| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 178927.0247 | 169452.7817 | 9474.243 | -150720.9879 | -10535.1801 | -140185.8078 |
| Total P&L (%) | 178.927 | 169.4528 | 9.4742 | -150.721 | -10.5352 | -140.1858 |
| Avg Daily Profit (%) | 0.1718 | 0.1627 | 0.0091 | 0 | -0.0107 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113036 | -70820 | -117661 | -221529 | -50123 | -197406 |
| Profit Factor | 1.2878 | 1.7666 | 1.0237 | 0.6494 | 0.9212 | 0.5267 |
| Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Winning Trades | 107 | 50 | 57 | 45 | 27 | 18 |
| Losing Trades | 42 | 24 | 18 | 104 | 47 | 57 |
| Profitability (%) | 71.8121 | 67.5676 | 76 | 30.2013 | 36.4865 | 24 |
| Ratio Avg Win / Avg Loss | 0.5055 | 0.848 | 0.3233 | 1.5008 | 1.6036 | 1.668 |
| Largest Winning Trade | 26778 | 26778 | 25566 | 39167 | 36054 | 39167 |
| Largest Losing Trade | -112228 | -40235 | -112228 | -148052 | -12456 | -148052 |
| Avg Bars in Trades | 165 | 166 | 163 | 165 | 166 | 163 |
| Avg Bars in Winners | 102 | 95 | 109 | 300 | 296 | 307 |
| Avg Bars in Losers | 323 | 314 | 336 | 106 | 91 | 118 |
| Bars Traded | 24596 | 12312 | 12284 | 24596 | 12312 | 12284 |
| Profit Streak | 9.8237 | 16.782 | 9.8237 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 361790 | -53456 | -595278 | -585305 | -647713 | -669180 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669503600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758908766773,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 216,
"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": [
[
178927.0246599145,
169452.781699657,
9474.2429602574,
-150720.987945895,
-10535.1801386426,
-140185.8078072524
],
[
178.927025,
169.452782,
9.474243,
-150.720988,
-10.53518,
-140.185808
],
[
0.171778,
0.162682,
0.009096,
0,
-0.010687,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-113036,
-70820,
-117661,
-221529,
-50123,
-197406
],
[
1.287838,
1.766575,
1.023652,
0.649405,
0.921195,
0.526742
],
[
149,
74,
75,
149,
74,
75
],
[
107,
50,
57,
45,
27,
18
],
[
42,
24,
18,
104,
47,
57
],
[
71.812081,
67.567568,
76,
30.201342,
36.486486,
24
],
[
0.505506,
0.847956,
0.323258,
1.500848,
1.603561,
1.668018
],
[
26778,
26778,
25566,
39167,
36054,
39167
],
[
-112228,
-40235,
-112228,
-148052,
-12456,
-148052
],
[
165,
166,
163,
165,
166,
163
],
[
102,
95,
109,
300,
296,
307
],
[
323,
314,
336,
106,
91,
118
],
[
24596,
12312,
12284,
24596,
12312,
12284
],
[
9.823689,
16.782023,
9.823689,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
361790,
-53456,
-595278,
-585305,
-647713,
-669180
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669503600000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758908766773,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 81,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 216,
"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) |
|---|