| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 391688.4728 | 332398.224 | 59290.2488 | -1261914.5894 | -895280.8622 | -366633.7272 |
| Total P&L (%) | 391.6885 | 332.3982 | 59.2902 | -1261.9146 | -895.2809 | -366.6337 |
| Avg Daily Profit (%) | 0.316 | 0.2682 | 0.0478 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157337 | -97404 | -177033 | -1341236 | -908035 | -749069 |
| Profit Factor | 1.4681 | 2.0292 | 1.1154 | 0.7123 | 0.5969 | 0.8307 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 113 | 54 | 59 | 59 | 30 | 29 |
| Losing Trades | 56 | 30 | 26 | 110 | 54 | 56 |
| Profitability (%) | 66.8639 | 64.2857 | 69.4118 | 34.9112 | 35.7143 | 34.1176 |
| Ratio Avg Win / Avg Loss | 0.7276 | 1.1274 | 0.4915 | 1.328 | 1.0744 | 1.6041 |
| Largest Winning Trade | 42103 | 42103 | 37532 | 413492 | 413492 | 369682 |
| Largest Losing Trade | -157337 | -41148 | -157337 | -223465 | -172481 | -223465 |
| Avg Bars in Trades | 42 | 46 | 39 | 42 | 46 | 39 |
| Avg Bars in Winners | 33 | 35 | 31 | 58 | 65 | 50 |
| Avg Bars in Losers | 62 | 66 | 59 | 34 | 35 | 34 |
| Bars Traded | 7261 | 3896 | 3365 | 7261 | 3896 | 3365 |
| Profit Streak | 19.305 | 19.305 | 41.9716 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 453609 | 479097 | -221099 | -584093 | -584996 | -584503 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7436,
"evaluation_days": 1239.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1652961600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759159148927,
"expiration_time": 1762359552000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 226,
"offset": 0,
"std": 3.40188
}
}
} {
"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": [
[
391688.472803768,
332398.2240383746,
59290.2487653933,
-1261914.5893997974,
-895280.8622172065,
-366633.7271825908
],
[
391.688473,
332.398224,
59.290249,
-1261.914589,
-895.280862,
-366.633727
],
[
0.316049,
0.268208,
0.047841,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-157337,
-97404,
-177033,
-1341236,
-908035,
-749069
],
[
1.468105,
2.029232,
1.115396,
0.712296,
0.596882,
0.830675
],
[
169,
84,
85,
169,
84,
85
],
[
113,
54,
59,
59,
30,
29
],
[
56,
30,
26,
110,
54,
56
],
[
66.863905,
64.285714,
69.411765,
34.911243,
35.714286,
34.117647
],
[
0.727556,
1.127351,
0.491531,
1.32801,
1.074388,
1.604063
],
[
42103,
42103,
37532,
413492,
413492,
369682
],
[
-157337,
-41148,
-157337,
-223465,
-172481,
-223465
],
[
42,
46,
39,
42,
46,
39
],
[
33,
35,
31,
58,
65,
50
],
[
62,
66,
59,
34,
35,
34
],
[
7261,
3896,
3365,
7261,
3896,
3365
],
[
19.304964,
19.304964,
41.971631,
0,
0,
0
],
[
3,
1,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
453609,
479097,
-221099,
-584093,
-584996,
-584503
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7436,
"evaluation_days": 1239.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1652961600000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759159148927,
"expiration_time": 1762359552000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 29,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 226,
"offset": 0,
"std": 3.40188
}
}
}
| # | 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) |
|---|