| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 225002.9743 | 251056.285 | -26053.3107 | -36853.0595 | 89873.2276 | -126726.2872 |
| Total P&L (%) | 225.003 | 251.0563 | -26.0533 | -36.8531 | 89.8732 | -126.7263 |
| Avg Daily Profit (%) | 0.1823 | 0.2034 | -0.0211 | -0.0372 | 0.052 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129268 | -49753 | -185985 | -114542 | -27329 | -162445 |
| Profit Factor | 1.2597 | 1.791 | 0.9525 | 0.9006 | 1.8753 | 0.5276 |
| Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
| Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Profitability (%) | 50 | 49.4382 | 50.5618 | 50 | 49.4382 | 50.5618 |
| Ratio Avg Win / Avg Loss | 1.2597 | 1.8317 | 0.9314 | 0.9006 | 1.9179 | 0.5159 |
| Largest Winning Trade | 70156 | 70156 | 35083 | 51132 | 51132 | 13858 |
| Largest Losing Trade | -71292 | -34075 | -71292 | -88414 | -14002 | -88414 |
| Avg Bars in Trades | 80 | 93 | 68 | 80 | 93 | 68 |
| Avg Bars in Winners | 88 | 95 | 81 | 88 | 95 | 81 |
| Avg Bars in Losers | 72 | 90 | 54 | 72 | 90 | 54 |
| Bars Traded | 14354 | 8297 | 6057 | 14354 | 8297 | 6057 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 296632 | 378442 | -581021 | -579845 | -120497 | -581021 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653444000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758852282624,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 189,
"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": [
[
225002.9743242056,
251056.285024623,
-26053.3107004174,
-36853.0595427186,
89873.2276390888,
-126726.2871818073
],
[
225.002974,
251.056285,
-26.053311,
-36.85306,
89.873228,
-126.726287
],
[
0.182299,
0.203408,
-0.021109,
-0.037239,
0.051963,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-129268,
-49753,
-185985,
-114542,
-27329,
-162445
],
[
1.259731,
1.790984,
0.952535,
0.900647,
1.875265,
0.527581
],
[
178,
89,
89,
178,
89,
89
],
[
89,
44,
45,
89,
44,
45
],
[
89,
45,
44,
89,
45,
44
],
[
50,
49.438202,
50.561798,
50,
49.438202,
50.561798
],
[
1.259731,
1.831688,
0.931368,
0.900647,
1.917884,
0.515857
],
[
70156,
70156,
35083,
51132,
51132,
13858
],
[
-71292,
-34075,
-71292,
-88414,
-14002,
-88414
],
[
80,
93,
68,
80,
93,
68
],
[
88,
95,
81,
88,
95,
81
],
[
72,
90,
54,
72,
90,
54
],
[
14354,
8297,
6057,
14354,
8297,
6057
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
296632,
378442,
-581021,
-579845,
-120497,
-581021
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653444000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758852282624,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 189,
"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) |
|---|