| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 380401.0428 | 226215.781 | 154185.2618 | 140893.79 | 144665.9522 | -3772.1622 |
| Total P&L (%) | 380.401 | 226.2158 | 154.1853 | 140.8938 | 144.666 | -3.7722 |
| Avg Daily Profit (%) | 0.3043 | 0.181 | 0.1233 | 0.0704 | 0.0716 | -0.0031 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -102219 | -47835 | -95253 | -208306 | -49662 | -193125 |
| Profit Factor | 2.1789 | 2.6086 | 1.847 | 1.372 | 2.2606 | 0.9857 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
| Profitability (%) | 80.4878 | 80.4878 | 80.4878 | 80.4878 | 80.4878 | 80.4878 |
| Ratio Avg Win / Avg Loss | 0.5282 | 0.6324 | 0.4478 | 0.3326 | 0.548 | 0.239 |
| Largest Winning Trade | 25792 | 25792 | 23154 | 40973 | 30633 | 40973 |
| Largest Losing Trade | -95253 | -40491 | -95253 | -193125 | -48928 | -193125 |
| Avg Bars in Trades | 27 | 32 | 23 | 27 | 32 | 23 |
| Avg Bars in Winners | 13 | 14 | 11 | 13 | 14 | 11 |
| Avg Bars in Losers | 88 | 106 | 70 | 88 | 106 | 70 |
| Bars Traded | 2279 | 1321 | 958 | 2279 | 1321 | 958 |
| Profit Streak | 33.4232 | 153.9232 | 33.4232 | 33.4232 | 153.9232 | 33.4232 |
| Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 255489 | 544661 | -22370 | -102919 | -90334 | -575533 |
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2500,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1660132800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760047765713,
"expiration_time": 1763251200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 102,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
380401.0427958611,
226215.7809759167,
154185.2618199445,
140893.7900019521,
144665.9521777318,
-3772.1621757798
],
[
380.401043,
226.215781,
154.185262,
140.89379,
144.665952,
-3.772162
],
[
0.304321,
0.180973,
0.123348,
0.07036,
0.071604,
-0.003076
],
[
10,
10,
10,
10,
10,
10
],
[
-102219,
-47835,
-95253,
-208306,
-49662,
-193125
],
[
2.178923,
2.608622,
1.84698,
1.372018,
2.26063,
0.98571
],
[
82,
41,
41,
82,
41,
41
],
[
66,
33,
33,
66,
33,
33
],
[
16,
8,
8,
16,
8,
8
],
[
80.487805,
80.487805,
80.487805,
80.487805,
80.487805,
80.487805
],
[
0.528224,
0.632393,
0.447753,
0.332611,
0.548032,
0.23896
],
[
25792,
25792,
23154,
40973,
30633,
40973
],
[
-95253,
-40491,
-95253,
-193125,
-48928,
-193125
],
[
27,
32,
23,
27,
32,
23
],
[
13,
14,
11,
13,
14,
11
],
[
88,
106,
70,
88,
106,
70
],
[
2279,
1321,
958,
2279,
1321,
958
],
[
33.423214,
153.923214,
33.423214,
33.423214,
153.923214,
33.423214
],
[
4,
8,
2,
4,
8,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
255489,
544661,
-22370,
-102919,
-90334,
-575533
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2500,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1660132800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760047765713,
"expiration_time": 1763251200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 188,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 102,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|