| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 273572.5939 | 223420.032 | 50152.5619 | -859.9974 | 74252.7576 | -75112.755 |
| Total P&L (%) | 273.5726 | 223.42 | 50.1526 | -0.86 | 74.2528 | -75.1128 |
| Avg Daily Profit (%) | 0.2626 | 0.2145 | 0.0481 | -0.0008 | 0.0533 | -0.1334 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106345 | -81291 | -86748 | -132048 | -78553 | -128655 |
| Profit Factor | 1.3628 | 1.7368 | 1.1112 | 0.9988 | 1.2548 | 0.8313 |
| Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
| Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
| Losing Trades | 74 | 41 | 33 | 74 | 41 | 33 |
| Profitability (%) | 58.1921 | 53.4091 | 62.9213 | 58.1921 | 53.4091 | 62.9213 |
| Ratio Avg Win / Avg Loss | 0.9791 | 1.5151 | 0.6548 | 0.7176 | 1.0946 | 0.4899 |
| Largest Winning Trade | 38408 | 38408 | 33883 | 33933 | 33933 | 27364 |
| Largest Losing Trade | -86748 | -32181 | -86748 | -103327 | -58989 | -103327 |
| Avg Bars in Trades | 139 | 140 | 138 | 139 | 140 | 138 |
| Avg Bars in Winners | 123 | 125 | 121 | 123 | 125 | 121 |
| Avg Bars in Losers | 161 | 157 | 166 | 161 | 157 | 166 |
| Bars Traded | 24639 | 12350 | 12290 | 24639 | 12350 | 12290 |
| Profit Streak | 9.7752 | 0 | 12.4836 | 9.7752 | 0 | 12.4836 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 345988 | 401769 | -227508 | -578124 | -121774 | -578525 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669230000000,
"first_datapoint_time": 1669928400000,
"last_datapoint_time": 1759230000000,
"evaluation_time": 1759232180341,
"expiration_time": 1765710000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 195,
"offset": 0,
"a": 0.69053
}
}
} {
"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": [
[
273572.5938745387,
223420.032015772,
50152.5618587664,
-859.9974014797,
74252.757577996,
-75112.7549794756
],
[
273.572594,
223.420032,
50.152562,
-0.859997,
74.252758,
-75.112755
],
[
0.262629,
0.214483,
0.048146,
-0.000829,
0.053326,
-0.133429
],
[
10,
10,
10,
10,
10,
10
],
[
-106345,
-81291,
-86748,
-132048,
-78553,
-128655
],
[
1.362805,
1.736848,
1.111243,
0.998833,
1.254783,
0.831283
],
[
177,
88,
89,
177,
88,
89
],
[
103,
47,
56,
103,
47,
56
],
[
74,
41,
33,
74,
41,
33
],
[
58.19209,
53.409091,
62.921348,
58.19209,
53.409091,
62.921348
],
[
0.979102,
1.515123,
0.654839,
0.717608,
1.094598,
0.489863
],
[
38408,
38408,
33883,
33933,
33933,
27364
],
[
-86748,
-32181,
-86748,
-103327,
-58989,
-103327
],
[
139,
140,
138,
139,
140,
138
],
[
123,
125,
121,
123,
125,
121
],
[
161,
157,
166,
161,
157,
166
],
[
24639,
12350,
12290,
24639,
12350,
12290
],
[
9.775235,
0,
12.483569,
9.775235,
0,
12.483569
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
345988,
401769,
-227508,
-578124,
-121774,
-578525
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669230000000,
"first_datapoint_time": 1669928400000,
"last_datapoint_time": 1759230000000,
"evaluation_time": 1759232180341,
"expiration_time": 1765710000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 195,
"offset": 0,
"a": 0.69053
}
}
}
| # | 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) |
|---|