| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 192375.5396 | 300822.9108 | -108447.3712 | -86188.7009 | 224342.5051 | -310531.206 |
| Total P&L (%) | 192.3755 | 300.8229 | -108.4474 | -86.1887 | 224.3425 | -310.5312 |
| Avg Daily Profit (%) | 0.1559 | 0.2437 | -0.0879 | -0.1603 | 0.0954 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -286874 | -156626 | -185717 | -751497 | -281264 | -534584 |
| Profit Factor | 1.2947 | 1.9159 | 0.6657 | 0.9451 | 1.2883 | 0.6081 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
| Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
| Profitability (%) | 46.8085 | 40.4255 | 53.1915 | 46.8085 | 40.4255 | 53.1915 |
| Ratio Avg Win / Avg Loss | 1.4712 | 2.8234 | 0.5858 | 1.074 | 1.8986 | 0.5351 |
| Largest Winning Trade | 341397 | 341397 | 31380 | 395155 | 395155 | 141053 |
| Largest Losing Trade | -73424 | -30784 | -73424 | -356430 | -120048 | -356430 |
| Avg Bars in Trades | 75 | 81 | 69 | 75 | 81 | 69 |
| Avg Bars in Winners | 84 | 99 | 73 | 84 | 99 | 73 |
| Avg Bars in Losers | 67 | 68 | 65 | 67 | 68 | 65 |
| Bars Traded | 7095 | 3817 | 3278 | 7095 | 3817 | 3278 |
| Profit Streak | 29.1332 | 29.1332 | 44.9665 | 29.1332 | 29.1332 | 44.9665 |
| Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 279717 | 307099 | -578863 | -578636 | -67623 | -578863 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653796800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928304550,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 120,
"offset": 0,
"a": 0.91422
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 33,
"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": [
[
192375.5396188166,
300822.9107754917,
-108447.3711566751,
-86188.7009075302,
224342.5051251053,
-310531.2060326353
],
[
192.37554,
300.822911,
-108.447371,
-86.188701,
224.342505,
-310.531206
],
[
0.155854,
0.243714,
-0.087859,
-0.160257,
0.095371,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-286874,
-156626,
-185717,
-751497,
-281264,
-534584
],
[
1.294668,
1.915897,
0.665708,
0.945117,
1.288343,
0.608095
],
[
94,
47,
47,
94,
47,
47
],
[
44,
19,
25,
44,
19,
25
],
[
50,
28,
22,
50,
28,
22
],
[
46.808511,
40.425532,
53.191489,
46.808511,
40.425532,
53.191489
],
[
1.471214,
2.823427,
0.585823,
1.073996,
1.89861,
0.535124
],
[
341397,
341397,
31380,
395155,
395155,
141053
],
[
-73424,
-30784,
-73424,
-356430,
-120048,
-356430
],
[
75,
81,
69,
75,
81,
69
],
[
84,
99,
73,
84,
99,
73
],
[
67,
68,
65,
67,
68,
65
],
[
7095,
3817,
3278,
7095,
3817,
3278
],
[
29.133154,
29.133154,
44.966488,
29.133154,
29.133155,
44.966488
],
[
3,
1,
3,
3,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
279717,
307099,
-578863,
-578636,
-67623,
-578863
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7406,
"evaluation_days": 1234.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653796800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758928304550,
"expiration_time": 1761914592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 120,
"offset": 0,
"a": 0.91422
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 33,
"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) |
|---|