
585.6803348005,
103292.2763793156,
-102706.596044515
],
[
248.992391,
253.067242,
-4.074851,
0.58568,
103.292276,
-102.706596
],
[
0.200316,
0.203594,
-0.003278,
0.00047,
0.057094,
0
],
[
90.765766,
90.765766,
90.765766,
90.765766,
90.765766,
90.765766
],
[
-108063,
-77980,
-89081,
-581522,
-336299,
-405945
],
[
1.475051,
1.943287,
0.984074,
1.000412,
1.138249,
0.847699
],
[
85,
43,
42,
85,
43,
42
],
[
55,
24,
31,
55,
24,
31
],
[
30,
19,
11,
30,
19,
11
],
[
64.705882,
55.813953,
73.809524,
64.705882,
55.813953,
73.809524
],
[
0.804573,
1.538435,
0.349187,
0.545679,
0.901114,
0.300797
],
[
145695,
145695,
26703,
265999,
265999,
115256
],
[
-74782,
-35086,
-74782,
-362796,
-233172,
-362796
],
[
41,
43,
40,
41,
43,
40
],
[
30,
31,
29,
30,
31,
29
],
[
62,
58,
69,
62,
58,
69
],
[
3542,
1861,
1681,
3542,
1861,
1681
],
[
29.849583,
29.849584,
38.51625,
29.849584,
29.849584,
38.51625
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
258701,
337959,
-577102,
-576283,
-308297,
-577102
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3729,
"evaluation_days": 1243,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1656201600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759465404022,
"expiration_time": 1762671456000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 134,
"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) |
|---|