| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 249112.9348 | 186414.8742 | 62698.0607 | -240705.6977 | -63405.5097 | -177300.188 |
| Total P&L (%) | 249.1129 | 186.4149 | 62.6981 | -240.7057 | -63.4055 | -177.3002 |
| Avg Daily Profit (%) | 0.2391 | 0.179 | 0.0602 | 0 | -0.0965 | 0 |
| Buy And Hold Return (%) | 20.5355 | 20.5355 | 20.5355 | 20.5355 | 20.5355 | 20.5355 |
| Max Trade Drawdown | -110689 | -60374 | -110589 | -329583 | -86062 | -281017 |
| Profit Factor | 1.4387 | 1.8891 | 1.1751 | 0.6333 | 0.7504 | 0.5595 |
| Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
| Winning Trades | 245 | 117 | 128 | 42 | 25 | 17 |
| Losing Trades | 43 | 27 | 16 | 246 | 119 | 127 |
| Profitability (%) | 85.0694 | 81.25 | 88.8889 | 14.5833 | 17.3611 | 11.8056 |
| Ratio Avg Win / Avg Loss | 0.2525 | 0.4359 | 0.1469 | 3.7095 | 3.5717 | 4.1796 |
| Largest Winning Trade | 14647 | 14647 | 14402 | 80207 | 69025 | 80207 |
| Largest Losing Trade | -110589 | -38418 | -110589 | -120550 | -13635 | -120550 |
| Avg Bars in Trades | 85 | 93 | 76 | 85 | 93 | 76 |
| Avg Bars in Winners | 35 | 33 | 37 | 353 | 368 | 330 |
| Avg Bars in Losers | 366 | 354 | 387 | 39 | 35 | 42 |
| Bars Traded | 24554 | 13489 | 11065 | 24554 | 13489 | 11065 |
| Profit Streak | 0 | 0 | 46.7398 | 15.2815 | 19.4065 | 0 |
| Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 471911 | 445140 | -138966 | -651635 | -641097 | -666141 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669820400000,
"first_datapoint_time": 1670698800000,
"last_datapoint_time": 1759820400000,
"evaluation_time": 1759823121918,
"expiration_time": 1766300400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 183,
"offset": 0,
"a": 0.03477
}
}
} {
"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": [
[
249112.9348478112,
186414.8741625497,
62698.0606852614,
-240705.6977492873,
-63405.5097167603,
-177300.1880325272
],
[
249.112935,
186.414874,
62.698061,
-240.705698,
-63.40551,
-177.300188
],
[
0.239148,
0.178958,
0.06019,
0,
-0.096459,
0
],
[
20.53554,
20.53554,
20.53554,
20.53554,
20.53554,
20.53554
],
[
-110689,
-60374,
-110589,
-329583,
-86062,
-281017
],
[
1.438715,
1.88906,
1.175062,
0.633329,
0.750361,
0.559474
],
[
288,
144,
144,
288,
144,
144
],
[
245,
117,
128,
42,
25,
17
],
[
43,
27,
16,
246,
119,
127
],
[
85.069444,
81.25,
88.888889,
14.583333,
17.361111,
11.805556
],
[
0.252509,
0.435937,
0.146883,
3.709499,
3.571717,
4.179602
],
[
14647,
14647,
14402,
80207,
69025,
80207
],
[
-110589,
-38418,
-110589,
-120550,
-13635,
-120550
],
[
85,
93,
76,
85,
93,
76
],
[
35,
33,
37,
353,
368,
330
],
[
366,
354,
387,
39,
35,
42
],
[
24554,
13489,
11065,
24554,
13489,
11065
],
[
0,
0,
46.739837,
15.281504,
19.406504,
0
],
[
0,
0,
3,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
471911,
445140,
-138966,
-651635,
-641097,
-666141
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669820400000,
"first_datapoint_time": 1670698800000,
"last_datapoint_time": 1759820400000,
"evaluation_time": 1759823121918,
"expiration_time": 1766300400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 183,
"offset": 0,
"a": 0.03477
}
}
}
| # | 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) |
|---|