| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 632219.2093 | 444761.8574 | 187457.3519 | 3423789.361 | 2523431.9604 | 900357.4006 |
| Total P&L (%) | 632.2192 | 444.7619 | 187.4574 | 3423.7894 | 2523.432 | 900.3574 |
| Avg Daily Profit (%) | 0.5054 | 0.3556 | 0.1499 | 0.2852 | 0.2615 | 0.1843 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119691 | -94506 | -72834 | -2619967 | -1989094 | -2795797 |
| Profit Factor | 1.72 | 2.0228 | 1.4229 | 1.2235 | 1.3398 | 1.1141 |
| Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
| Winning Trades | 149 | 73 | 76 | 149 | 73 | 76 |
| Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
| Profitability (%) | 60.5691 | 59.3496 | 61.7886 | 60.5691 | 59.3496 | 61.7886 |
| Ratio Avg Win / Avg Loss | 1.1197 | 1.3855 | 0.88 | 0.7965 | 0.9177 | 0.689 |
| Largest Winning Trade | 172987 | 172987 | 37470 | 814544 | 793646 | 814544 |
| Largest Losing Trade | -48551 | -39714 | -48551 | -1744503 | -1744503 | -1669725 |
| Avg Bars in Trades | 59 | 66 | 52 | 59 | 66 | 52 |
| Avg Bars in Winners | 57 | 63 | 52 | 57 | 63 | 52 |
| Avg Bars in Losers | 62 | 70 | 53 | 62 | 70 | 53 |
| Bars Traded | 14607 | 8145 | 6462 | 14607 | 8145 | 6462 |
| Profit Streak | 0 | 0 | 8.4757 | 0 | 0 | 8.4757 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 556353 | 456055 | 293592 | 337418 | 295502 | -86833 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 15010,
"evaluation_days": 1250.83,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653004800000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760160297201,
"expiration_time": 1764045792000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 128,
"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": [
[
632219.2092942082,
444761.8573835795,
187457.3519106294,
3423789.361044923,
2523431.9603962284,
900357.4006486918
],
[
632.219209,
444.761857,
187.457352,
3423.789361,
2523.43196,
900.357401
],
[
0.50544,
0.355573,
0.149866,
0.285187,
0.261533,
0.184283
],
[
10,
10,
10,
10,
10,
10
],
[
-119691,
-94506,
-72834,
-2619967,
-1989094,
-2795797
],
[
1.719976,
2.02277,
1.422914,
1.223499,
1.339787,
1.114077
],
[
246,
123,
123,
246,
123,
123
],
[
149,
73,
76,
149,
73,
76
],
[
97,
50,
47,
97,
50,
47
],
[
60.569106,
59.349593,
61.788618,
60.569106,
59.349593,
61.788618
],
[
1.119716,
1.385459,
0.87996,
0.796506,
0.917663,
0.688969
],
[
172987,
172987,
37470,
814544,
793646,
814544
],
[
-48551,
-39714,
-48551,
-1744503,
-1744503,
-1669725
],
[
59,
66,
52,
59,
66,
52
],
[
57,
63,
52,
57,
63,
52
],
[
62,
70,
53,
62,
70,
53
],
[
14607,
8145,
6462,
14607,
8145,
6462
],
[
0,
0,
8.475662,
0,
0,
8.475662
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
556353,
456055,
293592,
337418,
295502,
-86833
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 15010,
"evaluation_days": 1250.83,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653004800000,
"last_datapoint_time": 1760155200000,
"evaluation_time": 1760160297201,
"expiration_time": 1764045792000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 43,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 128,
"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) |
|---|