| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 239814.2797 | 196227.2283 | 43587.0515 | 31390.4944 | 126342.9482 | -94952.4537 |
| Total P&L (%) | 239.8143 | 196.2272 | 43.5871 | 31.3905 | 126.3429 | -94.9525 |
| Avg Daily Profit (%) | 0.2302 | 0.1884 | 0.0418 | 0.0262 | 0.0785 | -0.2863 |
| Buy And Hold Return (%) | 14.7696 | 14.7696 | 14.7696 | 14.7696 | 14.7696 | 14.7696 |
| Max Trade Drawdown | -142663 | -106146 | -75224 | -245617 | -116451 | -175879 |
| Profit Factor | 1.3649 | 1.6691 | 1.1197 | 1.0348 | 1.3556 | 0.8259 |
| Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
| Winning Trades | 139 | 71 | 68 | 139 | 71 | 68 |
| Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
| Profitability (%) | 64.6512 | 65.7407 | 63.5514 | 64.6512 | 65.7407 | 63.5514 |
| Ratio Avg Win / Avg Loss | 0.7463 | 0.8698 | 0.6422 | 0.5658 | 0.7064 | 0.4737 |
| Largest Winning Trade | 39388 | 39388 | 27688 | 45206 | 30178 | 45206 |
| Largest Losing Trade | -73967 | -45563 | -73967 | -118033 | -85799 | -118033 |
| Avg Bars in Trades | 114 | 120 | 109 | 114 | 120 | 109 |
| Avg Bars in Winners | 86 | 92 | 79 | 86 | 92 | 79 |
| Avg Bars in Losers | 167 | 173 | 162 | 167 | 173 | 162 |
| Bars Traded | 24722 | 12978 | 11744 | 24722 | 12978 | 11744 |
| Profit Streak | 12.4011 | 12.4011 | 23.3594 | 12.4011 | 12.4011 | 23.3594 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 406307 | 387476 | -227645 | -343176 | -86590 | -577783 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669507200000,
"first_datapoint_time": 1670180400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759509451163,
"expiration_time": 1765987200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 39,
"offset": 149
}
}
} {
"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": [
[
239814.2797154819,
196227.2282510687,
43587.0514644134,
31390.49444985,
126342.9481590503,
-94952.4537092003
],
[
239.81428,
196.227228,
43.587051,
31.390494,
126.342948,
-94.952454
],
[
0.230221,
0.188378,
0.041843,
0.026212,
0.078451,
-0.28627
],
[
14.769648,
14.769648,
14.769648,
14.769648,
14.769648,
14.769648
],
[
-142663,
-106146,
-75224,
-245617,
-116451,
-175879
],
[
1.364862,
1.669064,
1.119749,
1.034849,
1.355579,
0.825917
],
[
215,
108,
107,
215,
108,
107
],
[
139,
71,
68,
139,
71,
68
],
[
76,
37,
39,
76,
37,
39
],
[
64.651163,
65.740741,
63.551402,
64.651163,
65.740741,
63.551402
],
[
0.746256,
0.869794,
0.642209,
0.565817,
0.706429,
0.473688
],
[
39388,
39388,
27688,
45206,
30178,
45206
],
[
-73967,
-45563,
-73967,
-118033,
-85799,
-118033
],
[
114,
120,
109,
114,
120,
109
],
[
86,
92,
79,
86,
92,
79
],
[
167,
173,
162,
167,
173,
162
],
[
24722,
12978,
11744,
24722,
12978,
11744
],
[
12.401055,
12.401055,
23.359388,
12.401055,
12.401055,
23.359388
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
406307,
387476,
-227645,
-343176,
-86590,
-577783
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669507200000,
"first_datapoint_time": 1670180400000,
"last_datapoint_time": 1759507200000,
"evaluation_time": 1759509451163,
"expiration_time": 1765987200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 27,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 39,
"offset": 149
}
}
}
| # | 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) |
|---|