| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 296066.5063 | 267923.95 | 28142.5564 | 711957.5874 | 439064.6695 | 272892.9179 |
| Total P&L (%) | 296.0665 | 267.924 | 28.1426 | 711.9576 | 439.0647 | 272.8929 |
| Avg Daily Profit (%) | 0.2399 | 0.2171 | 0.0228 | 0.1698 | 0.1366 | 0.1067 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -190861 | -50615 | -206169 | -343051 | -300177 | -299368 |
| Profit Factor | 1.4699 | 2.2962 | 1.0665 | 1.5192 | 1.7509 | 1.3469 |
| Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
| Winning Trades | 223 | 111 | 112 | 207 | 104 | 103 |
| Losing Trades | 32 | 16 | 16 | 48 | 23 | 25 |
| Profitability (%) | 87.451 | 87.4016 | 87.5 | 81.1765 | 81.8898 | 80.4688 |
| Ratio Avg Win / Avg Loss | 0.2109 | 0.331 | 0.1524 | 0.3523 | 0.3872 | 0.3269 |
| Largest Winning Trade | 19332 | 19332 | 14372 | 139522 | 67482 | 139522 |
| Largest Losing Trade | -134296 | -49955 | -134296 | -298213 | -298213 | -239382 |
| Avg Bars in Trades | 27 | 31 | 23 | 27 | 31 | 23 |
| Avg Bars in Winners | 12 | 13 | 11 | 16 | 18 | 14 |
| Avg Bars in Losers | 134 | 158 | 111 | 74 | 89 | 61 |
| Bars Traded | 7032 | 4005 | 3027 | 7032 | 4005 | 3027 |
| Profit Streak | 27.9798 | 52.4798 | 27.9798 | 27.9798 | 52.4798 | 27.9798 |
| Trades During Streak | 16 | 9 | 8 | 16 | 9 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 565796 | 564484 | -308148 | 538126 | -4378 | -45934 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653840000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871851762,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 123,
"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": [
[
296066.5063335449,
267923.9499783747,
28142.5563551704,
711957.5874313358,
439064.6695272154,
272892.9179041202
],
[
296.066506,
267.92395,
28.142556,
711.957587,
439.06467,
272.892918
],
[
0.23986,
0.21706,
0.0228,
0.169813,
0.136577,
0.106683
],
[
10,
10,
10,
10,
10,
10
],
[
-190861,
-50615,
-206169,
-343051,
-300177,
-299368
],
[
1.469897,
2.296218,
1.066473,
1.51918,
1.750933,
1.346919
],
[
255,
127,
128,
255,
127,
128
],
[
223,
111,
112,
207,
104,
103
],
[
32,
16,
16,
48,
23,
25
],
[
87.45098,
87.401575,
87.5,
81.176471,
81.889764,
80.46875
],
[
0.210927,
0.330986,
0.152353,
0.352274,
0.387225,
0.326922
],
[
19332,
19332,
14372,
139522,
67482,
139522
],
[
-134296,
-49955,
-134296,
-298213,
-298213,
-239382
],
[
27,
31,
23,
27,
31,
23
],
[
12,
13,
11,
16,
18,
14
],
[
134,
158,
111,
74,
89,
61
],
[
7032,
4005,
3027,
7032,
4005,
3027
],
[
27.979766,
52.479766,
27.979766,
27.979766,
52.479766,
27.979766
],
[
16,
9,
8,
16,
9,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
565796,
564484,
-308148,
538126,
-4378,
-45934
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653840000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758871851762,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 123,
"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) |
|---|