| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 219195.1542 | 243189.6126 | -23994.4585 | -43575.9729 | 154827.4331 | -198403.406 |
| Total P&L (%) | 219.1952 | 243.1896 | -23.9945 | -43.576 | 154.8274 | -198.4034 |
| Avg Daily Profit (%) | 0.176 | 0.1953 | -0.0193 | -0.0459 | 0.0751 | 0 |
| Buy And Hold Return (%) | 11.0235 | 11.0235 | 11.0235 | 11.0235 | 11.0235 | 11.0235 |
| Max Trade Drawdown | -204053 | -113458 | -173598 | -329678 | -163767 | -289967 |
| Profit Factor | 1.2343 | 1.5481 | 0.9512 | 0.9581 | 1.3441 | 0.6638 |
| Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
| Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
| Profitability (%) | 52.5316 | 51.8987 | 53.1646 | 52.5316 | 51.8987 | 53.1646 |
| Ratio Avg Win / Avg Loss | 1.1153 | 1.4348 | 0.838 | 0.8658 | 1.2458 | 0.5848 |
| Largest Winning Trade | 81799 | 81799 | 45483 | 75792 | 75792 | 47486 |
| Largest Losing Trade | -52980 | -32591 | -52980 | -117632 | -76372 | -117632 |
| Avg Bars in Trades | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
| Bars Traded | 3675 | 1835 | 1840 | 3675 | 1835 | 1840 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307148 | -17253 | -607048 | -579344 | -118697 | -607048 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3736,
"evaluation_days": 1245.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653465600000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759679997360,
"expiration_time": 1762879104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04732,
"nb": 0.1,
"nc": 0.66115
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"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": [
[
219195.1541756684,
243189.6126369004,
-23994.4584612318,
-43575.9729006423,
154827.4331015024,
-198403.4060021447
],
[
219.195154,
243.189613,
-23.994458,
-43.575973,
154.827433,
-198.403406
],
[
0.176014,
0.195281,
-0.019268,
-0.045943,
0.075142,
0
],
[
11.023474,
11.023474,
11.023474,
11.023474,
11.023474,
11.023474
],
[
-204053,
-113458,
-173598,
-329678,
-163767,
-289967
],
[
1.234251,
1.548125,
0.951236,
0.958103,
1.344139,
0.663824
],
[
158,
79,
79,
158,
79,
79
],
[
83,
41,
42,
83,
41,
42
],
[
75,
38,
37,
75,
38,
37
],
[
52.531646,
51.898734,
53.164557,
52.531646,
51.898734,
53.164557
],
[
1.115287,
1.434848,
0.837994,
0.865756,
1.245787,
0.584797
],
[
81799,
81799,
45483,
75792,
75792,
47486
],
[
-52980,
-32591,
-52980,
-117632,
-76372,
-117632
],
[
23,
23,
23,
23,
23,
23
],
[
23,
23,
23,
23,
23,
23
],
[
23,
23,
23,
23,
23,
23
],
[
3675,
1835,
1840,
3675,
1835,
1840
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307148,
-17253,
-607048,
-579344,
-118697,
-607048
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3736,
"evaluation_days": 1245.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653465600000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759679997360,
"expiration_time": 1762879104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.04732,
"nb": 0.1,
"nc": 0.66115
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"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) |
|---|