| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 312103.472 | 303063.4848 | 9039.9872 | -4321575.2474 | -2146446.0074 | -2175129.24 |
| Total P&L (%) | 312.1035 | 303.0635 | 9.04 | -4321.5752 | -2146.446 | -2175.1292 |
| Avg Daily Profit (%) | 0.251 | 0.2437 | 0.0073 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 15.9531 | 15.9531 | 15.9531 | 15.9531 | 15.9531 | 15.9531 |
| Max Trade Drawdown | -77193 | -50477 | -77193 | -4154829 | -2229055 | -2086475 |
| Profit Factor | 1.6288 | 3.588 | 1.0238 | 0.4452 | 0.4891 | 0.3939 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 67 | 32 | 35 | 19 | 11 | 8 |
| Losing Trades | 20 | 11 | 9 | 68 | 32 | 36 |
| Profitability (%) | 77.0115 | 74.4186 | 79.5455 | 21.8391 | 25.5814 | 18.1818 |
| Ratio Avg Win / Avg Loss | 0.4862 | 1.2334 | 0.2633 | 1.5935 | 1.4229 | 1.7724 |
| Largest Winning Trade | 42779 | 42779 | 34692 | 1699857 | 1699857 | 884204 |
| Largest Losing Trade | -219324 | -50477 | -219324 | -1032950 | -1032950 | -499382 |
| Avg Bars in Trades | 162 | 177 | 146 | 162 | 177 | 146 |
| Avg Bars in Winners | 111 | 125 | 97 | 322 | 327 | 314 |
| Avg Bars in Losers | 332 | 327 | 338 | 117 | 125 | 109 |
| Bars Traded | 14097 | 7634 | 6463 | 14097 | 7634 | 6463 |
| Profit Streak | 59.1754 | 161.1754 | 59.1754 | 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 | 497829 | 657752 | -539999 | -621514 | -606312 | -638084 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14921,
"evaluation_days": 1243.42,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1654480800000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759515157963,
"expiration_time": 1763381923200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 88,
"offset": 245
}
}
} {
"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": [
[
312103.4719892556,
303063.4848085903,
9039.9871806653,
-4321575.24743014,
-2146446.0074405135,
-2175129.2399896267
],
[
312.103472,
303.063485,
9.039987,
-4321.575247,
-2146.446007,
-2175.12924
],
[
0.251004,
0.243734,
0.00727,
0,
0,
0
],
[
15.953052,
15.953052,
15.953052,
15.953052,
15.953052,
15.953052
],
[
-77193,
-50477,
-77193,
-4154829,
-2229055,
-2086475
],
[
1.628766,
3.587958,
1.023835,
0.445247,
0.489128,
0.393869
],
[
87,
43,
44,
87,
43,
44
],
[
67,
32,
35,
19,
11,
8
],
[
20,
11,
9,
68,
32,
36
],
[
77.011494,
74.418605,
79.545455,
21.83908,
25.581395,
18.181818
],
[
0.486199,
1.233361,
0.263272,
1.593514,
1.422918,
1.772412
],
[
42779,
42779,
34692,
1699857,
1699857,
884204
],
[
-219324,
-50477,
-219324,
-1032950,
-1032950,
-499382
],
[
162,
177,
146,
162,
177,
146
],
[
111,
125,
97,
322,
327,
314
],
[
332,
327,
338,
117,
125,
109
],
[
14097,
7634,
6463,
14097,
7634,
6463
],
[
59.175439,
161.175439,
59.175439,
0,
0,
0
],
[
4,
5,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
497829,
657752,
-539999,
-621514,
-606312,
-638084
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14921,
"evaluation_days": 1243.42,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1654480800000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759515157963,
"expiration_time": 1763381923200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 146,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 88,
"offset": 245
}
}
}
| # | 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) |
|---|