| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 213496.6305 | 127168.6445 | 86327.986 | 253367.6771 | 172858.4562 | 80509.2209 |
| Total P&L (%) | 213.4966 | 127.1686 | 86.328 | 253.3677 | 172.8585 | 80.5092 |
| Avg Daily Profit (%) | 0.4099 | 0.2442 | 0.1658 | 0.2427 | 0.1929 | 0.1135 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79867 | -67839 | -37589 | -184012 | -139084 | -59384 |
| Profit Factor | 1.4224 | 1.5431 | 1.3183 | 1.275 | 1.4107 | 1.1609 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 75 | 30 | 45 | 75 | 30 | 45 |
| Losing Trades | 96 | 56 | 40 | 96 | 56 | 40 |
| Profitability (%) | 43.8596 | 34.8837 | 52.9412 | 43.8596 | 34.8837 | 52.9412 |
| Ratio Avg Win / Avg Loss | 1.8207 | 2.8804 | 1.1718 | 1.632 | 2.6334 | 1.0319 |
| Largest Winning Trade | 53876 | 53876 | 25381 | 127684 | 127684 | 56821 |
| Largest Losing Trade | -24647 | -18425 | -24647 | -55129 | -40333 | -55129 |
| Avg Bars in Trades | 143 | 140 | 145 | 143 | 140 | 145 |
| Avg Bars in Winners | 223 | 227 | 219 | 223 | 227 | 219 |
| Avg Bars in Losers | 80 | 93 | 62 | 80 | 93 | 62 |
| Bars Traded | 24482 | 12082 | 12400 | 24482 | 12082 | 12400 |
| Profit Streak | 11.674 | 11.674 | 15.2365 | 11.674 | 11.674 | 15.2365 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 373899 | 163306 | 273383 | 290001 | 118424 | -85026 |
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713978000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758863435590,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 140,
"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": [
[
213496.6305049395,
127168.6444615843,
86327.9860433554,
253367.6770930745,
172858.4561700037,
80509.2209230709
],
[
213.496631,
127.168644,
86.327986,
253.367677,
172.858456,
80.509221
],
[
0.409916,
0.244165,
0.165751,
0.242665,
0.192913,
0.113462
],
[
10,
10,
10,
10,
10,
10
],
[
-79867,
-67839,
-37589,
-184012,
-139084,
-59384
],
[
1.42244,
1.543056,
1.318298,
1.275003,
1.410725,
1.160868
],
[
171,
86,
85,
171,
86,
85
],
[
75,
30,
45,
75,
30,
45
],
[
96,
56,
40,
96,
56,
40
],
[
43.859649,
34.883721,
52.941176,
43.859649,
34.883721,
52.941176
],
[
1.820723,
2.880372,
1.171821,
1.632003,
2.633354,
1.031883
],
[
53876,
53876,
25381,
127684,
127684,
56821
],
[
-24647,
-18425,
-24647,
-55129,
-40333,
-55129
],
[
143,
140,
145,
143,
140,
145
],
[
223,
227,
219,
223,
227,
219
],
[
80,
93,
62,
80,
93,
62
],
[
24482,
12082,
12400,
24482,
12082,
12400
],
[
11.674023,
11.674023,
15.236523,
11.674023,
11.674023,
15.236523
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
373899,
163306,
273383,
290001,
118424,
-85026
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1713978000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758863435590,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 140,
"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) |
|---|