| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 453945.1543 | 398671.2921 | 55273.8623 | 243991.5424 | 520192.6913 | -276201.1489 |
| Total P&L (%) | 453.9452 | 398.6713 | 55.2739 | 243.9915 | 520.1927 | -276.2011 |
| Avg Daily Profit (%) | 0.3643 | 0.3199 | 0.0444 | 0.0992 | 0.1465 | 0 |
| Buy And Hold Return (%) | 13.1487 | 13.1487 | 13.1487 | 13.1487 | 13.1487 | 13.1487 |
| Max Trade Drawdown | -143325 | -86442 | -97282 | -380992 | -248065 | -410633 |
| Profit Factor | 1.5624 | 1.9244 | 1.1471 | 1.1104 | 1.4894 | 0.7592 |
| Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
| Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
| Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
| Profitability (%) | 48.4277 | 43.038 | 53.75 | 48.4277 | 43.038 | 53.75 |
| Ratio Avg Win / Avg Loss | 1.6639 | 2.547 | 0.987 | 1.1825 | 1.9712 | 0.6533 |
| Largest Winning Trade | 209019 | 209019 | 40836 | 303246 | 303246 | 70002 |
| Largest Losing Trade | -59857 | -25057 | -59857 | -268357 | -103765 | -268357 |
| Avg Bars in Trades | 90 | 110 | 71 | 90 | 110 | 71 |
| Avg Bars in Winners | 109 | 134 | 88 | 109 | 134 | 88 |
| Avg Bars in Losers | 73 | 92 | 51 | 73 | 92 | 51 |
| Bars Traded | 14452 | 8716 | 5736 | 14452 | 8716 | 5736 |
| Profit Streak | 14.32 | 0 | 18.4033 | 14.32 | 0 | 18.4033 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454982 | -17365 | -214553 | -158834 | -24309 | -599187 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14954,
"evaluation_days": 1246.17,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653465600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759758043778,
"expiration_time": 1763628076800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "swma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 192,
"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": [
[
453945.1543312229,
398671.2920527975,
55273.8622784256,
243991.5424450376,
520192.6913016242,
-276201.1488565865
],
[
453.945154,
398.671292,
55.273862,
243.991542,
520.192691,
-276.201149
],
[
0.364272,
0.319917,
0.044355,
0.099189,
0.146545,
0
],
[
13.148661,
13.148661,
13.148661,
13.148661,
13.148661,
13.148661
],
[
-143325,
-86442,
-97282,
-380992,
-248065,
-410633
],
[
1.562408,
1.924422,
1.147052,
1.110393,
1.489385,
0.759249
],
[
159,
79,
80,
159,
79,
80
],
[
77,
34,
43,
77,
34,
43
],
[
82,
45,
37,
82,
45,
37
],
[
48.427673,
43.037975,
53.75,
48.427673,
43.037975,
53.75
],
[
1.663864,
2.54703,
0.986998,
1.182497,
1.971245,
0.653307
],
[
209019,
209019,
40836,
303246,
303246,
70002
],
[
-59857,
-25057,
-59857,
-268357,
-103765,
-268357
],
[
90,
110,
71,
90,
110,
71
],
[
109,
134,
88,
109,
134,
88
],
[
73,
92,
51,
73,
92,
51
],
[
14452,
8716,
5736,
14452,
8716,
5736
],
[
14.319951,
0,
18.403284,
14.319951,
0,
18.403284
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454982,
-17365,
-214553,
-158834,
-24309,
-599187
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14954,
"evaluation_days": 1246.17,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653465600000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759758043778,
"expiration_time": 1763628076800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "swma",
"factors": {
"length": 157,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 192,
"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) |
|---|