| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 168913.7742 | 92997.4617 | 75916.3125 | 215791.8632 | 113663.0825 | 102128.7807 |
| Total P&L (%) | 168.9138 | 92.9975 | 75.9163 | 215.7919 | 113.6631 | 102.1288 |
| Avg Daily Profit (%) | 0.6486 | 0.3571 | 0.2915 | 0.4425 | 0.292 | 0.2706 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97156 | -77342 | -58967 | -132840 | -101418 | -70417 |
| Profit Factor | 1.3906 | 1.4198 | 1.3599 | 1.3334 | 1.3404 | 1.3259 |
| Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
| Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
| Losing Trades | 139 | 73 | 66 | 139 | 73 | 66 |
| Profitability (%) | 39.5652 | 36.5217 | 42.6087 | 39.5652 | 36.5217 | 42.6087 |
| Ratio Avg Win / Avg Loss | 2.124 | 2.4677 | 1.8317 | 2.0367 | 2.3297 | 1.786 |
| Largest Winning Trade | 60311 | 60311 | 16413 | 101368 | 101368 | 29891 |
| Largest Losing Trade | -13883 | -13883 | -11248 | -23610 | -16781 | -23610 |
| Avg Bars in Trades | 107 | 104 | 109 | 107 | 104 | 109 |
| Avg Bars in Winners | 179 | 183 | 176 | 179 | 183 | 176 |
| Avg Bars in Losers | 59 | 59 | 60 | 59 | 59 | 60 |
| Bars Traded | 24676 | 12037 | 12639 | 24676 | 12037 | 12639 |
| 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 | 322342 | 144189 | 196047 | 246354 | 106678 | 182145 |
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736371800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758913806582,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"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": [
[
168913.7742453718,
92997.4617311895,
75916.3125141822,
215791.8632006296,
113663.0824772276,
102128.7807234022
],
[
168.913774,
92.997462,
75.916313,
215.791863,
113.663082,
102.128781
],
[
0.648621,
0.357106,
0.291515,
0.442537,
0.291966,
0.270596
],
[
10,
10,
10,
10,
10,
10
],
[
-97156,
-77342,
-58967,
-132840,
-101418,
-70417
],
[
1.390551,
1.419768,
1.359868,
1.33338,
1.340366,
1.325936
],
[
230,
115,
115,
230,
115,
115
],
[
91,
42,
49,
91,
42,
49
],
[
139,
73,
66,
139,
73,
66
],
[
39.565217,
36.521739,
42.608696,
39.565217,
36.521739,
42.608696
],
[
2.124029,
2.467692,
1.83166,
2.036702,
2.329684,
1.785954
],
[
60311,
60311,
16413,
101368,
101368,
29891
],
[
-13883,
-13883,
-11248,
-23610,
-16781,
-23610
],
[
107,
104,
109,
107,
104,
109
],
[
179,
183,
176,
179,
183,
176
],
[
59,
59,
60,
59,
59,
60
],
[
24676,
12037,
12639,
24676,
12037,
12639
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322342,
144189,
196047,
246354,
106678,
182145
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "15m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 260.42,
"actual_first_datapoint_time": 1736227800000,
"first_datapoint_time": 1736371800000,
"last_datapoint_time": 1758726900000,
"evaluation_time": 1758913806582,
"expiration_time": 1765206900000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 161,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"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) |
|---|