| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 509398.5029 | 420270.6163 | 89127.8865 | 963680.1318 | 1171458.9209 | -207778.7891 |
| Total P&L (%) | 509.3985 | 420.2706 | 89.1279 | 963.6801 | 1171.4589 | -207.7788 |
| Avg Daily Profit (%) | 0.409 | 0.3374 | 0.0716 | 0.19 | 0.2044 | 0 |
| Buy And Hold Return (%) | 16.0925 | 16.0925 | 16.0925 | 16.0925 | 16.0925 | 16.0925 |
| Max Trade Drawdown | -173843 | -84693 | -129702 | -5740935 | -3033737 | -3760777 |
| Profit Factor | 1.7792 | 2.3412 | 1.2618 | 1.0646 | 1.1822 | 0.9755 |
| Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
| Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
| Profitability (%) | 60.1504 | 60.6061 | 59.7015 | 60.1504 | 60.6061 | 59.7015 |
| Ratio Avg Win / Avg Loss | 1.1787 | 1.5218 | 0.8517 | 0.7053 | 0.7684 | 0.6585 |
| Largest Winning Trade | 137382 | 137382 | 35839 | 1272430 | 1272430 | 1030703 |
| Largest Losing Trade | -54440 | -30801 | -54440 | -2615625 | -983106 | -2615625 |
| Avg Bars in Trades | 54 | 64 | 45 | 54 | 64 | 45 |
| Avg Bars in Winners | 48 | 52 | 44 | 48 | 52 | 44 |
| Avg Bars in Losers | 63 | 81 | 46 | 63 | 81 | 46 |
| Bars Traded | 7247 | 4224 | 3023 | 7247 | 4224 | 3023 |
| Profit Streak | 0 | 64.0929 | 0 | 0 | 64.0929 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 495183 | -108164 | -215606 | -141511 | -135120 | -696200 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7473,
"evaluation_days": 1245.5,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654142400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759688029245,
"expiration_time": 1762908336000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 144,
"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": [
[
509398.5028547631,
420270.6163393636,
89127.8865153997,
963680.1318029,
1171458.9209204782,
-207778.7891175787
],
[
509.398503,
420.270616,
89.127887,
963.680132,
1171.458921,
-207.778789
],
[
0.408991,
0.337431,
0.07156,
0.190009,
0.204364,
0
],
[
16.09252,
16.09252,
16.09252,
16.09252,
16.09252,
16.09252
],
[
-173843,
-84693,
-129702,
-5740935,
-3033737,
-3760777
],
[
1.779161,
2.341226,
1.26181,
1.064602,
1.182198,
0.97552
],
[
133,
66,
67,
133,
66,
67
],
[
80,
40,
40,
80,
40,
40
],
[
53,
26,
27,
53,
26,
27
],
[
60.150376,
60.606061,
59.701493,
60.150376,
60.606061,
59.701493
],
[
1.178694,
1.521797,
0.851722,
0.705299,
0.768429,
0.658476
],
[
137382,
137382,
35839,
1272430,
1272430,
1030703
],
[
-54440,
-30801,
-54440,
-2615625,
-983106,
-2615625
],
[
54,
64,
45,
54,
64,
45
],
[
48,
52,
44,
48,
52,
44
],
[
63,
81,
46,
63,
81,
46
],
[
7247,
4224,
3023,
7247,
4224,
3023
],
[
0,
64.092931,
0,
0,
64.092931,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
495183,
-108164,
-215606,
-141511,
-135120,
-696200
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7473,
"evaluation_days": 1245.5,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654142400000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759688029245,
"expiration_time": 1762908336000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 141,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 144,
"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) |
|---|