| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 318455.6023 | 311199.1007 | 7256.5016 | -938263.0941 | -514886.702 | -423376.392 |
| Total P&L (%) | 318.4556 | 311.1991 | 7.2565 | -938.2631 | -514.8867 | -423.3764 |
| Avg Daily Profit (%) | 0.2558 | 0.25 | 0.0058 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -174928 | -73784 | -202287 | -1020762 | -541094 | -661443 |
| Profit Factor | 1.4143 | 2.2058 | 1.0142 | 0.681 | 0.614 | 0.7367 |
| Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
| Winning Trades | 106 | 52 | 54 | 39 | 21 | 18 |
| Losing Trades | 38 | 20 | 18 | 105 | 51 | 54 |
| Profitability (%) | 73.6111 | 72.2222 | 75 | 27.0833 | 29.1667 | 25 |
| Ratio Avg Win / Avg Loss | 0.507 | 0.8484 | 0.3381 | 1.8336 | 1.4911 | 2.21 |
| Largest Winning Trade | 40228 | 40228 | 29215 | 330459 | 273495 | 330459 |
| Largest Losing Trade | -168445 | -37632 | -168445 | -257882 | -122474 | -257882 |
| Avg Bars in Trades | 99 | 104 | 94 | 99 | 104 | 94 |
| Avg Bars in Winners | 69 | 69 | 69 | 177 | 191 | 160 |
| Avg Bars in Losers | 184 | 197 | 170 | 70 | 68 | 72 |
| Bars Traded | 14341 | 7535 | 6806 | 14341 | 7535 | 6806 |
| Profit Streak | 24.7657 | 24.7657 | 47.4324 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 437762 | -65805 | -631895 | -598251 | -670020 | -687273 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14938,
"evaluation_days": 1244.83,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653192000000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759645355793,
"expiration_time": 1763508729600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 223,
"offset": 0,
"std": 1.22554
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 154,
"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": [
[
318455.6022902679,
311199.1006671085,
7256.5016231593,
-938263.09405522,
-514886.7020475212,
-423376.3920076988
],
[
318.455602,
311.199101,
7.256502,
-938.263094,
-514.886702,
-423.376392
],
[
0.255823,
0.249993,
0.005829,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-174928,
-73784,
-202287,
-1020762,
-541094,
-661443
],
[
1.414275,
2.205761,
1.014211,
0.681046,
0.613991,
0.736676
],
[
144,
72,
72,
144,
72,
72
],
[
106,
52,
54,
39,
21,
18
],
[
38,
20,
18,
105,
51,
54
],
[
73.611111,
72.222222,
75,
27.083333,
29.166667,
25
],
[
0.507004,
0.84837,
0.33807,
1.833586,
1.491121,
2.210029
],
[
40228,
40228,
29215,
330459,
273495,
330459
],
[
-168445,
-37632,
-168445,
-257882,
-122474,
-257882
],
[
99,
104,
94,
99,
104,
94
],
[
69,
69,
69,
177,
191,
160
],
[
184,
197,
170,
70,
68,
72
],
[
14341,
7535,
6806,
14341,
7535,
6806
],
[
24.765692,
24.765692,
47.432359,
0,
0,
0
],
[
4,
2,
3,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437762,
-65805,
-631895,
-598251,
-670020,
-687273
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14938,
"evaluation_days": 1244.83,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653192000000,
"last_datapoint_time": 1759636800000,
"evaluation_time": 1759645355793,
"expiration_time": 1763508729600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 223,
"offset": 0,
"std": 1.22554
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 154,
"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) |
|---|