| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 203509.3528 | 234068.1589 | -30558.8061 | -322972.4741 | -66284.6497 | -256687.8244 |
| Total P&L (%) | 203.5094 | 234.0682 | -30.5588 | -322.9725 | -66.2847 | -256.6878 |
| Avg Daily Profit (%) | 0.1636 | 0.1882 | -0.0246 | 0 | -0.0874 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -215804 | -53502 | -226699 | -400374 | -146211 | -345773 |
| Profit Factor | 1.2965 | 2.0781 | 0.9349 | 0.7046 | 0.842 | 0.6191 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 124 | 59 | 65 | 35 | 21 | 14 |
| Losing Trades | 34 | 20 | 14 | 123 | 58 | 65 |
| Profitability (%) | 78.481 | 74.6835 | 82.2785 | 22.1519 | 26.5823 | 17.7215 |
| Ratio Avg Win / Avg Loss | 0.3555 | 0.7044 | 0.2014 | 2.4762 | 2.3255 | 2.8743 |
| Largest Winning Trade | 26138 | 26138 | 16975 | 162511 | 117522 | 162511 |
| Largest Losing Trade | -176098 | -49666 | -176098 | -243377 | -32440 | -243377 |
| Avg Bars in Trades | 89 | 102 | 77 | 89 | 102 | 77 |
| Avg Bars in Winners | 43 | 47 | 39 | 241 | 254 | 223 |
| Avg Bars in Losers | 260 | 265 | 252 | 46 | 47 | 45 |
| Bars Traded | 14188 | 8087 | 6101 | 14188 | 8087 | 6101 |
| Profit Streak | 22.7901 | 22.7901 | 38.5401 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 432420 | -13747 | -602359 | -619539 | -627799 | -666852 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14923,
"evaluation_days": 1243.58,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653300000000,
"last_datapoint_time": 1759528800000,
"evaluation_time": 1759532263844,
"expiration_time": 1763396841600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 169,
"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": [
[
203509.3527715839,
234068.1588760602,
-30558.8061044764,
-322972.4740787426,
-66284.6496890812,
-256687.8243896614
],
[
203.509353,
234.068159,
-30.558806,
-322.972474,
-66.28465,
-256.687824
],
[
0.163648,
0.188221,
-0.024573,
0,
-0.087388,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-215804,
-53502,
-226699,
-400374,
-146211,
-345773
],
[
1.29646,
2.078095,
0.934892,
0.704604,
0.841993,
0.619072
],
[
158,
79,
79,
158,
79,
79
],
[
124,
59,
65,
35,
21,
14
],
[
34,
20,
14,
123,
58,
65
],
[
78.481013,
74.683544,
82.278481,
22.151899,
26.582278,
17.721519
],
[
0.355481,
0.704439,
0.201361,
2.47618,
2.325505,
2.874264
],
[
26138,
26138,
16975,
162511,
117522,
162511
],
[
-176098,
-49666,
-176098,
-243377,
-32440,
-243377
],
[
89,
102,
77,
89,
102,
77
],
[
43,
47,
39,
241,
254,
223
],
[
260,
265,
252,
46,
47,
45
],
[
14188,
8087,
6101,
14188,
8087,
6101
],
[
22.790091,
22.790091,
38.540091,
0,
0,
0
],
[
4,
2,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
432420,
-13747,
-602359,
-619539,
-627799,
-666852
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14923,
"evaluation_days": 1243.58,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653300000000,
"last_datapoint_time": 1759528800000,
"evaluation_time": 1759532263844,
"expiration_time": 1763396841600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 44,
"offset": 0
}
},
"second_band": {
"type": "rma",
"factors": {
"length": 169,
"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) |
|---|