| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 679557.2156 | 534611.5702 | 144945.6454 | 1194302.986 | 1013040.9137 | 181262.0723 |
| Total P&L (%) | 679.5572 | 534.6116 | 144.9456 | 1194.303 | 1013.0409 | 181.2621 |
| Avg Daily Profit (%) | 0.5421 | 0.4264 | 0.1156 | 0.2045 | 0.1924 | 0.0825 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -126200 | -100481 | -65990 | -8743384 | -6242129 | -3131010 |
| Profit Factor | 2.1174 | 2.4809 | 1.5864 | 1.0551 | 1.0846 | 1.0187 |
| Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
| Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
| Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
| Profitability (%) | 60.5769 | 50 | 71.1538 | 60.5769 | 50 | 71.1538 |
| Ratio Avg Win / Avg Loss | 1.378 | 2.4809 | 0.6431 | 0.6867 | 1.0846 | 0.413 |
| Largest Winning Trade | 316418 | 316418 | 24949 | 3070772 | 3070772 | 1407675 |
| Largest Losing Trade | -39232 | -32970 | -39232 | -1752980 | -1514875 | -1752980 |
| Avg Bars in Trades | 35 | 39 | 31 | 35 | 39 | 31 |
| Avg Bars in Winners | 36 | 41 | 32 | 36 | 41 | 32 |
| Avg Bars in Losers | 34 | 37 | 28 | 34 | 37 | 28 |
| Bars Traded | 3687 | 2055 | 1632 | 3687 | 2055 | 1632 |
| 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 | 558889 | -165353 | -215795 | -151863 | -299555 | -461731 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3761,
"evaluation_days": 1253.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653523200000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760392306844,
"expiration_time": 1763620704000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 40,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 51,
"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": [
[
679557.2156235583,
534611.5702009449,
144945.645422613,
1194302.9859980932,
1013040.9137407125,
181262.0722573804
],
[
679.557216,
534.61157,
144.945645,
1194.302986,
1013.040914,
181.262072
],
[
0.542054,
0.426437,
0.115617,
0.204454,
0.192395,
0.082521
],
[
10,
10,
10,
10,
10,
10
],
[
-126200,
-100481,
-65990,
-8743384,
-6242129,
-3131010
],
[
2.117382,
2.480927,
1.586417,
1.055097,
1.084595,
1.018685
],
[
104,
52,
52,
104,
52,
52
],
[
63,
26,
37,
63,
26,
37
],
[
41,
26,
15,
41,
26,
15
],
[
60.576923,
50,
71.153846,
60.576923,
50,
71.153846
],
[
1.377979,
2.480927,
0.643142,
0.686651,
1.084595,
0.41298
],
[
316418,
316418,
24949,
3070772,
3070772,
1407675
],
[
-39232,
-32970,
-39232,
-1752980,
-1514875,
-1752980
],
[
35,
39,
31,
35,
39,
31
],
[
36,
41,
32,
36,
41,
32
],
[
34,
37,
28,
34,
37,
28
],
[
3687,
2055,
1632,
3687,
2055,
1632
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
558889,
-165353,
-215795,
-151863,
-299555,
-461731
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3761,
"evaluation_days": 1253.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653523200000,
"last_datapoint_time": 1760371200000,
"evaluation_time": 1760392306844,
"expiration_time": 1763620704000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 40,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 51,
"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) |
|---|