| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 314040.774 | 207336.3935 | 106704.3805 | -411524.6336 | -142233.6353 | -269290.9983 |
| Total P&L (%) | 314.0408 | 207.3364 | 106.7044 | -411.5246 | -142.2336 | -269.291 |
| Avg Daily Profit (%) | 0.2542 | 0.1678 | 0.0864 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -123947 | -55925 | -113829 | -496759 | -170605 | -361327 |
| Profit Factor | 1.7725 | 2.2386 | 1.4462 | 0.5847 | 0.6687 | 0.5205 |
| Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
| Winning Trades | 80 | 39 | 41 | 14 | 7 | 7 |
| Losing Trades | 12 | 7 | 5 | 78 | 39 | 39 |
| Profitability (%) | 86.9565 | 84.7826 | 89.1304 | 15.2174 | 15.2174 | 15.2174 |
| Ratio Avg Win / Avg Loss | 0.2659 | 0.4018 | 0.1764 | 3.2579 | 3.7258 | 2.9001 |
| Largest Winning Trade | 28372 | 28372 | 25484 | 123836 | 123836 | 102791 |
| Largest Losing Trade | -113829 | -51304 | -113829 | -189516 | -28234 | -189516 |
| Avg Bars in Trades | 36 | 42 | 30 | 36 | 42 | 30 |
| Avg Bars in Winners | 17 | 18 | 15 | 109 | 132 | 87 |
| Avg Bars in Losers | 166 | 174 | 154 | 23 | 26 | 20 |
| Bars Traded | 3367 | 1951 | 1416 | 3367 | 1951 | 1416 |
| Profit Streak | 23.7863 | 151.7863 | 23.7863 | 0 | 0 | 0 |
| Trades During Streak | 8 | 10 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 554818 | 533522 | -71970 | -650685 | -651135 | -651135 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3706,
"evaluation_days": 1235.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658678400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758797532581,
"expiration_time": 1761989184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 150,
"offset": 0,
"std": 3.19639
}
}
}
{
"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": [
[
314040.773954818,
207336.3934578251,
106704.3804969928,
-411524.633629253,
-142233.6353346477,
-269290.9982946053
],
[
314.040774,
207.336393,
106.70438,
-411.524634,
-142.233635,
-269.290998
],
[
0.254216,
0.167839,
0.086377,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-123947,
-55925,
-113829,
-496759,
-170605,
-361327
],
[
1.772494,
2.238638,
1.446205,
0.584748,
0.668741,
0.520536
],
[
92,
46,
46,
92,
46,
46
],
[
80,
39,
41,
14,
7,
7
],
[
12,
7,
5,
78,
39,
39
],
[
86.956522,
84.782609,
89.130435,
15.217391,
15.217391,
15.217391
],
[
0.265874,
0.401807,
0.176366,
3.25788,
3.725841,
2.900132
],
[
28372,
28372,
25484,
123836,
123836,
102791
],
[
-113829,
-51304,
-113829,
-189516,
-28234,
-189516
],
[
36,
42,
30,
36,
42,
30
],
[
17,
18,
15,
109,
132,
87
],
[
166,
174,
154,
23,
26,
20
],
[
3367,
1951,
1416,
3367,
1951,
1416
],
[
23.786257,
151.786257,
23.786257,
0,
0,
0
],
[
8,
10,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
554818,
533522,
-71970,
-650685,
-651135,
-651135
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3706,
"evaluation_days": 1235.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658678400000,
"last_datapoint_time": 1758787200000,
"evaluation_time": 1758797532581,
"expiration_time": 1761989184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 150,
"offset": 0,
"std": 3.19639
}
}
}
| # | 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) |
|---|