| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 258187.8412 | 151061.6169 | 107126.2243 | 117012.9565 | 87268.3864 | 29744.5701 |
| Total P&L (%) | 258.1878 | 151.0616 | 107.1262 | 117.013 | 87.2684 | 29.7446 |
| Avg Daily Profit (%) | 0.2087 | 0.1221 | 0.0866 | 0.0627 | 0.0507 | 0.0211 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106458 | -40331 | -86560 | -239577 | -119275 | -186155 |
| Profit Factor | 1.7085 | 1.9934 | 1.5045 | 1.1683 | 1.2877 | 1.0758 |
| Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
| Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
| Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
| Profitability (%) | 82.3529 | 79.4118 | 85.2941 | 82.3529 | 79.4118 | 85.2941 |
| Ratio Avg Win / Avg Loss | 0.3661 | 0.5168 | 0.2594 | 0.2503 | 0.3339 | 0.1855 |
| Largest Winning Trade | 21180 | 14787 | 21180 | 27326 | 27326 | 22690 |
| Largest Losing Trade | -86560 | -40235 | -86560 | -186155 | -119094 | -186155 |
| Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
| Avg Bars in Winners | 9 | 11 | 8 | 9 | 11 | 8 |
| Avg Bars in Losers | 93 | 96 | 90 | 93 | 96 | 90 |
| Bars Traded | 3367 | 1954 | 1413 | 3367 | 1954 | 1413 |
| Profit Streak | 0 | 77.5357 | 0 | 0 | 77.5357 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 474803 | -132691 | -182168 | -141349 | -230543 | -411131 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3711,
"evaluation_days": 1237,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658217600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758948685775,
"expiration_time": 1762137504000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 214,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
258187.8411999451,
151061.6169001867,
107126.2242997581,
117012.9564870027,
87268.3863901822,
29744.5700968203
],
[
258.187841,
151.061617,
107.126224,
117.012956,
87.268386,
29.74457
],
[
0.208721,
0.122119,
0.086602,
0.062654,
0.05073,
0.021053
],
[
10,
10,
10,
10,
10,
10
],
[
-106458,
-40331,
-86560,
-239577,
-119275,
-186155
],
[
1.708536,
1.993379,
1.504532,
1.168253,
1.287741,
1.075846
],
[
136,
68,
68,
136,
68,
68
],
[
112,
54,
58,
112,
54,
58
],
[
24,
14,
10,
24,
14,
10
],
[
82.352941,
79.411765,
85.294118,
82.352941,
79.411765,
85.294118
],
[
0.366115,
0.516802,
0.259402,
0.25034,
0.333859,
0.185491
],
[
21180,
14787,
21180,
27326,
27326,
22690
],
[
-86560,
-40235,
-86560,
-186155,
-119094,
-186155
],
[
24,
28,
20,
24,
28,
20
],
[
9,
11,
8,
9,
11,
8
],
[
93,
96,
90,
93,
96,
90
],
[
3367,
1954,
1413,
3367,
1954,
1413
],
[
0,
77.535715,
0,
0,
77.535715,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
474803,
-132691,
-182168,
-141349,
-230543,
-411131
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3711,
"evaluation_days": 1237,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658217600000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758948685775,
"expiration_time": 1762137504000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 214,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|