| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 210560.5052 | 188758.7057 | 21801.7995 | 28330.8338 | 134888.0995 | -106557.2657 |
| Total P&L (%) | 210.5605 | 188.7587 | 21.8018 | 28.3308 | 134.8881 | -106.5573 |
| Avg Daily Profit (%) | 0.2021 | 0.1812 | 0.0209 | 0.024 | 0.082 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -156575 | -100015 | -94682 | -173851 | -129933 | -196851 |
| Profit Factor | 1.2404 | 1.4874 | 1.0446 | 1.0263 | 1.2958 | 0.8283 |
| Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
| Winning Trades | 117 | 57 | 60 | 117 | 57 | 60 |
| Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
| Profitability (%) | 55.7143 | 54.2857 | 57.1429 | 55.7143 | 54.2857 | 57.1429 |
| Ratio Avg Win / Avg Loss | 0.9859 | 1.2525 | 0.7835 | 0.8158 | 1.0912 | 0.6213 |
| Largest Winning Trade | 50694 | 50694 | 23824 | 51733 | 51733 | 29738 |
| Largest Losing Trade | -55247 | -30340 | -55247 | -111679 | -54286 | -111679 |
| Avg Bars in Trades | 117 | 125 | 110 | 117 | 125 | 110 |
| Avg Bars in Winners | 114 | 114 | 113 | 114 | 114 | 113 |
| Avg Bars in Losers | 122 | 137 | 105 | 122 | 137 | 105 |
| Bars Traded | 24728 | 13152 | 11576 | 24728 | 13152 | 11576 |
| Profit Streak | 17.7565 | 19.2148 | 17.7565 | 17.7565 | 19.2148 | 17.7565 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 326140 | 361282 | -341983 | -354015 | -82048 | -579059 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669582800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758812958524,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 238,
"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": [
[
210560.5051758154,
188758.7056699066,
21801.7995059088,
28330.8338302849,
134888.0994811134,
-106557.2656508285
],
[
210.560505,
188.758706,
21.8018,
28.330834,
134.888099,
-106.557266
],
[
0.202147,
0.181216,
0.020931,
0.02395,
0.082015,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-156575,
-100015,
-94682,
-173851,
-129933,
-196851
],
[
1.24038,
1.487365,
1.044617,
1.026312,
1.295825,
0.828338
],
[
210,
105,
105,
210,
105,
105
],
[
117,
57,
60,
117,
57,
60
],
[
93,
48,
45,
93,
48,
45
],
[
55.714286,
54.285714,
57.142857,
55.714286,
54.285714,
57.142857
],
[
0.985943,
1.252518,
0.783463,
0.815787,
1.091221,
0.621253
],
[
50694,
50694,
23824,
51733,
51733,
29738
],
[
-55247,
-30340,
-55247,
-111679,
-54286,
-111679
],
[
117,
125,
110,
117,
125,
110
],
[
114,
114,
113,
114,
114,
113
],
[
122,
137,
105,
122,
137,
105
],
[
24728,
13152,
11576,
24728,
13152,
11576
],
[
17.756464,
19.214798,
17.756464,
17.756464,
19.214798,
17.756464
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
326140,
361282,
-341983,
-354015,
-82048,
-579059
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669582800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758812958524,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 238,
"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) |
|---|