| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 115709.9813 | 57694.9994 | 58014.9819 | 126721.3747 | 67045.0902 | 59676.2845 |
| Total P&L (%) | 115.71 | 57.695 | 58.015 | 126.7214 | 67.0451 | 59.6763 |
| Avg Daily Profit (%) | 0.4443 | 0.2215 | 0.2228 | 0.3148 | 0.1972 | 0.1799 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75671 | -68115 | -26309 | -60971 | -50087 | -25938 |
| Profit Factor | 1.6685 | 1.598 | 1.7572 | 1.7497 | 1.7716 | 1.7266 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 50 | 44.8276 | 55.1724 | 50 | 44.8276 | 55.1724 |
| Ratio Avg Win / Avg Loss | 1.6685 | 1.9668 | 1.4277 | 1.7497 | 2.1804 | 1.4028 |
| Largest Winning Trade | 36200 | 36200 | 18717 | 43865 | 43865 | 29354 |
| Largest Losing Trade | -24128 | -24128 | -20767 | -25938 | -15166 | -25938 |
| Avg Bars in Trades | 419 | 389 | 449 | 419 | 389 | 449 |
| Avg Bars in Winners | 566 | 597 | 541 | 566 | 597 | 541 |
| Avg Bars in Losers | 272 | 220 | 336 | 272 | 220 | 336 |
| Bars Traded | 24335 | 11295 | 13040 | 24335 | 11295 | 13040 |
| Profit Streak | 4.035 | 7.0246 | 0 | 4.035 | 7.0246 | 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 | -168213 | 260013 | 304459 | -169163 | 287329 | 293114 |
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737193500000,
"first_datapoint_time": 1737389700000,
"last_datapoint_time": 1759692600000,
"evaluation_time": 1759692921239,
"expiration_time": 1766172600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 81,
"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": [
[
115709.9812932709,
57694.9994391711,
58014.9818540998,
126721.3746771886,
67045.0901518065,
59676.284525382
],
[
115.709981,
57.694999,
58.014982,
126.721375,
67.04509,
59.676285
],
[
0.444321,
0.221546,
0.222775,
0.314814,
0.19722,
0.179863
],
[
10,
10,
10,
10,
10,
10
],
[
-75671,
-68115,
-26309,
-60971,
-50087,
-25938
],
[
1.668465,
1.597987,
1.757217,
1.749691,
1.771554,
1.726561
],
[
58,
29,
29,
58,
29,
29
],
[
29,
13,
16,
29,
13,
16
],
[
29,
16,
13,
29,
16,
13
],
[
50,
44.827586,
55.172414,
50,
44.827586,
55.172414
],
[
1.668465,
1.966753,
1.427739,
1.749691,
2.180375,
1.402831
],
[
36200,
36200,
18717,
43865,
43865,
29354
],
[
-24128,
-24128,
-20767,
-25938,
-15166,
-25938
],
[
419,
389,
449,
419,
389,
449
],
[
566,
597,
541,
566,
597,
541
],
[
272,
220,
336,
272,
220,
336
],
[
24335,
11295,
13040,
24335,
11295,
13040
],
[
4.034968,
7.024551,
0,
4.034968,
7.024551,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-168213,
260013,
304459,
-169163,
287329,
293114
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1737193500000,
"first_datapoint_time": 1737389700000,
"last_datapoint_time": 1759692600000,
"evaluation_time": 1759692921239,
"expiration_time": 1766172600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 219,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 81,
"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) |
|---|