| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 198316.695 | 186322.5131 | 11994.182 | -117942.3968 | -7351.5293 | -110590.8675 |
| Total P&L (%) | 198.3167 | 186.3225 | 11.9942 | -117.9424 | -7.3515 | -110.5909 |
| Avg Daily Profit (%) | 0.1585 | 0.1489 | 0.0096 | 0 | -0.0061 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117782 | -50927 | -105972 | -52209 | -16406 | -41316 |
| Profit Factor | 1.4202 | 2.1293 | 1.0391 | 0.2943 | 0.7798 | 0.1731 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 94 | 46 | 48 | 20 | 10 | 10 |
| Losing Trades | 17 | 9 | 8 | 91 | 45 | 46 |
| Profitability (%) | 84.6847 | 83.6364 | 85.7143 | 18.018 | 18.1818 | 17.8571 |
| Ratio Avg Win / Avg Loss | 0.2568 | 0.4166 | 0.1732 | 1.339 | 3.5091 | 0.7962 |
| Largest Winning Trade | 25684 | 25684 | 23154 | 12347 | 12347 | 8176 |
| Largest Losing Trade | -105972 | -50927 | -105972 | -82868 | -3468 | -82868 |
| Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
| Avg Bars in Winners | 9 | 10 | 8 | 55 | 63 | 46 |
| Avg Bars in Losers | 87 | 92 | 83 | 13 | 15 | 12 |
| Bars Traded | 2364 | 1314 | 1050 | 2364 | 1314 | 1050 |
| Profit Streak | 31.0435 | 91.0435 | 31.0435 | 0 | 0 | 0 |
| Trades During Streak | 8 | 6 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 477054 | -166996 | -636805 | -639125 | -817643 | -822129 |
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2502,
"evaluation_days": 1251,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1657281600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760144556384,
"expiration_time": 1763340192000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 122,
"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": [
[
198316.6950289267,
186322.5130602769,
11994.1819686498,
-117942.3968055324,
-7351.5292979033,
-110590.8675076291
],
[
198.316695,
186.322513,
11.994182,
-117.942397,
-7.351529,
-110.590868
],
[
0.158527,
0.148939,
0.009588,
0,
-0.006104,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-117782,
-50927,
-105972,
-52209,
-16406,
-41316
],
[
1.420189,
2.129292,
1.039072,
0.294296,
0.77981,
0.173091
],
[
111,
55,
56,
111,
55,
56
],
[
94,
46,
48,
20,
10,
10
],
[
17,
9,
8,
91,
45,
46
],
[
84.684685,
83.636364,
85.714286,
18.018018,
18.181818,
17.857143
],
[
0.256843,
0.416601,
0.173179,
1.339048,
3.509146,
0.79622
],
[
25684,
25684,
23154,
12347,
12347,
8176
],
[
-105972,
-50927,
-105972,
-82868,
-3468,
-82868
],
[
21,
23,
18,
21,
23,
18
],
[
9,
10,
8,
55,
63,
46
],
[
87,
92,
83,
13,
15,
12
],
[
2364,
1314,
1050,
2364,
1314,
1050
],
[
31.043477,
91.043477,
31.043477,
0,
0,
0
],
[
8,
6,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
477054,
-166996,
-636805,
-639125,
-817643,
-822129
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2502,
"evaluation_days": 1251,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1657281600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760144556384,
"expiration_time": 1763340192000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 122,
"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) |
|---|