| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 285678.5702 | 215710.9121 | 69967.6581 | 123125.5051 | 115957.3304 | 7168.1746 |
| Total P&L (%) | 285.6786 | 215.7109 | 69.9677 | 123.1255 | 115.9573 | 7.1682 |
| Avg Daily Profit (%) | 0.2743 | 0.2071 | 0.0672 | 0.0771 | 0.0739 | 0.0066 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -81167 | -60004 | -81167 | -176897 | -157542 | -143896 |
| Profit Factor | 1.6586 | 1.9098 | 1.3558 | 1.202 | 1.3503 | 1.0257 |
| Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
| Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
| Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
| Profitability (%) | 61.7391 | 52.6316 | 70.6897 | 61.7391 | 52.6316 | 70.6897 |
| Ratio Avg Win / Avg Loss | 1.0279 | 1.7188 | 0.5622 | 0.7449 | 1.2153 | 0.4253 |
| Largest Winning Trade | 86992 | 86992 | 31582 | 110722 | 110722 | 61865 |
| Largest Losing Trade | -81167 | -47047 | -81167 | -135929 | -121173 | -135929 |
| Avg Bars in Trades | 213 | 252 | 175 | 213 | 252 | 175 |
| Avg Bars in Winners | 217 | 272 | 176 | 217 | 272 | 176 |
| Avg Bars in Losers | 208 | 230 | 172 | 208 | 230 | 172 |
| Bars Traded | 24604 | 14413 | 10191 | 24604 | 14413 | 10191 |
| Profit Streak | 20.3398 | 20.3398 | 39.7982 | 20.3398 | 20.3398 | 39.7982 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 488969 | -167852 | -280873 | -88919 | -272985 | -719977 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669341600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758812960481,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 171,
"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": [
[
285678.570166215,
215710.9120886711,
69967.6580775439,
123125.5050520494,
115957.330426056,
7168.1746259933
],
[
285.67857,
215.710912,
69.967658,
123.125505,
115.95733,
7.168175
],
[
0.274264,
0.207092,
0.067172,
0.077079,
0.073942,
0.006647
],
[
10,
10,
10,
10,
10,
10
],
[
-81167,
-60004,
-81167,
-176897,
-157542,
-143896
],
[
1.658626,
1.909814,
1.355788,
1.202035,
1.350284,
1.025749
],
[
115,
57,
58,
115,
57,
58
],
[
71,
30,
41,
71,
30,
41
],
[
44,
27,
17,
44,
27,
17
],
[
61.73913,
52.631579,
70.689655,
61.73913,
52.631579,
70.689655
],
[
1.027881,
1.718833,
0.562156,
0.744923,
1.215256,
0.42531
],
[
86992,
86992,
31582,
110722,
110722,
61865
],
[
-81167,
-47047,
-81167,
-135929,
-121173,
-135929
],
[
213,
252,
175,
213,
252,
175
],
[
217,
272,
176,
217,
272,
176
],
[
208,
230,
172,
208,
230,
172
],
[
24604,
14413,
10191,
24604,
14413,
10191
],
[
20.33982,
20.33982,
39.798154,
20.33982,
20.33982,
39.798154
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
488969,
-167852,
-280873,
-88919,
-272985,
-719977
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669341600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758812960481,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 171,
"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) |
|---|