| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 96149.9798 | 35300.5767 | 60849.4031 | 68344.3392 | 58795.2958 | 9549.0434 |
| Total P&L (%) | 96.15 | 35.3006 | 60.8494 | 68.3443 | 58.7953 | 9.549 |
| Avg Daily Profit (%) | 0.3692 | 0.1356 | 0.2337 | 0.2002 | 0.1777 | 0.035 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84585 | -26592 | -84522 | -223457 | -42866 | -223255 |
| Profit Factor | 1.3625 | 1.3511 | 1.3695 | 1.128 | 1.3459 | 1.0262 |
| Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
| Profitability (%) | 50.4587 | 49.0909 | 51.8519 | 50.4587 | 49.0909 | 51.8519 |
| Ratio Avg Win / Avg Loss | 1.3377 | 1.4011 | 1.2717 | 1.1075 | 1.3957 | 0.9529 |
| Largest Winning Trade | 31202 | 31202 | 16473 | 43002 | 43002 | 30180 |
| Largest Losing Trade | -38719 | -15871 | -38719 | -112763 | -20297 | -112763 |
| Avg Bars in Trades | 218 | 144 | 294 | 218 | 144 | 294 |
| Avg Bars in Winners | 261 | 184 | 335 | 261 | 184 | 335 |
| Avg Bars in Losers | 174 | 105 | 249 | 174 | 105 | 249 |
| Bars Traded | 23818 | 7920 | 15898 | 23818 | 7920 | 15898 |
| Profit Streak | 5.8652 | 6.1256 | 0 | 5.8652 | 6.1256 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330722 | -195422 | -173403 | -72546 | -174060 | -686419 |
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737088200000,
"first_datapoint_time": 1737291600000,
"last_datapoint_time": 1759587300000,
"evaluation_time": 1759588250992,
"expiration_time": 1766067300000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 77,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
96149.9798218265,
35300.5767117479,
60849.4031100787,
68344.3392084892,
58795.2957645666,
9549.0434439227
],
[
96.14998,
35.300577,
60.849403,
68.344339,
58.795296,
9.549043
],
[
0.369211,
0.135552,
0.233659,
0.200201,
0.177735,
0.035027
],
[
10,
10,
10,
10,
10,
10
],
[
-84585,
-26592,
-84522,
-223457,
-42866,
-223255
],
[
1.362519,
1.351099,
1.369491,
1.128014,
1.345859,
1.026242
],
[
109,
55,
54,
109,
55,
54
],
[
55,
27,
28,
55,
27,
28
],
[
54,
28,
26,
54,
28,
26
],
[
50.458716,
49.090909,
51.851852,
50.458716,
49.090909,
51.851852
],
[
1.337746,
1.40114,
1.271671,
1.107504,
1.395706,
0.952939
],
[
31202,
31202,
16473,
43002,
43002,
30180
],
[
-38719,
-15871,
-38719,
-112763,
-20297,
-112763
],
[
218,
144,
294,
218,
144,
294
],
[
261,
184,
335,
261,
184,
335
],
[
174,
105,
249,
174,
105,
249
],
[
23818,
7920,
15898,
23818,
7920,
15898
],
[
5.865173,
6.12559,
0,
5.865173,
6.12559,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330722,
-195422,
-173403,
-72546,
-174060,
-686419
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737088200000,
"first_datapoint_time": 1737291600000,
"last_datapoint_time": 1759587300000,
"evaluation_time": 1759588250992,
"expiration_time": 1766067300000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 227,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 77,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|