| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 177712.0838 | 203544.2562 | -25832.1723 | -656393.8396 | -238044.9407 | -418348.8989 |
| Total P&L (%) | 177.7121 | 203.5443 | -25.8322 | -656.3938 | -238.0449 | -418.3489 |
| Avg Daily Profit (%) | 0.1421 | 0.1628 | -0.0207 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10.4958 | 10.4958 | 10.4958 | 10.4958 | 10.4958 | 10.4958 |
| Max Trade Drawdown | -74953 | -47158 | -79301 | -533101 | -255010 | -294278 |
| Profit Factor | 1.3524 | 2.396 | 0.9279 | 0.4462 | 0.5445 | 0.3685 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 58 | 29 | 29 | 17 | 9 | 8 |
| Losing Trades | 18 | 9 | 9 | 59 | 29 | 30 |
| Profitability (%) | 76.3158 | 76.3158 | 76.3158 | 22.3684 | 23.6842 | 21.0526 |
| Ratio Avg Win / Avg Loss | 0.4197 | 0.7436 | 0.288 | 1.5484 | 1.7547 | 1.382 |
| Largest Winning Trade | 31327 | 31327 | 21484 | 157524 | 157524 | 69706 |
| Largest Losing Trade | -172242 | -34374 | -172242 | -172242 | -86278 | -172242 |
| Avg Bars in Trades | 93 | 104 | 82 | 93 | 104 | 82 |
| Avg Bars in Winners | 58 | 68 | 48 | 203 | 220 | 183 |
| Avg Bars in Losers | 206 | 220 | 192 | 61 | 68 | 55 |
| Bars Traded | 7102 | 3961 | 3140 | 7102 | 3961 | 3140 |
| Profit Streak | 42.7471 | 92.5805 | 42.7471 | 0 | 0 | 0 |
| Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -53107 | 500967 | -576366 | -673191 | -613601 | -626310 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1250.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653681600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760104551942,
"expiration_time": 1763338464000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "tema",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 112,
"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": [
[
177712.0838475244,
203544.2561650341,
-25832.1723175096,
-656393.839587118,
-238044.9407316183,
-418348.8988554998
],
[
177.712084,
203.544256,
-25.832172,
-656.39384,
-238.044941,
-418.348899
],
[
0.142132,
0.162792,
-0.02066,
0,
0,
0
],
[
10.49579,
10.49579,
10.49579,
10.49579,
10.49579,
10.49579
],
[
-74953,
-47158,
-79301,
-533101,
-255010,
-294278
],
[
1.3524,
2.396034,
0.927941,
0.446152,
0.544548,
0.368525
],
[
76,
38,
38,
76,
38,
38
],
[
58,
29,
29,
17,
9,
8
],
[
18,
9,
9,
59,
29,
30
],
[
76.315789,
76.315789,
76.315789,
22.368421,
23.684211,
21.052632
],
[
0.41971,
0.743597,
0.287982,
1.548409,
1.754655,
1.381969
],
[
31327,
31327,
21484,
157524,
157524,
69706
],
[
-172242,
-34374,
-172242,
-172242,
-86278,
-172242
],
[
93,
104,
82,
93,
104,
82
],
[
58,
68,
48,
203,
220,
183
],
[
206,
220,
192,
61,
68,
55
],
[
7102,
3961,
3140,
7102,
3961,
3140
],
[
42.747129,
92.580462,
42.747129,
0,
0,
0
],
[
5,
4,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-53107,
500967,
-576366,
-673191,
-613601,
-626310
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7502,
"evaluation_days": 1250.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653681600000,
"last_datapoint_time": 1760097600000,
"evaluation_time": 1760104551942,
"expiration_time": 1763338464000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "tema",
"factors": {
"length": 85,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 112,
"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) |
|---|