| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 473711.5563 | 389560.5206 | 84151.0357 | 898304.2104 | 627509.9468 | 270794.2636 |
| Total P&L (%) | 473.7116 | 389.5605 | 84.151 | 898.3042 | 627.5099 | 270.7943 |
| Avg Daily Profit (%) | 0.3816 | 0.3138 | 0.0678 | 0.1855 | 0.16 | 0.1056 |
| Buy And Hold Return (%) | 15.4659 | 15.4659 | 15.4659 | 15.4659 | 15.4659 | 15.4659 |
| Max Trade Drawdown | -163596 | -76726 | -97138 | -854274 | -425355 | -558342 |
| Profit Factor | 1.8482 | 2.3677 | 1.3075 | 1.2822 | 1.371 | 1.1816 |
| Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
| Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 51.4286 | 51.9231 | 50.9434 | 51.4286 | 51.9231 | 50.9434 |
| Ratio Avg Win / Avg Loss | 1.7456 | 2.1923 | 1.2591 | 1.211 | 1.2695 | 1.1378 |
| Largest Winning Trade | 182519 | 182519 | 33125 | 342189 | 342189 | 193475 |
| Largest Losing Trade | -36485 | -36485 | -32997 | -241390 | -241390 | -235677 |
| Avg Bars in Trades | 137 | 168 | 106 | 137 | 168 | 106 |
| Avg Bars in Winners | 146 | 175 | 117 | 146 | 175 | 117 |
| Avg Bars in Losers | 127 | 160 | 94 | 127 | 160 | 94 |
| Bars Traded | 14395 | 8771 | 5624 | 14395 | 8771 | 5624 |
| Profit Streak | 15.3381 | 0 | 37.3381 | 15.3381 | 0 | 37.3381 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 494221 | -166702 | -282722 | 321736 | -171592 | -252190 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14897,
"evaluation_days": 1241.42,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653796800000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759349214593,
"expiration_time": 1763202902400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 238,
"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": [
[
473711.5562573653,
389560.5205727063,
84151.0356846591,
898304.210439634,
627509.9468483644,
270794.2635912698
],
[
473.711556,
389.560521,
84.151036,
898.30421,
627.509947,
270.794264
],
[
0.381588,
0.313802,
0.067786,
0.185515,
0.159982,
0.105618
],
[
15.465898,
15.465898,
15.465898,
15.465898,
15.465898,
15.465898
],
[
-163596,
-76726,
-97138,
-854274,
-425355,
-558342
],
[
1.848234,
2.367659,
1.307536,
1.28223,
1.371017,
1.181552
],
[
105,
52,
53,
105,
52,
53
],
[
54,
27,
27,
54,
27,
27
],
[
51,
25,
26,
51,
25,
26
],
[
51.428571,
51.923077,
50.943396,
51.428571,
51.923077,
50.943396
],
[
1.745555,
2.192277,
1.259108,
1.210995,
1.26946,
1.137791
],
[
182519,
182519,
33125,
342189,
342189,
193475
],
[
-36485,
-36485,
-32997,
-241390,
-241390,
-235677
],
[
137,
168,
106,
137,
168,
106
],
[
146,
175,
117,
146,
175,
117
],
[
127,
160,
94,
127,
160,
94
],
[
14395,
8771,
5624,
14395,
8771,
5624
],
[
15.338132,
0,
37.338132,
15.338132,
0,
37.338132
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
494221,
-166702,
-282722,
321736,
-171592,
-252190
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14897,
"evaluation_days": 1241.42,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653796800000,
"last_datapoint_time": 1759341600000,
"evaluation_time": 1759349214593,
"expiration_time": 1763202902400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 170,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 238,
"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) |
|---|