| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 252056.3002 | 151423.271 | 100633.0292 | 355433.3166 | 222325.4679 | 133107.8487 |
| Total P&L (%) | 252.0563 | 151.4233 | 100.633 | 355.4333 | 222.3255 | 133.1078 |
| Avg Daily Profit (%) | 0.484 | 0.2907 | 0.1932 | 0.2915 | 0.225 | 0.1626 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97273 | -86724 | -39732 | -223553 | -176390 | -93220 |
| Profit Factor | 1.3496 | 1.4332 | 1.2709 | 1.2776 | 1.3582 | 1.2017 |
| Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
| Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
| Losing Trades | 147 | 74 | 73 | 147 | 74 | 73 |
| Profitability (%) | 44.1065 | 43.5115 | 44.697 | 44.1065 | 43.5115 | 44.697 |
| Ratio Avg Win / Avg Loss | 1.7102 | 1.8606 | 1.5724 | 1.619 | 1.7633 | 1.4869 |
| Largest Winning Trade | 61737 | 61737 | 22851 | 130816 | 130816 | 57098 |
| Largest Losing Trade | -17478 | -11702 | -17478 | -42856 | -36117 | -42856 |
| Avg Bars in Trades | 93 | 95 | 92 | 93 | 95 | 92 |
| Avg Bars in Winners | 135 | 132 | 139 | 135 | 132 | 139 |
| Avg Bars in Losers | 60 | 66 | 54 | 60 | 66 | 54 |
| Bars Traded | 24691 | 12462 | 12229 | 24691 | 12462 | 12229 |
| Profit Streak | 16.6829 | 17.7454 | 16.6829 | 16.6829 | 17.7454 | 16.6829 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 417414 | 294239 | 245278 | 342364 | 257509 | 180652 |
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714154400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758972200095,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 87,
"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": [
[
252056.300234583,
151423.2710302272,
100633.0292043558,
355433.3165848554,
222325.4678668207,
133107.8487180347
],
[
252.0563,
151.423271,
100.633029,
355.433317,
222.325468,
133.107849
],
[
0.483951,
0.290735,
0.193217,
0.291513,
0.224969,
0.162629
],
[
10,
10,
10,
10,
10,
10
],
[
-97273,
-86724,
-39732,
-223553,
-176390,
-93220
],
[
1.349553,
1.433184,
1.270866,
1.277565,
1.358211,
1.201714
],
[
263,
131,
132,
263,
131,
132
],
[
116,
57,
59,
116,
57,
59
],
[
147,
74,
73,
147,
74,
73
],
[
44.106464,
43.51145,
44.69697,
44.106464,
43.51145,
44.69697
],
[
1.710209,
1.860625,
1.572427,
1.618984,
1.763291,
1.486867
],
[
61737,
61737,
22851,
130816,
130816,
57098
],
[
-17478,
-11702,
-17478,
-42856,
-36117,
-42856
],
[
93,
95,
92,
93,
95,
92
],
[
135,
132,
139,
135,
132,
139
],
[
60,
66,
54,
60,
66,
54
],
[
24691,
12462,
12229,
24691,
12462,
12229
],
[
16.682871,
17.745371,
16.682871,
16.682871,
17.745371,
16.682871
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
417414,
294239,
245278,
342364,
257509,
180652
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714154400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758972200095,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 238,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 87,
"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) |
|---|