| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 173192.2871 | 207510.5786 | -34318.2916 | -121495.6586 | 27866.8589 | -149362.5174 |
| Total P&L (%) | 173.1923 | 207.5106 | -34.3183 | -121.4957 | 27.8669 | -149.3625 |
| Avg Daily Profit (%) | 0.1396 | 0.1672 | -0.0277 | 0 | 0.0198 | 0 |
| Buy And Hold Return (%) | 71.9555 | 71.9555 | 71.9555 | 71.9555 | 71.9555 | 71.9555 |
| Max Trade Drawdown | -170745 | -81134 | -133610 | -355635 | -124088 | -261030 |
| Profit Factor | 1.3086 | 1.9622 | 0.9007 | 0.7427 | 1.1615 | 0.5014 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 50 | 23 | 27 | 26 | 15 | 11 |
| Losing Trades | 25 | 14 | 11 | 49 | 22 | 27 |
| Profitability (%) | 66.6667 | 62.1622 | 71.0526 | 34.6667 | 40.5405 | 28.9474 |
| Ratio Avg Win / Avg Loss | 0.6543 | 1.1944 | 0.367 | 1.3997 | 1.7035 | 1.2307 |
| Largest Winning Trade | 77617 | 77617 | 27311 | 83811 | 83811 | 73460 |
| Largest Losing Trade | -108790 | -38164 | -108790 | -147983 | -47164 | -147983 |
| Avg Bars in Trades | 95 | 117 | 74 | 95 | 117 | 74 |
| Avg Bars in Winners | 79 | 97 | 63 | 121 | 142 | 93 |
| Avg Bars in Losers | 129 | 150 | 102 | 82 | 101 | 67 |
| Bars Traded | 7199 | 4357 | 2842 | 7199 | 4357 | 2842 |
| Profit Streak | 72.1042 | 87.4376 | 72.1042 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -70281 | 319798 | -577477 | -646351 | -377633 | -591515 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7445,
"evaluation_days": 1240.83,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1655107200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759285807041,
"expiration_time": 1762493040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 211,
"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": [
[
173192.287068316,
207510.5786372783,
-34318.2915689623,
-121495.6585653219,
27866.8588700058,
-149362.5174353277
],
[
173.192287,
207.510579,
-34.318292,
-121.495659,
27.866859,
-149.362517
],
[
0.139578,
0.167235,
-0.027658,
0,
0.019813,
0
],
[
71.955485,
71.955485,
71.955485,
71.955485,
71.955485,
71.955485
],
[
-170745,
-81134,
-133610,
-355635,
-124088,
-261030
],
[
1.308556,
1.962207,
0.90071,
0.742674,
1.161475,
0.50141
],
[
75,
37,
38,
75,
37,
38
],
[
50,
23,
27,
26,
15,
11
],
[
25,
14,
11,
49,
22,
27
],
[
66.666667,
62.162162,
71.052632,
34.666667,
40.540541,
28.947368
],
[
0.654278,
1.194387,
0.366956,
1.399655,
1.703497,
1.230734
],
[
77617,
77617,
27311,
83811,
83811,
73460
],
[
-108790,
-38164,
-108790,
-147983,
-47164,
-147983
],
[
95,
117,
74,
95,
117,
74
],
[
79,
97,
63,
121,
142,
93
],
[
129,
150,
102,
82,
101,
67
],
[
7199,
4357,
2842,
7199,
4357,
2842
],
[
72.104248,
87.437581,
72.104248,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-70281,
319798,
-577477,
-646351,
-377633,
-591515
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7445,
"evaluation_days": 1240.83,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1655107200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759285807041,
"expiration_time": 1762493040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 193,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 211,
"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) |
|---|