| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 183528.2594 | 164302.9078 | 19225.3516 | -48243.9004 | 2330.358 | -50574.2584 |
| Total P&L (%) | 183.5283 | 164.3029 | 19.2254 | -48.2439 | 2.3304 | -50.5743 |
| Avg Daily Profit (%) | 0.1762 | 0.1577 | 0.0185 | -0.0632 | 0.0022 | -0.0676 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -168328 | -75290 | -99030 | -193453 | -143493 | -127870 |
| Profit Factor | 1.229 | 1.4344 | 1.0454 | 0.9442 | 1.0053 | 0.8815 |
| Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
| Winning Trades | 158 | 76 | 82 | 158 | 76 | 82 |
| Losing Trades | 93 | 49 | 44 | 93 | 49 | 44 |
| Profitability (%) | 62.9482 | 60.8 | 65.0794 | 62.9482 | 60.8 | 65.0794 |
| Ratio Avg Win / Avg Loss | 0.7234 | 0.9248 | 0.561 | 0.5557 | 0.6482 | 0.473 |
| Largest Winning Trade | 27960 | 27960 | 19008 | 29828 | 21847 | 29828 |
| Largest Losing Trade | -87175 | -40788 | -87175 | -127870 | -64261 | -127870 |
| Avg Bars in Trades | 97 | 131 | 64 | 97 | 131 | 64 |
| Avg Bars in Winners | 62 | 79 | 47 | 62 | 79 | 47 |
| Avg Bars in Losers | 156 | 210 | 96 | 156 | 210 | 96 |
| Bars Traded | 24527 | 16393 | 8134 | 24527 | 16393 | 8134 |
| Profit Streak | 4.6024 | 0 | 42.5191 | 4.6024 | 0 | 42.5191 |
| Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314490 | 276348 | -344538 | -577443 | -570789 | -577502 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669626000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758907646008,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 239,
"offset": 0,
"std": 3.38743
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 150,
"offset": 100
}
}
}
{
"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": [
[
183528.2593506204,
164302.907783118,
19225.3515675023,
-48243.9004164291,
2330.35801619,
-50574.258432619
],
[
183.528259,
164.302908,
19.225352,
-48.2439,
2.330358,
-50.574258
],
[
0.176195,
0.157738,
0.018457,
-0.063211,
0.002212,
-0.067631
],
[
10,
10,
10,
10,
10,
10
],
[
-168328,
-75290,
-99030,
-193453,
-143493,
-127870
],
[
1.229037,
1.434448,
1.045438,
0.944169,
1.005329,
0.88151
],
[
251,
125,
126,
251,
125,
126
],
[
158,
76,
82,
158,
76,
82
],
[
93,
49,
44,
93,
49,
44
],
[
62.948207,
60.8,
65.079365,
62.948207,
60.8,
65.079365
],
[
0.723421,
0.924841,
0.560967,
0.555745,
0.648173,
0.473005
],
[
27960,
27960,
19008,
29828,
21847,
29828
],
[
-87175,
-40788,
-87175,
-127870,
-64261,
-127870
],
[
97,
131,
64,
97,
131,
64
],
[
62,
79,
47,
62,
79,
47
],
[
156,
210,
96,
156,
210,
96
],
[
24527,
16393,
8134,
24527,
16393,
8134
],
[
4.602384,
0,
42.519051,
4.602384,
0,
42.519051
],
[
1,
0,
5,
1,
0,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314490,
276348,
-344538,
-577443,
-570789,
-577502
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669626000000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758907646008,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 239,
"offset": 0,
"std": 3.38743
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 150,
"offset": 100
}
}
}
| # | 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) |
|---|