| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 261615.2002 | 204044.9988 | 57570.2014 | -176481.1707 | -25795.7675 | -150685.4032 |
| Total P&L (%) | 261.6152 | 204.045 | 57.5702 | -176.4812 | -25.7958 | -150.6854 |
| Avg Daily Profit (%) | 0.2512 | 0.1959 | 0.0553 | 0 | -0.0286 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107031 | -63274 | -107031 | -227709 | -51918 | -200173 |
| Profit Factor | 1.4342 | 1.8573 | 1.1579 | 0.6062 | 0.8325 | 0.4877 |
| Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
| Winning Trades | 129 | 63 | 66 | 45 | 24 | 21 |
| Losing Trades | 40 | 21 | 19 | 124 | 60 | 64 |
| Profitability (%) | 76.3314 | 75 | 77.6471 | 26.6272 | 28.5714 | 24.7059 |
| Ratio Avg Win / Avg Loss | 0.4447 | 0.6191 | 0.3333 | 1.6704 | 2.0813 | 1.4862 |
| Largest Winning Trade | 18910 | 18910 | 17524 | 38621 | 38621 | 31676 |
| Largest Losing Trade | -107031 | -39270 | -107031 | -138037 | -7964 | -138037 |
| Avg Bars in Trades | 145 | 160 | 130 | 145 | 160 | 130 |
| Avg Bars in Winners | 81 | 90 | 72 | 317 | 350 | 279 |
| Avg Bars in Losers | 354 | 371 | 335 | 83 | 84 | 82 |
| Bars Traded | 24637 | 13503 | 11134 | 24637 | 13503 | 11134 |
| Profit Streak | 14.6001 | 14.6001 | 37.3918 | 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 | 471099 | 436051 | -163433 | -599757 | -592403 | -610549 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669291200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758788652379,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 157,
"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": [
[
261615.2001922863,
204044.9987662956,
57570.2014259906,
-176481.1707064918,
-25795.7674784131,
-150685.4032280787
],
[
261.6152,
204.044999,
57.570201,
-176.481171,
-25.795767,
-150.685403
],
[
0.251162,
0.195892,
0.05527,
0,
-0.028639,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-107031,
-63274,
-107031,
-227709,
-51918,
-200173
],
[
1.43421,
1.857336,
1.157939,
0.606202,
0.832537,
0.48766
],
[
169,
84,
85,
169,
84,
85
],
[
129,
63,
66,
45,
24,
21
],
[
40,
21,
19,
124,
60,
64
],
[
76.331361,
75,
77.647059,
26.627219,
28.571429,
24.705882
],
[
0.444716,
0.619112,
0.333346,
1.670422,
2.081343,
1.486203
],
[
18910,
18910,
17524,
38621,
38621,
31676
],
[
-107031,
-39270,
-107031,
-138037,
-7964,
-138037
],
[
145,
160,
130,
145,
160,
130
],
[
81,
90,
72,
317,
350,
279
],
[
354,
371,
335,
83,
84,
82
],
[
24637,
13503,
11134,
24637,
13503,
11134
],
[
14.600143,
14.600143,
37.39181,
0,
0,
0
],
[
3,
1,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
471099,
436051,
-163433,
-599757,
-592403,
-610549
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669291200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758788652379,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 64,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 157,
"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) |
|---|