| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 78308.6683 | 226374.7201 | -148066.0518 | -159654.7315 | -4875.3458 | -154779.3858 |
| Total P&L (%) | 78.3087 | 226.3747 | -148.0661 | -159.6547 | -4.8753 | -154.7794 |
| Avg Daily Profit (%) | 0.0631 | 0.1824 | -0.1193 | 0 | -0.004 | 0 |
| Buy And Hold Return (%) | 21.4819 | 21.4819 | 21.4819 | 21.4819 | 21.4819 | 21.4819 |
| Max Trade Drawdown | -318366 | -68935 | -294518 | -182208 | -43969 | -171448 |
| Profit Factor | 1.0732 | 1.5513 | 0.7755 | 0.6458 | 0.9659 | 0.4974 |
| Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
| Winning Trades | 100 | 50 | 50 | 91 | 47 | 44 |
| Losing Trades | 93 | 47 | 46 | 102 | 50 | 52 |
| Profitability (%) | 51.8135 | 51.5464 | 52.0833 | 47.1503 | 48.4536 | 45.8333 |
| Ratio Avg Win / Avg Loss | 0.998 | 1.4582 | 0.7135 | 0.7239 | 1.0275 | 0.5878 |
| Largest Winning Trade | 61630 | 61630 | 44548 | 39720 | 19787 | 39720 |
| Largest Losing Trade | -168237 | -36725 | -168237 | -154809 | -16891 | -154809 |
| Avg Bars in Trades | 74 | 68 | 80 | 74 | 68 | 80 |
| Avg Bars in Winners | 77 | 72 | 81 | 68 | 63 | 74 |
| Avg Bars in Losers | 71 | 64 | 78 | 79 | 73 | 85 |
| Bars Traded | 14347 | 6661 | 7687 | 14347 | 6661 | 7687 |
| Profit Streak | 26.2707 | 29.5207 | 26.2707 | 0 | 0 | 0 |
| Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -250231 | 359988 | -580264 | -580875 | -580008 | -582696 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14896,
"evaluation_days": 1241.33,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653616800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759336188537,
"expiration_time": 1763195443200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 209,
"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": [
[
78308.6682957709,
226374.7200700345,
-148066.0517742634,
-159654.7315332132,
-4875.3457684792,
-154779.3857647339
],
[
78.308668,
226.37472,
-148.066052,
-159.654732,
-4.875346,
-154.779386
],
[
0.063084,
0.182365,
-0.11928,
0,
-0.004026,
0
],
[
21.481865,
21.481865,
21.481865,
21.481865,
21.481865,
21.481865
],
[
-318366,
-68935,
-294518,
-182208,
-43969,
-171448
],
[
1.073167,
1.551313,
0.775543,
0.64579,
0.96586,
0.497357
],
[
193,
97,
96,
193,
97,
96
],
[
100,
50,
50,
91,
47,
44
],
[
93,
47,
46,
102,
50,
52
],
[
51.813472,
51.546392,
52.083333,
47.150259,
48.453608,
45.833333
],
[
0.998045,
1.458234,
0.713499,
0.723852,
1.02751,
0.587786
],
[
61630,
61630,
44548,
39720,
19787,
39720
],
[
-168237,
-36725,
-168237,
-154809,
-16891,
-154809
],
[
74,
68,
80,
74,
68,
80
],
[
77,
72,
81,
68,
63,
74
],
[
71,
64,
78,
79,
73,
85
],
[
14347,
6661,
7687,
14347,
6661,
7687
],
[
26.270701,
29.520701,
26.270701,
0,
0,
0
],
[
3,
2,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-250231,
359988,
-580264,
-580875,
-580008,
-582696
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14896,
"evaluation_days": 1241.33,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653616800000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759336188537,
"expiration_time": 1763195443200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 213,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 209,
"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) |
|---|