| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 194867.2183 | 211105.9191 | -16238.7008 | 8419.2105 | 41927.5214 | -33508.3109 |
| Total P&L (%) | 194.8672 | 211.1059 | -16.2387 | 8.4192 | 41.9275 | -33.5083 |
| Avg Daily Profit (%) | 0.1579 | 0.171 | -0.0132 | 0.0066 | 0.0284 | -0.0331 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -124575 | -79411 | -77592 | -260820 | -231531 | -118163 |
| Profit Factor | 1.4595 | 1.828 | 0.904 | 1.0106 | 1.0782 | 0.8706 |
| Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
| Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
| Profitability (%) | 66.1972 | 62.8571 | 69.4444 | 66.1972 | 62.8571 | 69.4444 |
| Ratio Avg Win / Avg Loss | 0.7453 | 1.0802 | 0.3978 | 0.516 | 0.6371 | 0.3831 |
| Largest Winning Trade | 88980 | 88980 | 14536 | 94172 | 94172 | 24952 |
| Largest Losing Trade | -65062 | -52945 | -65062 | -115859 | -115859 | -98605 |
| Avg Bars in Trades | 193 | 346 | 43 | 193 | 346 | 43 |
| Avg Bars in Winners | 91 | 161 | 28 | 91 | 161 | 28 |
| Avg Bars in Losers | 393 | 659 | 78 | 393 | 659 | 78 |
| Bars Traded | 13717 | 12136 | 1581 | 13717 | 12136 | 1581 |
| Profit Streak | 40.9504 | 105.617 | 40.9504 | 40.9504 | 105.617 | 40.9504 |
| Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -81259 | 460103 | -577710 | -648315 | -290203 | -577710 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653156000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758826112432,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 149,
"offset": 0,
"scalar": 4
}
}
}
{
"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": [
[
194867.2183486343,
211105.9191347046,
-16238.7007860703,
8419.2104518706,
41927.5213641406,
-33508.31091227
],
[
194.867218,
211.105919,
-16.238701,
8.41921,
41.927521,
-33.508311
],
[
0.157883,
0.17104,
-0.013157,
0.00655,
0.028373,
-0.033059
],
[
10,
10,
10,
10,
10,
10
],
[
-124575,
-79411,
-77592,
-260820,
-231531,
-118163
],
[
1.459482,
1.828032,
0.904,
1.010584,
1.078152,
0.870622
],
[
71,
35,
36,
71,
35,
36
],
[
47,
22,
25,
47,
22,
25
],
[
24,
13,
11,
24,
13,
11
],
[
66.197183,
62.857143,
69.444444,
66.197183,
62.857143,
69.444444
],
[
0.745267,
1.080201,
0.39776,
0.516043,
0.63709,
0.383074
],
[
88980,
88980,
14536,
94172,
94172,
24952
],
[
-65062,
-52945,
-65062,
-115859,
-115859,
-98605
],
[
193,
346,
43,
193,
346,
43
],
[
91,
161,
28,
91,
161,
28
],
[
393,
659,
78,
393,
659,
78
],
[
13717,
12136,
1581,
13717,
12136,
1581
],
[
40.950375,
105.617042,
40.950375,
40.950375,
105.617042,
40.950375
],
[
2,
4,
1,
2,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-81259,
460103,
-577710,
-648315,
-290203,
-577710
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653156000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758826112432,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 94,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 149,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|