| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 204486.1225 | 193606.3879 | 10879.7346 | 22077.3603 | 93986.0485 | -71908.6882 |
| Total P&L (%) | 204.4861 | 193.6064 | 10.8797 | 22.0774 | 93.986 | -71.9087 |
| Avg Daily Profit (%) | 0.1647 | 0.156 | 0.0088 | 0.0161 | 0.0534 | -0.1022 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116464 | -106889 | -55086 | -431765 | -320019 | -174540 |
| Profit Factor | 1.3181 | 1.4268 | 1.0575 | 1.0137 | 1.0829 | 0.8486 |
| Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
| Winning Trades | 88 | 46 | 42 | 88 | 46 | 42 |
| Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
| Profitability (%) | 48.0874 | 50.5495 | 45.6522 | 48.0874 | 50.5495 | 45.6522 |
| Ratio Avg Win / Avg Loss | 1.4229 | 1.3958 | 1.2589 | 1.0944 | 1.0594 | 1.0102 |
| Largest Winning Trade | 134300 | 134300 | 23147 | 209537 | 209537 | 53134 |
| Largest Losing Trade | -32342 | -32342 | -24509 | -70846 | -70846 | -44197 |
| Avg Bars in Trades | 79 | 148 | 11 | 79 | 148 | 11 |
| Avg Bars in Winners | 98 | 177 | 12 | 98 | 177 | 12 |
| Avg Bars in Losers | 62 | 119 | 11 | 62 | 119 | 11 |
| Bars Traded | 14629 | 13556 | 1073 | 14629 | 13556 | 1073 |
| Profit Streak | 8.2633 | 101.43 | 8.2633 | 8.2633 | 101.43 | 8.2633 |
| Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 335860 | 333320 | -477413 | -380494 | -249778 | -579705 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14896,
"evaluation_days": 1241.33,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652983200000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759335552502,
"expiration_time": 1763195443200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 125,
"offset": 0,
"std": 1.58018
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
204486.122515819,
193606.3878827148,
10879.7346331044,
22077.3602918967,
93986.0485285353,
-71908.6882366383
],
[
204.486123,
193.606388,
10.879735,
22.07736,
93.986049,
-71.908688
],
[
0.164731,
0.155967,
0.008765,
0.016072,
0.053394,
-0.102234
],
[
10,
10,
10,
10,
10,
10
],
[
-116464,
-106889,
-55086,
-431765,
-320019,
-174540
],
[
1.318079,
1.4268,
1.057487,
1.013726,
1.082916,
0.848581
],
[
183,
91,
92,
183,
91,
92
],
[
88,
46,
42,
88,
46,
42
],
[
95,
45,
50,
95,
45,
50
],
[
48.087432,
50.549451,
45.652174,
48.087432,
50.549451,
45.652174
],
[
1.422926,
1.395783,
1.258913,
1.094364,
1.059375,
1.010216
],
[
134300,
134300,
23147,
209537,
209537,
53134
],
[
-32342,
-32342,
-24509,
-70846,
-70846,
-44197
],
[
79,
148,
11,
79,
148,
11
],
[
98,
177,
12,
98,
177,
12
],
[
62,
119,
11,
62,
119,
11
],
[
14629,
13556,
1073,
14629,
13556,
1073
],
[
8.263339,
101.430006,
8.263339,
8.263339,
101.430006,
8.263339
],
[
4,
4,
2,
4,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335860,
333320,
-477413,
-380494,
-249778,
-579705
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14896,
"evaluation_days": 1241.33,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652983200000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759335552502,
"expiration_time": 1763195443200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 125,
"offset": 0,
"std": 1.58018
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|