| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 168670.4402 | 226690.5103 | -58020.0701 | -72652.6483 | 123058.8749 | -195711.5231 |
| Total P&L (%) | 168.6704 | 226.6905 | -58.0201 | -72.6526 | 123.0589 | -195.7115 |
| Avg Daily Profit (%) | 0.1351 | 0.1815 | -0.0465 | -0.1038 | 0.0643 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130327 | -60559 | -108141 | -179074 | -75739 | -223336 |
| Profit Factor | 1.1408 | 1.4232 | 0.9124 | 0.9325 | 1.2676 | 0.6827 |
| Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
| Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
| Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
| Profitability (%) | 50.2075 | 47.1074 | 53.3333 | 50.2075 | 47.1074 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.1313 | 1.598 | 0.7984 | 0.9248 | 1.4233 | 0.5974 |
| Largest Winning Trade | 112875 | 112875 | 40502 | 104564 | 104564 | 28503 |
| Largest Losing Trade | -65979 | -38199 | -65979 | -82099 | -41540 | -82099 |
| Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
| Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
| Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
| Bars Traded | 7324 | 3676 | 3648 | 7324 | 3676 | 3648 |
| Profit Streak | 10.2345 | 15.2345 | 0 | 10.2345 | 15.2345 | 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 | -76455 | 310962 | -580581 | -578832 | -108011 | -580581 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7493,
"evaluation_days": 1248.83,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653897600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759973863044,
"expiration_time": 1763204976000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 27,
"na": 0.13367,
"nb": 0.02515,
"nc": 0.56058
}
}
} {
"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": [
[
168670.4402262415,
226690.5103467676,
-58020.070120526,
-72652.6482650128,
123058.8748647772,
-195711.5231297901
],
[
168.67044,
226.69051,
-58.02007,
-72.652648,
123.058875,
-195.711523
],
[
0.135063,
0.181522,
-0.04646,
-0.103767,
0.064262,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-130327,
-60559,
-108141,
-179074,
-75739,
-223336
],
[
1.140771,
1.42324,
0.912433,
0.932522,
1.267611,
0.682719
],
[
241,
121,
120,
241,
121,
120
],
[
121,
57,
64,
121,
57,
64
],
[
120,
64,
56,
120,
64,
56
],
[
50.207469,
47.107438,
53.333333,
50.207469,
47.107438,
53.333333
],
[
1.131343,
1.598024,
0.798379,
0.924815,
1.423283,
0.597379
],
[
112875,
112875,
40502,
104564,
104564,
28503
],
[
-65979,
-38199,
-65979,
-82099,
-41540,
-82099
],
[
30,
30,
30,
30,
30,
30
],
[
30,
30,
30,
30,
30,
30
],
[
30,
30,
30,
30,
30,
30
],
[
7324,
3676,
3648,
7324,
3676,
3648
],
[
10.234526,
15.234526,
0,
10.234526,
15.234526,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-76455,
310962,
-580581,
-578832,
-108011,
-580581
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7493,
"evaluation_days": 1248.83,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653897600000,
"last_datapoint_time": 1759968000000,
"evaluation_time": 1759973863044,
"expiration_time": 1763204976000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 127,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 27,
"na": 0.13367,
"nb": 0.02515,
"nc": 0.56058
}
}
}
| # | 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) |
|---|