| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 193596.9603 | 205224.2455 | -11627.2852 | -33047.9643 | 58789.2887 | -91837.2531 |
| Total P&L (%) | 193.597 | 205.2242 | -11.6273 | -33.048 | 58.7893 | -91.8373 |
| Avg Daily Profit (%) | 0.1552 | 0.1646 | -0.0093 | -0.0322 | 0.0371 | -0.2007 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -140634 | -101580 | -92078 | -618530 | -418282 | -293439 |
| Profit Factor | 1.1032 | 1.217 | 0.9875 | 0.9899 | 1.0343 | 0.9414 |
| Total Trades | 633 | 317 | 316 | 633 | 317 | 316 |
| Winning Trades | 354 | 179 | 175 | 354 | 179 | 175 |
| Losing Trades | 279 | 138 | 141 | 279 | 138 | 141 |
| Profitability (%) | 55.9242 | 56.4669 | 55.3797 | 55.9242 | 56.4669 | 55.3797 |
| Ratio Avg Win / Avg Loss | 0.8695 | 0.9382 | 0.7956 | 0.7802 | 0.7974 | 0.7585 |
| Largest Winning Trade | 30405 | 30405 | 20633 | 81741 | 81741 | 74616 |
| Largest Losing Trade | -39210 | -29862 | -39210 | -146819 | -146819 | -91813 |
| Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
| Avg Bars in Winners | 19 | 19 | 20 | 19 | 19 | 20 |
| Avg Bars in Losers | 27 | 33 | 22 | 27 | 33 | 22 |
| Bars Traded | 14818 | 8170 | 6647 | 14818 | 8170 | 6647 |
| Profit Streak | 3.571 | 6.9877 | 0 | 3.571 | 6.9877 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97714 | 309607 | -578705 | -577041 | -325190 | -578705 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14966,
"evaluation_days": 1247.17,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652378400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759844536515,
"expiration_time": 1763717587200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 35,
"offset": 0,
"multiplier": 2.72719
}
}
} {
"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": [
[
193596.960292938,
205224.24546781,
-11627.2851748721,
-33047.9643461564,
58789.2887166504,
-91837.2530628066
],
[
193.59696,
205.224245,
-11.627285,
-33.047964,
58.789289,
-91.837253
],
[
0.155229,
0.164552,
-0.009323,
-0.032163,
0.037083,
-0.2007
],
[
10,
10,
10,
10,
10,
10
],
[
-140634,
-101580,
-92078,
-618530,
-418282,
-293439
],
[
1.103186,
1.216985,
0.987503,
0.98993,
1.03431,
0.941449
],
[
633,
317,
316,
633,
317,
316
],
[
354,
179,
175,
354,
179,
175
],
[
279,
138,
141,
279,
138,
141
],
[
55.924171,
56.466877,
55.379747,
55.924171,
56.466877,
55.379747
],
[
0.86946,
0.938234,
0.795645,
0.780199,
0.797401,
0.758539
],
[
30405,
30405,
20633,
81741,
81741,
74616
],
[
-39210,
-29862,
-39210,
-146819,
-146819,
-91813
],
[
23,
25,
21,
23,
25,
21
],
[
19,
19,
20,
19,
19,
20
],
[
27,
33,
22,
27,
33,
22
],
[
14818,
8170,
6647,
14818,
8170,
6647
],
[
3.571024,
6.987691,
0,
3.571024,
6.987691,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97714,
309607,
-578705,
-577041,
-325190,
-578705
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14966,
"evaluation_days": 1247.17,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652378400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759844536515,
"expiration_time": 1763717587200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 41,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 35,
"offset": 0,
"multiplier": 2.72719
}
}
}
| # | 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) |
|---|