| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 159226.2742 | 149859.8088 | 9366.4654 | -21753.3765 | 58441.147 | -80194.5235 |
| Total P&L (%) | 159.2263 | 149.8598 | 9.3665 | -21.7534 | 58.4411 | -80.1945 |
| Avg Daily Profit (%) | 0.1529 | 0.1439 | 0.009 | -0.0235 | 0.0442 | -0.1553 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95498 | -70651 | -88716 | -139364 | -110052 | -115686 |
| Profit Factor | 1.2126 | 1.4412 | 1.0229 | 0.9695 | 1.1887 | 0.8015 |
| Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
| Winning Trades | 118 | 59 | 59 | 118 | 59 | 59 |
| Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Profitability (%) | 60.8247 | 60.8247 | 60.8247 | 60.8247 | 60.8247 | 60.8247 |
| Ratio Avg Win / Avg Loss | 0.781 | 0.9282 | 0.6588 | 0.6244 | 0.7656 | 0.5162 |
| Largest Winning Trade | 40627 | 40627 | 32728 | 30482 | 30482 | 27972 |
| Largest Losing Trade | -65379 | -42152 | -65379 | -93434 | -76683 | -93434 |
| Avg Bars in Trades | 127 | 134 | 121 | 127 | 134 | 121 |
| Avg Bars in Winners | 99 | 105 | 94 | 99 | 105 | 94 |
| Avg Bars in Losers | 171 | 178 | 164 | 171 | 178 | 164 |
| Bars Traded | 24806 | 12999 | 11807 | 24806 | 12999 | 11807 |
| Profit Streak | 19.3503 | 19.3503 | 39.892 | 19.3503 | 19.3503 | 39.892 |
| Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 327138 | 17142 | -540999 | -576792 | -147072 | -578161 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669269600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758788670067,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 151,
"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": [
[
159226.2742466243,
149859.8088272492,
9366.4654193751,
-21753.3765181569,
58441.1469611122,
-80194.5234792691
],
[
159.226274,
149.859809,
9.366465,
-21.753377,
58.441147,
-80.194523
],
[
0.152864,
0.143872,
0.008992,
-0.023548,
0.044192,
-0.155331
],
[
10,
10,
10,
10,
10,
10
],
[
-95498,
-70651,
-88716,
-139364,
-110052,
-115686
],
[
1.212601,
1.441217,
1.022884,
0.969517,
1.18873,
0.801478
],
[
194,
97,
97,
194,
97,
97
],
[
118,
59,
59,
118,
59,
59
],
[
76,
38,
38,
76,
38,
38
],
[
60.824742,
60.824742,
60.824742,
60.824742,
60.824742,
60.824742
],
[
0.780997,
0.928241,
0.658807,
0.624434,
0.765623,
0.516206
],
[
40627,
40627,
32728,
30482,
30482,
27972
],
[
-65379,
-42152,
-65379,
-93434,
-76683,
-93434
],
[
127,
134,
121,
127,
134,
121
],
[
99,
105,
94,
99,
105,
94
],
[
171,
178,
164,
171,
178,
164
],
[
24806,
12999,
11807,
24806,
12999,
11807
],
[
19.350348,
19.350348,
39.892015,
19.350348,
19.350348,
39.892015
],
[
5,
2,
4,
5,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327138,
17142,
-540999,
-576792,
-147072,
-578161
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669269600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758788670067,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 107,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 151,
"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) |
|---|