| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 303572.6335 | 245976.8174 | 57595.8162 | -427828.5915 | -333603.3755 | -94225.2159 |
| Total P&L (%) | 303.5726 | 245.9768 | 57.5958 | -427.8286 | -333.6034 | -94.2252 |
| Avg Daily Profit (%) | 0.2914 | 0.2361 | 0.0553 | 0 | 0 | -0.2734 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -138332 | -61845 | -146594 | -847243 | -450416 | -554860 |
| Profit Factor | 1.5033 | 2.1272 | 1.1496 | 0.8185 | 0.7068 | 0.9227 |
| Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
| Winning Trades | 103 | 50 | 53 | 41 | 21 | 20 |
| Losing Trades | 40 | 21 | 19 | 102 | 50 | 52 |
| Profitability (%) | 72.028 | 70.4225 | 73.6111 | 28.6713 | 29.5775 | 27.7778 |
| Ratio Avg Win / Avg Loss | 0.5838 | 0.8934 | 0.4121 | 2.0362 | 1.6828 | 2.399 |
| Largest Winning Trade | 34199 | 34199 | 31941 | 594032 | 207826 | 594032 |
| Largest Losing Trade | -136027 | -43596 | -136027 | -169242 | -169242 | -168251 |
| Avg Bars in Trades | 172 | 178 | 165 | 172 | 178 | 165 |
| Avg Bars in Winners | 136 | 139 | 133 | 247 | 270 | 223 |
| Avg Bars in Losers | 263 | 270 | 255 | 141 | 139 | 143 |
| Bars Traded | 24604 | 12653 | 11951 | 24604 | 12653 | 11951 |
| Profit Streak | 3.9078 | 0 | 6.9912 | 0 | 15.2412 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 395658 | -74835 | -252977 | -591255 | -674014 | -675030 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669579200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758851237938,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 145,
"offset": 0,
"std": 1.46648
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 237,
"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": [
[
303572.6335168728,
245976.8173632285,
57595.8161536443,
-427828.5914716874,
-333603.3755378509,
-94225.2159338365
],
[
303.572634,
245.976817,
57.595816,
-427.828591,
-333.603376,
-94.225216
],
[
0.291443,
0.236148,
0.055294,
0,
0,
-0.273398
],
[
10,
10,
10,
10,
10,
10
],
[
-138332,
-61845,
-146594,
-847243,
-450416,
-554860
],
[
1.503257,
2.127209,
1.1496,
0.818465,
0.706789,
0.922701
],
[
143,
71,
72,
143,
71,
72
],
[
103,
50,
53,
41,
21,
20
],
[
40,
21,
19,
102,
50,
52
],
[
72.027972,
70.422535,
73.611111,
28.671329,
29.577465,
27.777778
],
[
0.583789,
0.893428,
0.412121,
2.036182,
1.682831,
2.399023
],
[
34199,
34199,
31941,
594032,
207826,
594032
],
[
-136027,
-43596,
-136027,
-169242,
-169242,
-168251
],
[
172,
178,
165,
172,
178,
165
],
[
136,
139,
133,
247,
270,
223
],
[
263,
270,
255,
141,
139,
143
],
[
24604,
12653,
11951,
24604,
12653,
11951
],
[
3.907846,
0,
6.99118,
0,
15.24118,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
395658,
-74835,
-252977,
-591255,
-674014,
-675030
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669579200000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758851237938,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 145,
"offset": 0,
"std": 1.46648
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 237,
"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) |
|---|