| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 185555.9792 | 100268.9326 | 85287.0466 | 275103.245 | 129691.4082 | 145411.8368 |
| Total P&L (%) | 185.556 | 100.2689 | 85.287 | 275.1032 | 129.6914 | 145.4118 |
| Avg Daily Profit (%) | 0.7125 | 0.385 | 0.3275 | 0.5089 | 0.3198 | 0.3453 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74775 | -50052 | -38264 | -91248 | -69042 | -47506 |
| Profit Factor | 1.4958 | 1.5017 | 1.4892 | 1.4936 | 1.4328 | 1.5643 |
| Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
| Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
| Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
| Profitability (%) | 41.5789 | 37.8947 | 45.2632 | 41.5789 | 37.8947 | 45.2632 |
| Ratio Avg Win / Avg Loss | 2.1018 | 2.4611 | 1.8008 | 2.0986 | 2.3481 | 1.8917 |
| Largest Winning Trade | 59083 | 59083 | 17456 | 103050 | 103050 | 51766 |
| Largest Losing Trade | -12306 | -12306 | -9289 | -19897 | -19897 | -18224 |
| Avg Bars in Trades | 129 | 123 | 135 | 129 | 123 | 135 |
| Avg Bars in Winners | 217 | 222 | 213 | 217 | 222 | 213 |
| Avg Bars in Losers | 67 | 63 | 71 | 67 | 63 | 71 |
| Bars Traded | 24674 | 11767 | 12907 | 24674 | 11767 | 12907 |
| Profit Streak | 7.25 | 0 | 9.7083 | 7.25 | 0 | 9.7083 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 410377 | 188144 | 310685 | 347234 | 152920 | 332699 |
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736410500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758930295967,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 87,
"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": [
[
185555.9791940972,
100268.9325921885,
85287.0466019085,
275103.2450119625,
129691.4082370881,
145411.8367748743
],
[
185.555979,
100.268933,
85.287047,
275.103245,
129.691408,
145.411837
],
[
0.712526,
0.385028,
0.327498,
0.508944,
0.319828,
0.345333
],
[
10,
10,
10,
10,
10,
10
],
[
-74775,
-50052,
-38264,
-91248,
-69042,
-47506
],
[
1.495847,
1.501683,
1.489156,
1.493563,
1.432758,
1.564275
],
[
190,
95,
95,
190,
95,
95
],
[
79,
36,
43,
79,
36,
43
],
[
111,
59,
52,
111,
59,
52
],
[
41.578947,
37.894737,
45.263158,
41.578947,
37.894737,
45.263158
],
[
2.101759,
2.461092,
1.80084,
2.09855,
2.348131,
1.891681
],
[
59083,
59083,
17456,
103050,
103050,
51766
],
[
-12306,
-12306,
-9289,
-19897,
-19897,
-18224
],
[
129,
123,
135,
129,
123,
135
],
[
217,
222,
213,
217,
222,
213
],
[
67,
63,
71,
67,
63,
71
],
[
24674,
11767,
12907,
24674,
11767,
12907
],
[
7.249953,
0,
9.708287,
7.249953,
0,
9.708287
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
410377,
188144,
310685,
347234,
152920,
332699
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736410500000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758930295967,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 204,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 87,
"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) |
|---|