| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 180326.6615 | 171000.9401 | 9325.7214 | -61393.1581 | 25948.2827 | -87341.4408 |
| Total P&L (%) | 180.3267 | 171.0009 | 9.3257 | -61.3932 | 25.9483 | -87.3414 |
| Avg Daily Profit (%) | 0.1731 | 0.1642 | 0.009 | -0.0913 | 0.0222 | -0.1982 |
| Buy And Hold Return (%) | 11.7937 | 11.7937 | 11.7937 | 11.7937 | 11.7937 | 11.7937 |
| Max Trade Drawdown | -119593 | -86882 | -85753 | -191200 | -126713 | -107989 |
| Profit Factor | 1.2332 | 1.4897 | 1.022 | 0.9199 | 1.0762 | 0.7951 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
| Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
| Profitability (%) | 66.4773 | 63.6364 | 69.3182 | 66.4773 | 63.6364 | 69.3182 |
| Ratio Avg Win / Avg Loss | 0.6219 | 0.8513 | 0.4524 | 0.4639 | 0.615 | 0.3519 |
| Largest Winning Trade | 31810 | 31810 | 21178 | 32621 | 32621 | 24357 |
| Largest Losing Trade | -85753 | -43950 | -85753 | -101601 | -41732 | -101601 |
| Avg Bars in Trades | 139 | 147 | 131 | 139 | 147 | 131 |
| Avg Bars in Winners | 85 | 88 | 82 | 85 | 88 | 82 |
| Avg Bars in Losers | 246 | 250 | 241 | 246 | 250 | 241 |
| Bars Traded | 24501 | 12950 | 11550 | 24501 | 12950 | 11550 |
| Profit Streak | 0 | 0 | 49.758 | 0 | 0 | 49.758 |
| Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 304498 | 310242 | -540694 | -577720 | -305505 | -576830 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669575600000,
"first_datapoint_time": 1670295600000,
"last_datapoint_time": 1759575600000,
"evaluation_time": 1759579888417,
"expiration_time": 1766055600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 201,
"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": [
[
180326.6615382283,
171000.9401105248,
9325.7214277032,
-61393.1580677199,
25948.2827021022,
-87341.4407698221
],
[
180.326662,
171.00094,
9.325721,
-61.393158,
25.948283,
-87.341441
],
[
0.173113,
0.16416,
0.008953,
-0.091325,
0.02215,
-0.198219
],
[
11.79368,
11.79368,
11.79368,
11.79368,
11.79368,
11.79368
],
[
-119593,
-86882,
-85753,
-191200,
-126713,
-107989
],
[
1.233249,
1.489714,
1.021999,
0.919946,
1.076172,
0.79509
],
[
176,
88,
88,
176,
88,
88
],
[
117,
56,
61,
117,
56,
61
],
[
59,
32,
27,
59,
32,
27
],
[
66.477273,
63.636364,
69.318182,
66.477273,
63.636364,
69.318182
],
[
0.621895,
0.851265,
0.45236,
0.463904,
0.614956,
0.351925
],
[
31810,
31810,
21178,
32621,
32621,
24357
],
[
-85753,
-43950,
-85753,
-101601,
-41732,
-101601
],
[
139,
147,
131,
139,
147,
131
],
[
85,
88,
82,
85,
88,
82
],
[
246,
250,
241,
246,
250,
241
],
[
24501,
12950,
11550,
24501,
12950,
11550
],
[
0,
0,
49.757968,
0,
0,
49.757968
],
[
0,
0,
4,
0,
0,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
304498,
310242,
-540694,
-577720,
-305505,
-576830
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669575600000,
"first_datapoint_time": 1670295600000,
"last_datapoint_time": 1759575600000,
"evaluation_time": 1759579888417,
"expiration_time": 1766055600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 201,
"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) |
|---|