| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 359366.13 | 357288.0272 | 2078.1028 | 81609.869 | 641902.0261 | -560292.157 |
| Total P&L (%) | 359.3661 | 357.288 | 2.0781 | 81.6099 | 641.902 | -560.2922 |
| Avg Daily Profit (%) | 0.2871 | 0.2854 | 0.0017 | 0.0477 | 0.1602 | 0 |
| Buy And Hold Return (%) | 31.0991 | 31.0991 | 31.0991 | 31.0991 | 31.0991 | 31.0991 |
| Max Trade Drawdown | -225299 | -105576 | -155647 | -677740 | -313133 | -672603 |
| Profit Factor | 1.3256 | 1.7094 | 1.0035 | 1.0222 | 1.4258 | 0.7421 |
| Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
| Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
| Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Profitability (%) | 50.6329 | 50 | 51.2605 | 50.6329 | 50 | 51.2605 |
| Ratio Avg Win / Avg Loss | 1.2924 | 1.7094 | 0.9541 | 0.9966 | 1.4258 | 0.7056 |
| Largest Winning Trade | 172462 | 172462 | 31146 | 296576 | 296576 | 92985 |
| Largest Losing Trade | -42634 | -37548 | -42634 | -236849 | -188525 | -236849 |
| Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
| Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
| Bars Traded | 3594 | 1792 | 1802 | 3594 | 1792 | 1802 |
| Profit Streak | 0 | 40.4788 | 0 | 0 | 40.4788 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 367405 | 469958 | -574552 | -328875 | 360516 | -580574 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3755,
"evaluation_days": 1251.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1656230400000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760210969383,
"expiration_time": 1763442720000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.57686
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 145,
"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": [
[
359366.1300281464,
357288.0271782877,
2078.1028498585,
81609.8690141648,
641902.0260555986,
-560292.1570414349
],
[
359.36613,
357.288027,
2.078103,
81.609869,
641.902026,
-560.292157
],
[
0.287109,
0.285449,
0.00166,
0.047683,
0.160238,
0
],
[
31.099071,
31.099071,
31.099071,
31.099071,
31.099071,
31.099071
],
[
-225299,
-105576,
-155647,
-677740,
-313133,
-672603
],
[
1.325568,
1.709369,
1.003463,
1.022175,
1.42583,
0.742135
],
[
237,
118,
119,
237,
118,
119
],
[
120,
59,
61,
120,
59,
61
],
[
117,
59,
58,
117,
59,
58
],
[
50.632911,
50,
51.260504,
50.632911,
50,
51.260504
],
[
1.292429,
1.709369,
0.954112,
0.996621,
1.42583,
0.705637
],
[
172462,
172462,
31146,
296576,
296576,
92985
],
[
-42634,
-37548,
-42634,
-236849,
-188525,
-236849
],
[
15,
15,
15,
15,
15,
15
],
[
15,
15,
15,
15,
15,
15
],
[
15,
15,
15,
15,
15,
15
],
[
3594,
1792,
1802,
3594,
1792,
1802
],
[
0,
40.478812,
0,
0,
40.478812,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
367405,
469958,
-574552,
-328875,
360516,
-580574
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3755,
"evaluation_days": 1251.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1656230400000,
"last_datapoint_time": 1760198400000,
"evaluation_time": 1760210969383,
"expiration_time": 1763442720000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.57686
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 145,
"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) |
|---|