| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 163570.5207 | 271049.0784 | -107478.5577 | 2532326.8413 | 1697938.0267 | 834388.8146 |
| Total P&L (%) | 163.5705 | 271.0491 | -107.4786 | 2532.3268 | 1697.938 | 834.3888 |
| Avg Daily Profit (%) | 0.1309 | 0.2168 | -0.086 | 0.262 | 0.2314 | 0.1789 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -317578 | -35353 | -125927 | -923335 | -456554 | -1009452 |
| Profit Factor | 1.2344 | 3.5066 | 0.8177 | 1.6104 | 2.6441 | 1.2678 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 69 | 35 | 34 | 69 | 37 | 32 |
| Losing Trades | 30 | 15 | 15 | 30 | 13 | 17 |
| Profitability (%) | 69.697 | 70 | 69.3878 | 69.697 | 74 | 65.3061 |
| Ratio Avg Win / Avg Loss | 0.5367 | 1.5028 | 0.3608 | 0.7002 | 0.929 | 0.6735 |
| Largest Winning Trade | 41830 | 41830 | 36948 | 547221 | 328762 | 547221 |
| Largest Losing Trade | -263612 | -35353 | -263612 | -923335 | -456554 | -923335 |
| Avg Bars in Trades | 36 | 21 | 51 | 36 | 21 | 51 |
| Avg Bars in Winners | 27 | 18 | 37 | 30 | 20 | 41 |
| Avg Bars in Losers | 56 | 30 | 82 | 50 | 23 | 71 |
| Bars Traded | 3614 | 1082 | 2532 | 3614 | 1082 | 2532 |
| Profit Streak | 40.2019 | 124.5352 | 40.2019 | 40.2019 | 124.5352 | 40.2019 |
| Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -15793 | -161300 | -577620 | 480957 | -164674 | 313441 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3750,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1652515200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760071844660,
"expiration_time": 1763294400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 138,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
163570.5206944448,
271049.078401146,
-107478.5577067013,
2532326.84132164,
1697938.0267386262,
834388.814583014
],
[
163.570521,
271.049078,
-107.478558,
2532.326841,
1697.938027,
834.388815
],
[
0.130856,
0.216839,
-0.085983,
0.261979,
0.231405,
0.178938
],
[
10,
10,
10,
10,
10,
10
],
[
-317578,
-35353,
-125927,
-923335,
-456554,
-1009452
],
[
1.234425,
3.50662,
0.817715,
1.610449,
2.644129,
1.267812
],
[
99,
50,
49,
99,
50,
49
],
[
69,
35,
34,
69,
37,
32
],
[
30,
15,
15,
30,
13,
17
],
[
69.69697,
70,
69.387755,
69.69697,
74,
65.306122
],
[
0.536706,
1.502837,
0.360757,
0.700195,
0.929018,
0.673525
],
[
41830,
41830,
36948,
547221,
328762,
547221
],
[
-263612,
-35353,
-263612,
-923335,
-456554,
-923335
],
[
36,
21,
51,
36,
21,
51
],
[
27,
18,
37,
30,
20,
41
],
[
56,
30,
82,
50,
23,
71
],
[
3614,
1082,
2532,
3614,
1082,
2532
],
[
40.201906,
124.535239,
40.201906,
40.201906,
124.535239,
40.201906
],
[
3,
5,
1,
3,
5,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-15793,
-161300,
-577620,
480957,
-164674,
313441
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3750,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1652515200000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760071844660,
"expiration_time": 1763294400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 138,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|