| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 273804.3834 | 241273.9414 | 32530.442 | 90959.9194 | 232792.8022 | -141832.8829 |
| Total P&L (%) | 273.8044 | 241.2739 | 32.5304 | 90.9599 | 232.7928 | -141.8329 |
| Avg Daily Profit (%) | 0.2209 | 0.1946 | 0.0262 | 0.0522 | 0.097 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145105 | -59348 | -131035 | -368748 | -105815 | -357124 |
| Profit Factor | 1.324 | 1.6912 | 1.0656 | 1.0672 | 1.456 | 0.8319 |
| Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
| Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
| Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
| Profitability (%) | 50.2674 | 47.3118 | 53.1915 | 50.2674 | 47.3118 | 53.1915 |
| Ratio Avg Win / Avg Loss | 1.3099 | 1.8834 | 0.9377 | 1.0558 | 1.6214 | 0.7321 |
| Largest Winning Trade | 78717 | 78717 | 45734 | 95717 | 95717 | 65739 |
| Largest Losing Trade | -47698 | -24644 | -47698 | -197598 | -40651 | -197598 |
| Avg Bars in Trades | 77 | 67 | 87 | 77 | 67 | 87 |
| Avg Bars in Winners | 96 | 75 | 115 | 96 | 75 | 115 |
| Avg Bars in Losers | 58 | 61 | 55 | 58 | 61 | 55 |
| Bars Traded | 14543 | 6309 | 8234 | 14543 | 6309 | 8234 |
| Profit Streak | 9.3431 | 0 | 12.0098 | 9.3431 | 0 | 12.0098 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 349569 | 339415 | -310021 | -268189 | -62636 | -580044 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14877,
"evaluation_days": 1239.75,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653429600000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759205644874,
"expiration_time": 1763053718400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 187,
"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": [
[
273804.383402992,
241273.9413545851,
32530.4420484072,
90959.9193900992,
232792.8022436406,
-141832.8828535413
],
[
273.804383,
241.273941,
32.530442,
90.959919,
232.792802,
-141.832883
],
[
0.220855,
0.194615,
0.02624,
0.052193,
0.09703,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-145105,
-59348,
-131035,
-368748,
-105815,
-357124
],
[
1.324014,
1.691249,
1.065586,
1.067157,
1.455952,
0.831924
],
[
187,
93,
94,
187,
93,
94
],
[
94,
44,
50,
94,
44,
50
],
[
93,
49,
44,
93,
49,
44
],
[
50.26738,
47.311828,
53.191489,
50.26738,
47.311828,
53.191489
],
[
1.309928,
1.883436,
0.937715,
1.055805,
1.621401,
0.732094
],
[
78717,
78717,
45734,
95717,
95717,
65739
],
[
-47698,
-24644,
-47698,
-197598,
-40651,
-197598
],
[
77,
67,
87,
77,
67,
87
],
[
96,
75,
115,
96,
75,
115
],
[
58,
61,
55,
58,
61,
55
],
[
14543,
6309,
8234,
14543,
6309,
8234
],
[
9.343112,
0,
12.009779,
9.343112,
0,
12.009779
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
349569,
339415,
-310021,
-268189,
-62636,
-580044
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14877,
"evaluation_days": 1239.75,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653429600000,
"last_datapoint_time": 1759197600000,
"evaluation_time": 1759205644874,
"expiration_time": 1763053718400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 68,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 187,
"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) |
|---|