| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 188663.5689 | 226336.7548 | -37673.1859 | -49233.3172 | 180438.4243 | -229671.7415 |
| Total P&L (%) | 188.6636 | 226.3368 | -37.6732 | -49.2333 | 180.4384 | -229.6717 |
| Avg Daily Profit (%) | 0.1529 | 0.1834 | -0.0305 | -0.0549 | 0.0836 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -219717 | -113854 | -145228 | -527029 | -276156 | -313670 |
| Profit Factor | 1.1525 | 1.4053 | 0.9445 | 0.9778 | 1.1839 | 0.8145 |
| Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
| Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
| Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
| Profitability (%) | 51.1111 | 48.8889 | 53.3333 | 51.1111 | 48.8889 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.1024 | 1.4692 | 0.8264 | 0.9353 | 1.2377 | 0.7127 |
| Largest Winning Trade | 117529 | 117529 | 36556 | 169911 | 169911 | 82856 |
| Largest Losing Trade | -34124 | -24971 | -34124 | -113698 | -50416 | -113698 |
| Avg Bars in Trades | 54 | 49 | 58 | 54 | 49 | 58 |
| Avg Bars in Winners | 58 | 54 | 63 | 58 | 54 | 63 |
| Avg Bars in Losers | 48 | 44 | 54 | 48 | 44 | 54 |
| Bars Traded | 14580 | 6636 | 7944 | 14580 | 6636 | 7944 |
| Profit Streak | 33.9726 | 35.4726 | 33.9726 | 33.9726 | 35.4726 | 33.9726 |
| Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -42432 | 326937 | -579096 | -577622 | -98724 | -579096 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653141600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758856831695,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 181,
"offset": 12,
"std": 2.89243
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 118,
"offset": 0,
"std": 3.10324
}
}
} {
"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": [
[
188663.5688599793,
226336.7548087114,
-37673.1859487318,
-49233.3172057691,
180438.4243272627,
-229671.7415330314
],
[
188.663569,
226.336755,
-37.673186,
-49.233317,
180.438424,
-229.671742
],
[
0.152857,
0.18338,
-0.030523,
-0.054911,
0.083582,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-219717,
-113854,
-145228,
-527029,
-276156,
-313670
],
[
1.152473,
1.405277,
0.944507,
0.977815,
1.183901,
0.814486
],
[
270,
135,
135,
270,
135,
135
],
[
138,
66,
72,
138,
66,
72
],
[
132,
69,
63,
132,
69,
63
],
[
51.111111,
48.888889,
53.333333,
51.111111,
48.888889,
53.333333
],
[
1.102366,
1.469153,
0.826444,
0.935301,
1.237715,
0.712676
],
[
117529,
117529,
36556,
169911,
169911,
82856
],
[
-34124,
-24971,
-34124,
-113698,
-50416,
-113698
],
[
54,
49,
58,
54,
49,
58
],
[
58,
54,
63,
58,
54,
63
],
[
48,
44,
54,
48,
44,
54
],
[
14580,
6636,
7944,
14580,
6636,
7944
],
[
33.972589,
35.472589,
33.972589,
33.972589,
35.472589,
33.972589
],
[
7,
4,
3,
7,
4,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-42432,
326937,
-579096,
-577622,
-98724,
-579096
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14811,
"evaluation_days": 1234.25,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653141600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758856831695,
"expiration_time": 1762561411200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 181,
"offset": 12,
"std": 2.89243
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 118,
"offset": 0,
"std": 3.10324
}
}
}
| # | 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) |
|---|