| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 206468.373 | 265414.0746 | -58945.7016 | -2639802.471 | -1348371.1067 | -1291431.3643 |
| Total P&L (%) | 206.4684 | 265.4141 | -58.9457 | -2639.8025 | -1348.3711 | -1291.4314 |
| Avg Daily Profit (%) | 0.166 | 0.2134 | -0.0474 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 19.2435 | 19.2435 | 19.2435 | 19.2435 | 19.2435 | 19.2435 |
| Max Trade Drawdown | -79118 | -42433 | -79118 | -2473872 | -1379937 | -1187818 |
| Profit Factor | 1.3567 | 2.7115 | 0.8609 | 0.4179 | 0.4454 | 0.386 |
| Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
| Winning Trades | 65 | 32 | 33 | 18 | 10 | 8 |
| Losing Trades | 19 | 10 | 9 | 66 | 32 | 34 |
| Profitability (%) | 77.381 | 76.1905 | 78.5714 | 21.4286 | 23.8095 | 19.0476 |
| Ratio Avg Win / Avg Loss | 0.3966 | 0.8473 | 0.2348 | 1.5322 | 1.4253 | 1.6406 |
| Largest Winning Trade | 46534 | 46534 | 26347 | 742898 | 742898 | 300476 |
| Largest Losing Trade | -254001 | -42433 | -254001 | -566159 | -566159 | -320641 |
| Avg Bars in Trades | 169 | 186 | 152 | 169 | 186 | 152 |
| Avg Bars in Winners | 110 | 124 | 95 | 363 | 384 | 336 |
| Avg Bars in Losers | 372 | 384 | 359 | 116 | 124 | 108 |
| Bars Traded | 14229 | 7837 | 6392 | 14229 | 7837 | 6392 |
| Profit Streak | 62.3908 | 87.1408 | 62.3908 | 0 | 0 | 0 |
| Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 419328 | 537564 | -576056 | -623331 | -614129 | -634006 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14924,
"evaluation_days": 1243.67,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1654833600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759540965659,
"expiration_time": 1763404300800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 198,
"offset": 184
}
}
} {
"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": [
[
206468.3730028961,
265414.0746278584,
-58945.7016249623,
-2639802.4710268695,
-1348371.1066815997,
-1291431.3643452697
],
[
206.468373,
265.414075,
-58.945702,
-2639.802471,
-1348.371107,
-1291.431364
],
[
0.166015,
0.213412,
-0.047397,
0,
0,
0
],
[
19.243453,
19.243453,
19.243453,
19.243453,
19.243453,
19.243453
],
[
-79118,
-42433,
-79118,
-2473872,
-1379937,
-1187818
],
[
1.356676,
2.711474,
0.860908,
0.417868,
0.445409,
0.386034
],
[
84,
42,
42,
84,
42,
42
],
[
65,
32,
33,
18,
10,
8
],
[
19,
10,
9,
66,
32,
34
],
[
77.380952,
76.190476,
78.571429,
21.428571,
23.809524,
19.047619
],
[
0.396567,
0.847336,
0.234793,
1.532182,
1.425309,
1.640643
],
[
46534,
46534,
26347,
742898,
742898,
300476
],
[
-254001,
-42433,
-254001,
-566159,
-566159,
-320641
],
[
169,
186,
152,
169,
186,
152
],
[
110,
124,
95,
363,
384,
336
],
[
372,
384,
359,
116,
124,
108
],
[
14229,
7837,
6392,
14229,
7837,
6392
],
[
62.390806,
87.140806,
62.390806,
0,
0,
0
],
[
5,
3,
2,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
419328,
537564,
-576056,
-623331,
-614129,
-634006
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14924,
"evaluation_days": 1243.67,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1654833600000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759540965659,
"expiration_time": 1763404300800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 91,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 198,
"offset": 184
}
}
}
| # | 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) |
|---|