| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 155766.5482 | 76396.6701 | 79369.8781 | 175191.5135 | 71117.15 | 104074.3635 |
| Total P&L (%) | 155.7665 | 76.3967 | 79.3699 | 175.1915 | 71.1172 | 104.0744 |
| Avg Daily Profit (%) | 0.5981 | 0.2934 | 0.3048 | 0.3895 | 0.2065 | 0.2743 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73567 | -66363 | -39614 | -96868 | -82645 | -37399 |
| Profit Factor | 1.3583 | 1.3148 | 1.4134 | 1.318 | 1.2215 | 1.4529 |
| Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
| Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
| Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
| Profitability (%) | 39.819 | 37.2727 | 42.3423 | 39.819 | 37.2727 | 42.3423 |
| Ratio Avg Win / Avg Loss | 2.0529 | 2.2127 | 1.9246 | 1.992 | 2.0557 | 1.9785 |
| Largest Winning Trade | 63191 | 63191 | 16700 | 88834 | 88834 | 35739 |
| Largest Losing Trade | -13872 | -11654 | -13872 | -18550 | -18550 | -14150 |
| Avg Bars in Trades | 110 | 111 | 109 | 110 | 111 | 109 |
| Avg Bars in Winners | 179 | 189 | 171 | 179 | 189 | 171 |
| Avg Bars in Losers | 65 | 66 | 64 | 65 | 66 | 64 |
| Bars Traded | 24497 | 12314 | 12183 | 24497 | 12314 | 12183 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301583 | 111523 | 207795 | 228513 | 64270 | 207114 |
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736729100000,
"first_datapoint_time": 1736831700000,
"last_datapoint_time": 1759228200000,
"evaluation_time": 1759228698210,
"expiration_time": 1765708200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 97,
"offset": 0,
"a": 0.61611
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 106,
"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": [
[
155766.5481566217,
76396.6700995874,
79369.8780570344,
175191.5134621062,
71117.1499690125,
104074.3634930936
],
[
155.766548,
76.39667,
79.369878,
175.191513,
71.11715,
104.074363
],
[
0.598136,
0.293359,
0.304776,
0.389474,
0.206487,
0.274285
],
[
10,
10,
10,
10,
10,
10
],
[
-73567,
-66363,
-39614,
-96868,
-82645,
-37399
],
[
1.358337,
1.314791,
1.41338,
1.318037,
1.221499,
1.452929
],
[
221,
110,
111,
221,
110,
111
],
[
88,
41,
47,
88,
41,
47
],
[
133,
69,
64,
133,
69,
64
],
[
39.819005,
37.272727,
42.342342,
39.819005,
37.272727,
42.342342
],
[
2.052941,
2.212696,
1.924603,
1.992033,
2.055693,
1.978457
],
[
63191,
63191,
16700,
88834,
88834,
35739
],
[
-13872,
-11654,
-13872,
-18550,
-18550,
-14150
],
[
110,
111,
109,
110,
111,
109
],
[
179,
189,
171,
179,
189,
171
],
[
65,
66,
64,
65,
66,
64
],
[
24497,
12314,
12183,
24497,
12314,
12183
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301583,
111523,
207795,
228513,
64270,
207114
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736729100000,
"first_datapoint_time": 1736831700000,
"last_datapoint_time": 1759228200000,
"evaluation_time": 1759228698210,
"expiration_time": 1765708200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 97,
"offset": 0,
"a": 0.61611
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 106,
"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) |
|---|