| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 267411.2865 | 185878.7508 | 81532.5358 | -123781.1805 | -525.6805 | -123255.5 |
| Total P&L (%) | 267.4113 | 185.8788 | 81.5325 | -123.7812 | -0.5257 | -123.2555 |
| Avg Daily Profit (%) | 0.2139 | 0.1487 | 0.0652 | 0 | -0.0004 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123170 | -50222 | -101521 | -246258 | -60388 | -188015 |
| Profit Factor | 1.7032 | 2.1734 | 1.3675 | 0.5486 | 0.993 | 0.3809 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 66 | 30 | 36 | 28 | 17 | 11 |
| Losing Trades | 28 | 17 | 11 | 66 | 30 | 36 |
| Profitability (%) | 70.2128 | 63.8298 | 76.5957 | 29.7872 | 36.1702 | 23.4043 |
| Ratio Avg Win / Avg Loss | 0.7226 | 1.2316 | 0.4179 | 1.2931 | 1.7524 | 1.2465 |
| Largest Winning Trade | 59234 | 59234 | 39716 | 63242 | 59234 | 63242 |
| Largest Losing Trade | -101521 | -46132 | -101521 | -176965 | -48164 | -176965 |
| Avg Bars in Trades | 26 | 29 | 23 | 26 | 29 | 23 |
| Avg Bars in Winners | 15 | 16 | 15 | 50 | 52 | 47 |
| Avg Bars in Losers | 51 | 53 | 48 | 16 | 16 | 15 |
| Bars Traded | 2485 | 1398 | 1087 | 2485 | 1398 | 1087 |
| Profit Streak | 24.0634 | 113.0634 | 24.0634 | 0 | 0 | 0 |
| Trades During Streak | 4 | 5 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 472387 | 434359 | -102171 | -587298 | -583019 | -615878 |
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2500,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1652054400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760059878060,
"expiration_time": 1763251200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.72399,
"nc": 0.121
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 236,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
267411.28650048,
185878.7507502454,
81532.5357502346,
-123781.1805028647,
-525.6804979768,
-123255.500004888
],
[
267.411287,
185.878751,
81.532536,
-123.781181,
-0.52568,
-123.2555
],
[
0.213929,
0.148703,
0.065226,
0,
-0.000422,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-123170,
-50222,
-101521,
-246258,
-60388,
-188015
],
[
1.703246,
2.173353,
1.367535,
0.548596,
0.993004,
0.380868
],
[
94,
47,
47,
94,
47,
47
],
[
66,
30,
36,
28,
17,
11
],
[
28,
17,
11,
66,
30,
36
],
[
70.212766,
63.829787,
76.595745,
29.787234,
36.170213,
23.404255
],
[
0.722589,
1.231567,
0.417858,
1.29312,
1.752359,
1.246478
],
[
59234,
59234,
39716,
63242,
59234,
63242
],
[
-101521,
-46132,
-101521,
-176965,
-48164,
-176965
],
[
26,
29,
23,
26,
29,
23
],
[
15,
16,
15,
50,
52,
47
],
[
51,
53,
48,
16,
16,
15
],
[
2485,
1398,
1087,
2485,
1398,
1087
],
[
24.063403,
113.063403,
24.063403,
0,
0,
0
],
[
4,
5,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
472387,
434359,
-102171,
-587298,
-583019,
-615878
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2500,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1652054400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760059878060,
"expiration_time": 1763251200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.72399,
"nc": 0.121
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 236,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|