| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 245083.1246 | 145878.4571 | 99204.6675 | 413068.9159 | 230036.164 | 183032.7519 |
| Total P&L (%) | 245.0831 | 145.8785 | 99.2047 | 413.0689 | 230.0362 | 183.0328 |
| Avg Daily Profit (%) | 0.1961 | 0.1167 | 0.0794 | 0.1309 | 0.0956 | 0.0833 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64412 | -50671 | -53425 | -134491 | -114161 | -102748 |
| Profit Factor | 1.8384 | 2.037 | 1.6541 | 1.6668 | 1.7319 | 1.5997 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
| Losing Trades | 18 | 11 | 7 | 18 | 11 | 7 |
| Profitability (%) | 78.8235 | 73.8095 | 83.7209 | 78.8235 | 73.8095 | 83.7209 |
| Ratio Avg Win / Avg Loss | 0.4939 | 0.7228 | 0.3216 | 0.4478 | 0.6146 | 0.3111 |
| Largest Winning Trade | 19530 | 19530 | 13767 | 62689 | 62689 | 43284 |
| Largest Losing Trade | -41130 | -41130 | -40437 | -103500 | -103500 | -73297 |
| Avg Bars in Trades | 27 | 34 | 20 | 27 | 34 | 20 |
| Avg Bars in Winners | 10 | 11 | 9 | 10 | 11 | 9 |
| Avg Bars in Losers | 92 | 99 | 79 | 92 | 99 | 79 |
| Bars Traded | 2346 | 1461 | 885 | 2346 | 1461 | 885 |
| Profit Streak | 17.3468 | 152.8468 | 17.3468 | 17.3468 | 152.8468 | 17.3468 |
| Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 516478 | -31476 | -80986 | -11838 | -60244 | -75889 |
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2500,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1658448000000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760041161060,
"expiration_time": 1763251200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 149,
"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": [
[
245083.1246248481,
145878.4570888926,
99204.6675359556,
413068.9159003752,
230036.1640087476,
183032.7518916277
],
[
245.083125,
145.878457,
99.204668,
413.068916,
230.036164,
183.032752
],
[
0.196066,
0.116703,
0.079364,
0.130905,
0.095568,
0.083266
],
[
10,
10,
10,
10,
10,
10
],
[
-64412,
-50671,
-53425,
-134491,
-114161,
-102748
],
[
1.83835,
2.03696,
1.654121,
1.66679,
1.731929,
1.599711
],
[
85,
42,
43,
85,
42,
43
],
[
67,
31,
36,
67,
31,
36
],
[
18,
11,
7,
18,
11,
7
],
[
78.823529,
73.809524,
83.72093,
78.823529,
73.809524,
83.72093
],
[
0.493885,
0.722792,
0.321635,
0.447794,
0.614556,
0.311055
],
[
19530,
19530,
13767,
62689,
62689,
43284
],
[
-41130,
-41130,
-40437,
-103500,
-103500,
-73297
],
[
27,
34,
20,
27,
34,
20
],
[
10,
11,
9,
10,
11,
9
],
[
92,
99,
79,
92,
99,
79
],
[
2346,
1461,
885,
2346,
1461,
885
],
[
17.346771,
152.846771,
17.346771,
17.346771,
152.846772,
17.346772
],
[
4,
8,
2,
4,
8,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
516478,
-31476,
-80986,
-11838,
-60244,
-75889
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2500,
"evaluation_days": 1250,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1658448000000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760041161060,
"expiration_time": 1763251200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 149,
"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) |
|---|