| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 431803.5612 | 291200.4642 | 140603.097 | 936712.0387 | 402282.0291 | 534430.0096 |
| Total P&L (%) | 431.8036 | 291.2005 | 140.6031 | 936.712 | 402.282 | 534.43 |
| Avg Daily Profit (%) | 0.3457 | 0.2332 | 0.1126 | 0.1874 | 0.1293 | 0.148 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87915 | -57260 | -48686 | -312444 | -271563 | -144747 |
| Profit Factor | 1.717 | 1.9135 | 1.496 | 1.5284 | 1.3865 | 1.7303 |
| Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
| Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
| Profitability (%) | 51.6779 | 45.9459 | 57.3333 | 51.6779 | 45.9459 | 57.3333 |
| Ratio Avg Win / Avg Loss | 1.6055 | 2.2511 | 1.1133 | 1.4292 | 1.6312 | 1.2877 |
| Largest Winning Trade | 123584 | 123584 | 27867 | 351166 | 351166 | 140382 |
| Largest Losing Trade | -57308 | -33070 | -57308 | -163232 | -163232 | -107257 |
| Avg Bars in Trades | 93 | 122 | 65 | 93 | 122 | 65 |
| Avg Bars in Winners | 116 | 161 | 80 | 116 | 161 | 80 |
| Avg Bars in Losers | 69 | 88 | 45 | 69 | 88 | 45 |
| Bars Traded | 13948 | 9030 | 4918 | 13948 | 9030 | 4918 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 458365 | -54497 | -97147 | 360786 | -84697 | -48561 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14987,
"evaluation_days": 1248.92,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653868800000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759992371690,
"expiration_time": 1763874230400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 248,
"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": [
[
431803.5611565257,
291200.4641825065,
140603.0969740194,
936712.0387276562,
402282.0291284451,
534430.0095992113
],
[
431.803561,
291.200464,
140.603097,
936.712039,
402.282029,
534.43001
],
[
0.345742,
0.233162,
0.11258,
0.187428,
0.129315,
0.148042
],
[
10,
10,
10,
10,
10,
10
],
[
-87915,
-57260,
-48686,
-312444,
-271563,
-144747
],
[
1.716955,
1.91346,
1.49598,
1.528446,
1.38652,
1.730295
],
[
149,
74,
75,
149,
74,
75
],
[
77,
34,
43,
77,
34,
43
],
[
72,
40,
32,
72,
40,
32
],
[
51.677852,
45.945946,
57.333333,
51.677852,
45.945946,
57.333333
],
[
1.605465,
2.25113,
1.113287,
1.429196,
1.6312,
1.287662
],
[
123584,
123584,
27867,
351166,
351166,
140382
],
[
-57308,
-33070,
-57308,
-163232,
-163232,
-107257
],
[
93,
122,
65,
93,
122,
65
],
[
116,
161,
80,
116,
161,
80
],
[
69,
88,
45,
69,
88,
45
],
[
13948,
9030,
4918,
13948,
9030,
4918
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
458365,
-54497,
-97147,
360786,
-84697,
-48561
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14987,
"evaluation_days": 1248.92,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653868800000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1759992371690,
"expiration_time": 1763874230400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 248,
"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) |
|---|