| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 277334.465 | 156781.4214 | 120553.0436 | 501409.972 | 352072.419 | 149337.5529 |
| Total P&L (%) | 277.3345 | 156.7814 | 120.553 | 501.41 | 352.0724 | 149.3376 |
| Avg Daily Profit (%) | 0.5325 | 0.301 | 0.2315 | 0.3451 | 0.2901 | 0.1756 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118915 | -91941 | -42981 | -467144 | -298005 | -218312 |
| Profit Factor | 1.4671 | 1.5193 | 1.413 | 1.3238 | 1.4956 | 1.1782 |
| Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
| Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
| Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
| Profitability (%) | 55.7292 | 53.125 | 58.3333 | 55.7292 | 53.125 | 58.3333 |
| Ratio Avg Win / Avg Loss | 1.1654 | 1.3405 | 1.0093 | 1.0516 | 1.3196 | 0.8416 |
| Largest Winning Trade | 39336 | 39336 | 26576 | 93583 | 93583 | 90855 |
| Largest Losing Trade | -28578 | -26764 | -28578 | -167714 | -112181 | -167714 |
| Avg Bars in Trades | 128 | 133 | 122 | 128 | 133 | 122 |
| Avg Bars in Winners | 131 | 133 | 129 | 131 | 133 | 129 |
| Avg Bars in Losers | 125 | 134 | 114 | 125 | 134 | 114 |
| Bars Traded | 24669 | 12863 | 11806 | 24669 | 12863 | 11806 |
| Profit Streak | 5.1172 | 0 | 8.1172 | 5.1172 | 0 | 8.1172 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 484616 | 340080 | 343872 | 410438 | 331496 | -17840 |
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714285800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758917930161,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 181,
"offset": 178,
"poles": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 131,
"offset": 180
}
}
}
{
"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": [
[
277334.4649911633,
156781.4214107436,
120553.0435804198,
501409.9719786455,
352072.4190405211,
149337.5529381243
],
[
277.334465,
156.781421,
120.553044,
501.409972,
352.072419,
149.337553
],
[
0.532486,
0.301022,
0.231463,
0.345065,
0.290087,
0.175573
],
[
10,
10,
10,
10,
10,
10
],
[
-118915,
-91941,
-42981,
-467144,
-298005,
-218312
],
[
1.467065,
1.519282,
1.413049,
1.323835,
1.495554,
1.178231
],
[
192,
96,
96,
192,
96,
96
],
[
107,
51,
56,
107,
51,
56
],
[
85,
45,
40,
85,
45,
40
],
[
55.729167,
53.125,
58.333333,
55.729167,
53.125,
58.333333
],
[
1.165426,
1.340543,
1.009321,
1.051645,
1.319606,
0.841593
],
[
39336,
39336,
26576,
93583,
93583,
90855
],
[
-28578,
-26764,
-28578,
-167714,
-112181,
-167714
],
[
128,
133,
122,
128,
133,
122
],
[
131,
133,
129,
131,
133,
129
],
[
125,
134,
114,
125,
134,
114
],
[
24669,
12863,
11806,
24669,
12863,
11806
],
[
5.117247,
0,
8.117247,
5.117247,
0,
8.117247
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
484616,
340080,
343872,
410438,
331496,
-17840
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714285800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758917930161,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 181,
"offset": 178,
"poles": 3
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 131,
"offset": 180
}
}
}
| # | 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) |
|---|