| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 169051.054 | 169860.1325 | -809.0785 | -175138.1394 | 655.3829 | -175793.5223 |
| Total P&L (%) | 169.0511 | 169.8601 | -0.8091 | -175.1381 | 0.6554 | -175.7935 |
| Avg Daily Profit (%) | 0.1623 | 0.1631 | -0.0008 | 0 | 0.0006 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -122977 | -85918 | -117576 | -403177 | -171111 | -257696 |
| Profit Factor | 1.2107 | 1.4607 | 0.9981 | 0.8537 | 1.0011 | 0.7164 |
| Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
| Winning Trades | 137 | 68 | 69 | 64 | 32 | 32 |
| Losing Trades | 64 | 33 | 31 | 137 | 69 | 68 |
| Profitability (%) | 68.1592 | 67.3267 | 69 | 31.8408 | 31.6832 | 32 |
| Ratio Avg Win / Avg Loss | 0.5656 | 0.7089 | 0.4484 | 1.8274 | 2.1587 | 1.5223 |
| Largest Winning Trade | 27625 | 27625 | 20929 | 99119 | 99119 | 73473 |
| Largest Losing Trade | -117576 | -36490 | -117576 | -125012 | -40834 | -125012 |
| Avg Bars in Trades | 122 | 132 | 113 | 122 | 132 | 113 |
| Avg Bars in Winners | 82 | 90 | 74 | 204 | 223 | 185 |
| Avg Bars in Losers | 209 | 219 | 198 | 84 | 89 | 79 |
| Bars Traded | 24686 | 13350 | 11336 | 24686 | 13350 | 11336 |
| Profit Streak | 0 | 0 | 27.9032 | 12.4449 | 15.4032 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 308746 | 321965 | -577314 | -583393 | -582740 | -585287 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669518000000,
"first_datapoint_time": 1670223600000,
"last_datapoint_time": 1759518000000,
"evaluation_time": 1759520439912,
"expiration_time": 1765998000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 99,
"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": [
[
169051.0540113603,
169860.1324802617,
-809.0784689015,
-175138.1394464688,
655.3828898949,
-175793.5223363637
],
[
169.051054,
169.860132,
-0.809078,
-175.138139,
0.655383,
-175.793522
],
[
0.162288,
0.163065,
-0.000777,
0,
0.000627,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-122977,
-85918,
-117576,
-403177,
-171111,
-257696
],
[
1.210667,
1.460698,
0.998135,
0.853663,
1.001136,
0.716383
],
[
201,
101,
100,
201,
101,
100
],
[
137,
68,
69,
64,
32,
32
],
[
64,
33,
31,
137,
69,
68
],
[
68.159204,
67.326733,
69,
31.840796,
31.683168,
32
],
[
0.565567,
0.708868,
0.448437,
1.827373,
2.158699,
1.522315
],
[
27625,
27625,
20929,
99119,
99119,
73473
],
[
-117576,
-36490,
-117576,
-125012,
-40834,
-125012
],
[
122,
132,
113,
122,
132,
113
],
[
82,
90,
74,
204,
223,
185
],
[
209,
219,
198,
84,
89,
79
],
[
24686,
13350,
11336,
24686,
13350,
11336
],
[
0,
0,
27.90324,
12.444906,
15.40324,
0
],
[
0,
0,
2,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
308746,
321965,
-577314,
-583393,
-582740,
-585287
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669518000000,
"first_datapoint_time": 1670223600000,
"last_datapoint_time": 1759518000000,
"evaluation_time": 1759520439912,
"expiration_time": 1765998000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 197,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 99,
"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) |
|---|