| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 197240.7054 | 217606.0658 | -20365.3604 | -441442.6831 | -82968.2595 | -358474.4236 |
| Total P&L (%) | 197.2407 | 217.6061 | -20.3654 | -441.4427 | -82.9683 | -358.4744 |
| Avg Daily Profit (%) | 0.1598 | 0.1763 | -0.0165 | 0 | -0.1433 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165870 | -52127 | -172411 | -828060 | -386801 | -453610 |
| Profit Factor | 1.3989 | 2.3554 | 0.939 | 0.6658 | 0.8658 | 0.4898 |
| Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
| Winning Trades | 58 | 28 | 30 | 22 | 12 | 10 |
| Losing Trades | 21 | 11 | 10 | 57 | 27 | 30 |
| Profitability (%) | 73.4177 | 71.7949 | 75 | 27.8481 | 30.7692 | 25 |
| Ratio Avg Win / Avg Loss | 0.5065 | 0.9253 | 0.313 | 1.725 | 1.9481 | 1.4694 |
| Largest Winning Trade | 46920 | 46920 | 29730 | 358953 | 358953 | 70029 |
| Largest Losing Trade | -144619 | -51440 | -144619 | -188382 | -102251 | -188382 |
| Avg Bars in Trades | 58 | 72 | 43 | 58 | 72 | 43 |
| Avg Bars in Winners | 35 | 45 | 26 | 108 | 130 | 81 |
| Avg Bars in Losers | 119 | 141 | 95 | 38 | 47 | 31 |
| Bars Traded | 4584 | 2836 | 1748 | 4584 | 2836 | 1748 |
| Profit Streak | 0 | 138.8422 | 0 | 48.0922 | 0 | 103.0922 |
| Trades During Streak | 0 | 3 | 0 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -21665 | 479648 | -577509 | -625978 | -585458 | -607939 |
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4938,
"evaluation_days": 1234.5,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1654646400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758787967692,
"expiration_time": 1761915024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 120,
"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": [
[
197240.7054460107,
217606.0658305828,
-20365.3603845722,
-441442.6830574421,
-82968.2594828691,
-358474.4235745731
],
[
197.240705,
217.606066,
-20.36536,
-441.442683,
-82.968259,
-358.474424
],
[
0.159774,
0.176271,
-0.016497,
0,
-0.143283,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-165870,
-52127,
-172411,
-828060,
-386801,
-453610
],
[
1.398876,
2.355398,
0.939016,
0.665804,
0.865814,
0.489787
],
[
79,
39,
40,
79,
39,
40
],
[
58,
28,
30,
22,
12,
10
],
[
21,
11,
10,
57,
27,
30
],
[
73.417722,
71.794872,
75,
27.848101,
30.769231,
25
],
[
0.50649,
0.925335,
0.313005,
1.725036,
1.948082,
1.469362
],
[
46920,
46920,
29730,
358953,
358953,
70029
],
[
-144619,
-51440,
-144619,
-188382,
-102251,
-188382
],
[
58,
72,
43,
58,
72,
43
],
[
35,
45,
26,
108,
130,
81
],
[
119,
141,
95,
38,
47,
31
],
[
4584,
2836,
1748,
4584,
2836,
1748
],
[
0,
138.842219,
0,
48.092219,
0,
103.092219
],
[
0,
3,
0,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-21665,
479648,
-577509,
-625978,
-585458,
-607939
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4938,
"evaluation_days": 1234.5,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1654646400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758787967692,
"expiration_time": 1761915024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 35,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 120,
"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) |
|---|