| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 340160.555 | 280853.8649 | 59306.69 | -99808.5147 | -36049.275 | -63759.2397 |
| Total P&L (%) | 340.1606 | 280.8539 | 59.3067 | -99.8085 | -36.0493 | -63.7592 |
| Avg Daily Profit (%) | 0.2727 | 0.2252 | 0.0475 | -0.5005 | -0.0358 | -0.0813 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119394 | -78892 | -145305 | -103764 | -52412 | -80044 |
| Profit Factor | 1.3263 | 1.5495 | 1.1116 | 0.3502 | 0.4735 | 0.2511 |
| Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
| Winning Trades | 196 | 88 | 108 | 196 | 88 | 108 |
| Losing Trades | 112 | 66 | 46 | 112 | 66 | 46 |
| Profitability (%) | 63.6364 | 57.1429 | 70.1299 | 63.6364 | 57.1429 | 70.1299 |
| Ratio Avg Win / Avg Loss | 0.7579 | 1.1621 | 0.4735 | 0.2001 | 0.3551 | 0.107 |
| Largest Winning Trade | 42328 | 42328 | 24220 | 17990 | 17990 | 12447 |
| Largest Losing Trade | -99831 | -48503 | -99831 | -70892 | -44202 | -70892 |
| Avg Bars in Trades | 47 | 54 | 41 | 47 | 54 | 41 |
| Avg Bars in Winners | 34 | 41 | 28 | 34 | 41 | 28 |
| Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
| Bars Traded | 14767 | 8426 | 6341 | 14767 | 8426 | 6341 |
| Profit Streak | 27.0369 | 27.0369 | 51.9536 | 27.0369 | 27.0369 | 51.9536 |
| Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 421239 | 418900 | -225089 | -575897 | -578586 | -576341 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14968,
"evaluation_days": 1247.33,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652788800000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759855990555,
"expiration_time": 1763732505600,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 4.34761
}
}
} {
"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": [
[
340160.5549773864,
280853.8649485249,
59306.6900288616,
-99808.5147435804,
-36049.2750050637,
-63759.2397385167
],
[
340.160555,
280.853865,
59.30669,
-99.808515,
-36.049275,
-63.75924
],
[
0.272711,
0.225164,
0.047547,
-0.500464,
-0.035835,
-0.08134
],
[
10,
10,
10,
10,
10,
10
],
[
-119394,
-78892,
-145305,
-103764,
-52412,
-80044
],
[
1.326317,
1.549466,
1.111629,
0.350248,
0.473519,
0.251108
],
[
308,
154,
154,
308,
154,
154
],
[
196,
88,
108,
196,
88,
108
],
[
112,
66,
46,
112,
66,
46
],
[
63.636364,
57.142857,
70.12987,
63.636364,
57.142857,
70.12987
],
[
0.757895,
1.162099,
0.473472,
0.200142,
0.355139,
0.106953
],
[
42328,
42328,
24220,
17990,
17990,
12447
],
[
-99831,
-48503,
-99831,
-70892,
-44202,
-70892
],
[
47,
54,
41,
47,
54,
41
],
[
34,
41,
28,
34,
41,
28
],
[
71,
71,
71,
71,
71,
71
],
[
14767,
8426,
6341,
14767,
8426,
6341
],
[
27.036928,
27.036928,
51.953594,
27.036928,
27.036928,
51.953594
],
[
4,
2,
6,
4,
2,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
421239,
418900,
-225089,
-575897,
-578586,
-576341
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14968,
"evaluation_days": 1247.33,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1652788800000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759855990555,
"expiration_time": 1763732505600,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 98,
"offset": 0,
"std": 4.34761
}
}
}
| # | 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) |
|---|