| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 350768.7051 | 229839.8975 | 120928.8076 | 863997.7585 | 461946.1495 | 402051.609 |
| Total P&L (%) | 350.7687 | 229.8399 | 120.9288 | 863.9978 | 461.9461 | 402.0516 |
| Avg Daily Profit (%) | 0.2841 | 0.1862 | 0.098 | 0.1837 | 0.1399 | 0.1308 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62875 | -38750 | -63473 | -517076 | -348161 | -311918 |
| Profit Factor | 1.8032 | 2.2605 | 1.4754 | 1.7064 | 1.8114 | 1.615 |
| Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
| Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
| Profitability (%) | 57.5472 | 56.6038 | 58.4906 | 57.5472 | 56.6038 | 58.4906 |
| Ratio Avg Win / Avg Loss | 1.3303 | 1.733 | 1.0471 | 1.2589 | 1.3887 | 1.1462 |
| Largest Winning Trade | 66888 | 66888 | 28158 | 310034 | 310034 | 143817 |
| Largest Losing Trade | -38885 | -23146 | -38885 | -265869 | -211248 | -265869 |
| Avg Bars in Trades | 43 | 53 | 34 | 43 | 53 | 34 |
| Avg Bars in Winners | 43 | 51 | 35 | 43 | 51 | 35 |
| Avg Bars in Losers | 43 | 55 | 32 | 43 | 55 | 32 |
| Bars Traded | 4631 | 2814 | 1816 | 4631 | 2814 | 1816 |
| Profit Streak | 70.3105 | 70.3105 | 70.8105 | 70.3105 | 70.3105 | 70.8105 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 480211 | -166425 | -239026 | 457589 | -182137 | -194461 |
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4938,
"evaluation_days": 1234.5,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1653955200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914828737,
"expiration_time": 1761915024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 66,
"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": [
[
350768.7051159667,
229839.8975113782,
120928.8076045885,
863997.7585147305,
461946.1494843306,
402051.6090304001
],
[
350.768705,
229.839898,
120.928808,
863.997759,
461.946149,
402.051609
],
[
0.284138,
0.186181,
0.097958,
0.183718,
0.139931,
0.130789
],
[
10,
10,
10,
10,
10,
10
],
[
-62875,
-38750,
-63473,
-517076,
-348161,
-311918
],
[
1.803233,
2.260489,
1.475434,
1.706441,
1.811387,
1.61504
],
[
106,
53,
53,
106,
53,
53
],
[
61,
30,
31,
61,
30,
31
],
[
45,
23,
22,
45,
23,
22
],
[
57.54717,
56.603774,
58.490566,
57.54717,
56.603774,
58.490566
],
[
1.330254,
1.733042,
1.047082,
1.25885,
1.38873,
1.146157
],
[
66888,
66888,
28158,
310034,
310034,
143817
],
[
-38885,
-23146,
-38885,
-265869,
-211248,
-265869
],
[
43,
53,
34,
43,
53,
34
],
[
43,
51,
35,
43,
51,
35
],
[
43,
55,
32,
43,
55,
32
],
[
4631,
2814,
1816,
4631,
2814,
1816
],
[
70.310518,
70.310518,
70.810518,
70.310518,
70.310518,
70.810518
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
480211,
-166425,
-239026,
457589,
-182137,
-194461
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4938,
"evaluation_days": 1234.5,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1653955200000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914828737,
"expiration_time": 1761915024000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 88,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 66,
"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) |
|---|