| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 155885.8983 | 85983.5552 | 69902.3431 | 130651.2251 | 63658.2244 | 66993.0007 |
| Total P&L (%) | 155.8859 | 85.9836 | 69.9023 | 130.6512 | 63.6582 | 66.993 |
| Avg Daily Profit (%) | 0.2993 | 0.1651 | 0.1342 | 0.1606 | 0.0946 | 0.0985 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -56476 | -57596 | -55057 | -109485 | -112216 | -117353 |
| Profit Factor | 1.6232 | 1.7067 | 1.5441 | 1.3273 | 1.3335 | 1.3217 |
| Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
| Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
| Profitability (%) | 71.2121 | 72.7273 | 69.697 | 71.2121 | 72.7273 | 69.697 |
| Ratio Avg Win / Avg Loss | 0.6562 | 0.64 | 0.6714 | 0.5366 | 0.5 | 0.5747 |
| Largest Winning Trade | 22240 | 22240 | 22176 | 33007 | 33007 | 29558 |
| Largest Losing Trade | -45066 | -37782 | -45066 | -95236 | -82450 | -95236 |
| Avg Bars in Trades | 370 | 405 | 335 | 370 | 405 | 335 |
| Avg Bars in Winners | 245 | 233 | 257 | 245 | 233 | 257 |
| Avg Bars in Losers | 680 | 863 | 516 | 680 | 863 | 516 |
| Bars Traded | 24461 | 13384 | 11077 | 24461 | 13384 | 11077 |
| Profit Streak | 16.7446 | 16.7446 | 38.7655 | 16.7446 | 16.7446 | 38.7655 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -115966 | 403198 | -10486 | -118863 | -65018 | -59652 |
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714406400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758963136800,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 193,
"offset": 185,
"a": 0.06588
}
}
} {
"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": [
[
155885.8982657373,
85983.5551802172,
69902.3430855202,
130651.2250637485,
63658.2243811612,
66993.0006825873
],
[
155.885898,
85.983555,
69.902343,
130.651225,
63.658224,
66.993001
],
[
0.299303,
0.165089,
0.134213,
0.160591,
0.094626,
0.098503
],
[
10,
10,
10,
10,
10,
10
],
[
-56476,
-57596,
-55057,
-109485,
-112216,
-117353
],
[
1.623219,
1.706716,
1.54414,
1.32734,
1.333455,
1.321734
],
[
66,
33,
33,
66,
33,
33
],
[
47,
24,
23,
47,
24,
23
],
[
19,
9,
10,
19,
9,
10
],
[
71.212121,
72.727273,
69.69697,
71.212121,
72.727273,
69.69697
],
[
0.656195,
0.640018,
0.671365,
0.536584,
0.500046,
0.574667
],
[
22240,
22240,
22176,
33007,
33007,
29558
],
[
-45066,
-37782,
-45066,
-95236,
-82450,
-95236
],
[
370,
405,
335,
370,
405,
335
],
[
245,
233,
257,
245,
233,
257
],
[
680,
863,
516,
680,
863,
516
],
[
24461,
13384,
11077,
24461,
13384,
11077
],
[
16.744639,
16.744639,
38.765472,
16.744639,
16.744639,
38.765472
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-115966,
403198,
-10486,
-118863,
-65018,
-59652
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1713727800000,
"first_datapoint_time": 1714406400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758963136800,
"expiration_time": 1765206000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 70,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 193,
"offset": 185,
"a": 0.06588
}
}
}
| # | 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) |
|---|