| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 387851.6618 | 304069.7587 | 83781.9031 | -14195.2869 | -6346.813 | -7848.4739 |
| Total P&L (%) | 387.8517 | 304.0698 | 83.7819 | -14.1953 | -6.3468 | -7.8485 |
| Avg Daily Profit (%) | 0.3119 | 0.2445 | 0.0674 | -0.0123 | -0.0053 | -0.0066 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -118148 | -68781 | -101336 | -217219 | -152265 | -94962 |
| Profit Factor | 1.4433 | 1.7597 | 1.1765 | 0.9811 | 0.9837 | 0.9784 |
| Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
| Winning Trades | 127 | 62 | 65 | 127 | 62 | 65 |
| Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
| Profitability (%) | 69.3989 | 67.3913 | 71.4286 | 69.3989 | 67.3913 | 71.4286 |
| Ratio Avg Win / Avg Loss | 0.6364 | 0.8515 | 0.4706 | 0.4326 | 0.476 | 0.3914 |
| Largest Winning Trade | 58866 | 58866 | 29835 | 56255 | 42338 | 56255 |
| Largest Losing Trade | -84283 | -47504 | -84283 | -123729 | -123729 | -55365 |
| Avg Bars in Trades | 80 | 84 | 76 | 80 | 84 | 76 |
| Avg Bars in Winners | 57 | 59 | 54 | 57 | 59 | 54 |
| Avg Bars in Losers | 133 | 137 | 129 | 133 | 137 | 129 |
| Bars Traded | 14750 | 7810 | 6940 | 14750 | 7810 | 6940 |
| Profit Streak | 25.2367 | 25.2367 | 48.2367 | 25.2367 | 25.2367 | 48.2367 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 462493 | 425059 | -126853 | -575801 | -577530 | -576616 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14924,
"evaluation_days": 1243.67,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652954400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759542049436,
"expiration_time": 1763404300800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 173,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
387851.6618149825,
304069.7587396973,
83781.903075285,
-14195.2869065736,
-6346.8130471763,
-7848.4738593974
],
[
387.851662,
304.069759,
83.781903,
-14.195287,
-6.346813,
-7.848474
],
[
0.311861,
0.244494,
0.067367,
-0.012309,
-0.005272,
-0.006572
],
[
10,
10,
10,
10,
10,
10
],
[
-118148,
-68781,
-101336,
-217219,
-152265,
-94962
],
[
1.443312,
1.759718,
1.176511,
0.98114,
0.983697,
0.978401
],
[
183,
92,
91,
183,
92,
91
],
[
127,
62,
65,
127,
62,
65
],
[
56,
30,
26,
56,
30,
26
],
[
69.398907,
67.391304,
71.428571,
69.398907,
67.391304,
71.428571
],
[
0.636421,
0.851477,
0.470604,
0.432629,
0.475983,
0.39136
],
[
58866,
58866,
29835,
56255,
42338,
56255
],
[
-84283,
-47504,
-84283,
-123729,
-123729,
-55365
],
[
80,
84,
76,
80,
84,
76
],
[
57,
59,
54,
57,
59,
54
],
[
133,
137,
129,
133,
137,
129
],
[
14750,
7810,
6940,
14750,
7810,
6940
],
[
25.236683,
25.236683,
48.236683,
25.236683,
25.236683,
48.236683
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
462493,
425059,
-126853,
-575801,
-577530,
-576616
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14924,
"evaluation_days": 1243.67,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652954400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759542049436,
"expiration_time": 1763404300800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 173,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|