| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 478573.749 | 352885.6065 | 125688.1425 | 624318.6073 | 614774.708 | 9543.8993 |
| Total P&L (%) | 478.5737 | 352.8856 | 125.6881 | 624.3186 | 614.7747 | 9.5439 |
| Avg Daily Profit (%) | 0.3842 | 0.2833 | 0.1009 | 0.1591 | 0.158 | 0.0073 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -204600 | -70795 | -155118 | -763537 | -368985 | -512522 |
| Profit Factor | 1.3359 | 1.4989 | 1.1752 | 1.1578 | 1.3268 | 1.0046 |
| Total Trades | 380 | 190 | 190 | 380 | 190 | 190 |
| Winning Trades | 205 | 97 | 108 | 205 | 97 | 108 |
| Losing Trades | 175 | 93 | 82 | 175 | 93 | 82 |
| Profitability (%) | 53.9474 | 51.0526 | 56.8421 | 53.9474 | 51.0526 | 56.8421 |
| Ratio Avg Win / Avg Loss | 1.1404 | 1.4371 | 0.8922 | 0.9884 | 1.2721 | 0.7628 |
| Largest Winning Trade | 85019 | 85019 | 28861 | 178854 | 178854 | 99571 |
| Largest Losing Trade | -42583 | -42583 | -33778 | -202250 | -101628 | -202250 |
| Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
| Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
| Bars Traded | 4974 | 2481 | 2493 | 4974 | 2481 | 2493 |
| Profit Streak | 0 | 11.0912 | 0 | 0 | 11.0912 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 441867 | 400506 | -86200 | -38142 | 339110 | -564357 |
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4983,
"evaluation_days": 1245.75,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1652076000000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759695081744,
"expiration_time": 1762916184000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.87472
}
}
} {
"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": [
[
478573.7489549519,
352885.6064626435,
125688.1424923087,
624318.6073201403,
614774.7079979978,
9543.8993221427
],
[
478.573749,
352.885606,
125.688142,
624.318607,
614.774708,
9.543899
],
[
0.384165,
0.283272,
0.100894,
0.159072,
0.158005,
0.007318
],
[
10,
10,
10,
10,
10,
10
],
[
-204600,
-70795,
-155118,
-763537,
-368985,
-512522
],
[
1.335854,
1.498875,
1.175155,
1.157807,
1.326823,
1.004599
],
[
380,
190,
190,
380,
190,
190
],
[
205,
97,
108,
205,
97,
108
],
[
175,
93,
82,
175,
93,
82
],
[
53.947368,
51.052632,
56.842105,
53.947368,
51.052632,
56.842105
],
[
1.140364,
1.437066,
0.892247,
0.988372,
1.272109,
0.762751
],
[
85019,
85019,
28861,
178854,
178854,
99571
],
[
-42583,
-42583,
-33778,
-202250,
-101628,
-202250
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
13,
13,
13,
13,
13,
13
],
[
4974,
2481,
2493,
4974,
2481,
2493
],
[
0,
11.091224,
0,
0,
11.091224,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
441867,
400506,
-86200,
-38142,
339110,
-564357
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4983,
"evaluation_days": 1245.75,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1652076000000,
"last_datapoint_time": 1759687200000,
"evaluation_time": 1759695081744,
"expiration_time": 1762916184000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.87472
}
}
}
| # | 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) |
|---|