| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 445347.6629 | 334536.9743 | 110810.6886 | 1440109.0713 | 826077.5341 | 614031.5372 |
| Total P&L (%) | 445.3477 | 334.537 | 110.8107 | 1440.1091 | 826.0775 | 614.0315 |
| Avg Daily Profit (%) | 0.3563 | 0.2676 | 0.0886 | 0.219 | 0.1782 | 0.1574 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -134731 | -37825 | -142987 | -326897 | -290021 | -294677 |
| Profit Factor | 1.7963 | 2.5563 | 1.3219 | 2.0676 | 2.2261 | 1.9094 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
| Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
| Profitability (%) | 59.5238 | 55.5556 | 63.4921 | 59.5238 | 55.5556 | 63.4921 |
| Ratio Avg Win / Avg Loss | 1.2215 | 2.045 | 0.7601 | 1.406 | 1.7809 | 1.0979 |
| Largest Winning Trade | 50141 | 50141 | 29328 | 351785 | 351785 | 179330 |
| Largest Losing Trade | -45155 | -28107 | -45155 | -249212 | -225928 | -249212 |
| Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
| Avg Bars in Winners | 16 | 18 | 14 | 16 | 18 | 14 |
| Avg Bars in Losers | 23 | 24 | 22 | 23 | 24 | 22 |
| Bars Traded | 2418 | 1336 | 1082 | 2418 | 1336 | 1082 |
| Profit Streak | 26.8469 | 26.8469 | 70.8469 | 26.8469 | 26.8469 | 70.8469 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 525657 | -131594 | -219333 | 517262 | -132579 | -133088 |
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2500,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1653350400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760041169206,
"expiration_time": 1763251200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 26,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 31,
"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": [
[
445347.6629082914,
334536.9742825293,
110810.6886257622,
1440109.0712686037,
826077.5340857779,
614031.5371828261
],
[
445.347663,
334.536974,
110.810689,
1440.109071,
826.077534,
614.031537
],
[
0.356278,
0.26763,
0.088649,
0.218995,
0.178222,
0.157384
],
[
10,
10,
10,
10,
10,
10
],
[
-134731,
-37825,
-142987,
-326897,
-290021,
-294677
],
[
1.796348,
2.556255,
1.321867,
2.067609,
2.226106,
1.909447
],
[
126,
63,
63,
126,
63,
63
],
[
75,
35,
40,
75,
35,
40
],
[
51,
28,
23,
51,
28,
23
],
[
59.52381,
55.555556,
63.492063,
59.52381,
55.555556,
63.492063
],
[
1.221517,
2.045004,
0.760074,
1.405974,
1.780885,
1.097932
],
[
50141,
50141,
29328,
351785,
351785,
179330
],
[
-45155,
-28107,
-45155,
-249212,
-225928,
-249212
],
[
19,
21,
17,
19,
21,
17
],
[
16,
18,
14,
16,
18,
14
],
[
23,
24,
22,
23,
24,
22
],
[
2418,
1336,
1082,
2418,
1336,
1082
],
[
26.846866,
26.846866,
70.846866,
26.846866,
26.846866,
70.846866
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
525657,
-131594,
-219333,
517262,
-132579,
-133088
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2500,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1653350400000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760041169206,
"expiration_time": 1763251200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 26,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 31,
"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) |
|---|