| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 449935.0989 | 334821.3325 | 115113.7664 | 856268.6313 | 651811.2349 | 204457.3964 |
| Total P&L (%) | 449.9351 | 334.8213 | 115.1138 | 856.2686 | 651.8112 | 204.4574 |
| Avg Daily Profit (%) | 0.3645 | 0.2713 | 0.0933 | 0.1831 | 0.1636 | 0.0902 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162290 | -109741 | -68911 | -767894 | -515540 | -464629 |
| Profit Factor | 1.5173 | 1.7486 | 1.2725 | 1.2171 | 1.3292 | 1.1041 |
| Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
| Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
| Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
| Profitability (%) | 58.216 | 56.6038 | 59.8131 | 58.216 | 56.6038 | 59.8131 |
| Ratio Avg Win / Avg Loss | 1.0891 | 1.3406 | 0.855 | 0.8736 | 1.019 | 0.7418 |
| Largest Winning Trade | 72108 | 72108 | 28334 | 219503 | 219503 | 171211 |
| Largest Losing Trade | -44456 | -44456 | -42408 | -327085 | -327085 | -314343 |
| Avg Bars in Trades | 68 | 78 | 58 | 68 | 78 | 58 |
| Avg Bars in Winners | 62 | 67 | 57 | 62 | 67 | 57 |
| Avg Bars in Losers | 76 | 92 | 60 | 76 | 92 | 60 |
| Bars Traded | 14528 | 8271 | 6257 | 14528 | 8271 | 6257 |
| Profit Streak | 16.1258 | 16.1258 | 46.3758 | 16.1258 | 16.1258 | 46.3758 |
| Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 507685 | 417431 | -67709 | 340800 | 329382 | -177674 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652990400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758934872792,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 126,
"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": [
[
449935.0989065352,
334821.3325444983,
115113.7663620368,
856268.6313393114,
651811.2349112211,
204457.3964280898
],
[
449.935099,
334.821333,
115.113766,
856.268631,
651.811235,
204.457396
],
[
0.364541,
0.271275,
0.093266,
0.183102,
0.163578,
0.090246
],
[
10,
10,
10,
10,
10,
10
],
[
-162290,
-109741,
-68911,
-767894,
-515540,
-464629
],
[
1.517343,
1.748622,
1.272488,
1.217083,
1.329151,
1.104095
],
[
213,
106,
107,
213,
106,
107
],
[
124,
60,
64,
124,
60,
64
],
[
89,
46,
43,
89,
46,
43
],
[
58.215962,
56.603774,
59.813084,
58.215962,
56.603774,
59.813084
],
[
1.089061,
1.34061,
0.854953,
0.873552,
1.019016,
0.741814
],
[
72108,
72108,
28334,
219503,
219503,
171211
],
[
-44456,
-44456,
-42408,
-327085,
-327085,
-314343
],
[
68,
78,
58,
68,
78,
58
],
[
62,
67,
57,
62,
67,
57
],
[
76,
92,
60,
76,
92,
60
],
[
14528,
8271,
6257,
14528,
8271,
6257
],
[
16.125842,
16.125842,
46.375842,
16.125842,
16.125842,
46.375842
],
[
3,
1,
4,
3,
1,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
507685,
417431,
-67709,
340800,
329382,
-177674
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652990400000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758934872792,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 56,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 126,
"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) |
|---|