| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 285158.8468 | 191016.037 | 94142.8098 | 275190.978 | 182030.2056 | 93160.7724 |
| Total P&L (%) | 285.1588 | 191.016 | 94.1428 | 275.191 | 182.0302 | 93.1608 |
| Avg Daily Profit (%) | 0.2738 | 0.1834 | 0.0904 | 0.127 | 0.0996 | 0.0632 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79613 | -45031 | -87845 | -107781 | -120123 | -119384 |
| Profit Factor | 1.9054 | 2.5664 | 1.4878 | 1.6333 | 2.016 | 1.3648 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
| Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
| Profitability (%) | 77.1429 | 77.1429 | 77.1429 | 77.1429 | 77.1429 | 77.1429 |
| Ratio Avg Win / Avg Loss | 0.5646 | 0.7604 | 0.4408 | 0.4839 | 0.5973 | 0.4044 |
| Largest Winning Trade | 35201 | 35201 | 19065 | 52656 | 51647 | 52656 |
| Largest Losing Trade | -79613 | -33404 | -79613 | -107232 | -94926 | -107232 |
| Avg Bars in Trades | 352 | 386 | 318 | 352 | 386 | 318 |
| Avg Bars in Winners | 221 | 252 | 191 | 221 | 252 | 191 |
| Avg Bars in Losers | 794 | 839 | 750 | 794 | 839 | 750 |
| Bars Traded | 24697 | 13538 | 11159 | 24697 | 13538 | 11159 |
| Profit Streak | 29.1016 | 78.685 | 29.1016 | 29.1016 | 78.685 | 29.1016 |
| Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -84388 | 521010 | -68218 | -116606 | -54086 | -105178 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669528800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758907581054,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 153,
"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": [
[
285158.8468296109,
191016.0370298501,
94142.8097997607,
275190.9779836757,
182030.2056264127,
93160.772357263
],
[
285.158847,
191.016037,
94.14281,
275.190978,
182.030206,
93.160772
],
[
0.273765,
0.183384,
0.090381,
0.127024,
0.099591,
0.063225
],
[
10,
10,
10,
10,
10,
10
],
[
-79613,
-45031,
-87845,
-107781,
-120123,
-119384
],
[
1.905403,
2.56635,
1.48778,
1.63331,
2.016042,
1.364804
],
[
70,
35,
35,
70,
35,
35
],
[
54,
27,
27,
54,
27,
27
],
[
16,
8,
8,
16,
8,
8
],
[
77.142857,
77.142857,
77.142857,
77.142857,
77.142857,
77.142857
],
[
0.564564,
0.7604,
0.440824,
0.483944,
0.597346,
0.404387
],
[
35201,
35201,
19065,
52656,
51647,
52656
],
[
-79613,
-33404,
-79613,
-107232,
-94926,
-107232
],
[
352,
386,
318,
352,
386,
318
],
[
221,
252,
191,
221,
252,
191
],
[
794,
839,
750,
794,
839,
750
],
[
24697,
13538,
11159,
24697,
13538,
11159
],
[
29.101632,
78.684966,
29.101633,
29.101633,
78.684966,
29.101633
],
[
4,
3,
2,
4,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-84388,
521010,
-68218,
-116606,
-54086,
-105178
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669528800000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1758907581054,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 223,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 153,
"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) |
|---|