| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 230304.7145 | 206316.1514 | 23988.5631 | 119840.897 | 97461.79 | 22379.107 |
| Total P&L (%) | 230.3047 | 206.3162 | 23.9886 | 119.8409 | 97.4618 | 22.3791 |
| Avg Daily Profit (%) | 0.1859 | 0.1666 | 0.0194 | 0.0636 | 0.0549 | 0.0163 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -212131 | -59082 | -176457 | -61787 | -26747 | -58194 |
| Profit Factor | 1.3886 | 1.8331 | 1.0695 | 1.508 | 1.9982 | 1.1619 |
| Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
| Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
| Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
| Profitability (%) | 59.2 | 56.4516 | 61.9048 | 59.2 | 56.4516 | 61.9048 |
| Ratio Avg Win / Avg Loss | 0.957 | 1.4141 | 0.6582 | 1.0393 | 1.5415 | 0.715 |
| Largest Winning Trade | 51961 | 51961 | 22919 | 54080 | 54080 | 29245 |
| Largest Losing Trade | -45558 | -28017 | -45558 | -33566 | -25236 | -33566 |
| Avg Bars in Trades | 28 | 33 | 22 | 28 | 33 | 22 |
| Avg Bars in Winners | 24 | 27 | 20 | 24 | 27 | 20 |
| Avg Bars in Losers | 33 | 41 | 25 | 33 | 41 | 25 |
| Bars Traded | 3504 | 2073 | 1431 | 3504 | 2073 | 1431 |
| Profit Streak | 15.1392 | 15.1392 | 59.8059 | 15.1392 | 15.1392 | 59.8059 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 350994 | -143056 | -460380 | -103341 | -268511 | -363989 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3716,
"evaluation_days": 1238.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653638400000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759087230118,
"expiration_time": 1762285824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 40,
"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": [
[
230304.714454329,
206316.1513888969,
23988.5630654322,
119840.8970206082,
97461.7900384529,
22379.1069821553
],
[
230.304714,
206.316151,
23.988563,
119.840897,
97.46179,
22.379107
],
[
0.185929,
0.166563,
0.019366,
0.063615,
0.054943,
0.016305
],
[
10,
10,
10,
10,
10,
10
],
[
-212131,
-59082,
-176457,
-61787,
-26747,
-58194
],
[
1.388627,
1.833097,
1.06954,
1.508001,
1.998182,
1.161854
],
[
125,
62,
63,
125,
62,
63
],
[
74,
35,
39,
74,
35,
39
],
[
51,
27,
24,
51,
27,
24
],
[
59.2,
56.451613,
61.904762,
59.2,
56.451613,
61.904762
],
[
0.957027,
1.414104,
0.658178,
1.039298,
1.541455,
0.714987
],
[
51961,
51961,
22919,
54080,
54080,
29245
],
[
-45558,
-28017,
-45558,
-33566,
-25236,
-33566
],
[
28,
33,
22,
28,
33,
22
],
[
24,
27,
20,
24,
27,
20
],
[
33,
41,
25,
33,
41,
25
],
[
3504,
2073,
1431,
3504,
2073,
1431
],
[
15.139237,
15.139237,
59.805904,
15.139237,
15.139237,
59.805904
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
350994,
-143056,
-460380,
-103341,
-268511,
-363989
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3716,
"evaluation_days": 1238.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653638400000,
"last_datapoint_time": 1759075200000,
"evaluation_time": 1759087230118,
"expiration_time": 1762285824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 55,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 40,
"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) |
|---|