| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 144859.9404 | 201971.7054 | -57111.765 | -64473.9029 | 192331.4491 | -256805.3521 |
| Total P&L (%) | 144.8599 | 201.9717 | -57.1118 | -64.4739 | 192.3314 | -256.8054 |
| Avg Daily Profit (%) | 0.1162 | 0.1621 | -0.0458 | -0.083 | 0.0861 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -136970 | -88853 | -171599 | -364628 | -123343 | -376960 |
| Profit Factor | 1.078 | 1.2343 | 0.9426 | 0.9733 | 1.1823 | 0.8114 |
| Total Trades | 706 | 353 | 353 | 706 | 353 | 353 |
| Winning Trades | 350 | 166 | 184 | 350 | 166 | 184 |
| Losing Trades | 356 | 187 | 169 | 356 | 187 | 169 |
| Profitability (%) | 49.5751 | 47.0255 | 52.1246 | 49.5751 | 47.0255 | 52.1246 |
| Ratio Avg Win / Avg Loss | 1.0965 | 1.3904 | 0.8658 | 0.99 | 1.3319 | 0.7452 |
| Largest Winning Trade | 94042 | 94042 | 33827 | 185214 | 185214 | 40867 |
| Largest Losing Trade | -30866 | -22973 | -30866 | -109658 | -35407 | -109658 |
| Avg Bars in Trades | 20 | 22 | 19 | 20 | 22 | 19 |
| Avg Bars in Winners | 22 | 25 | 20 | 22 | 25 | 20 |
| Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
| Bars Traded | 14758 | 7911 | 6846 | 14758 | 7911 | 6846 |
| Profit Streak | 4.9033 | 14.2367 | 4.9033 | 4.9033 | 14.2367 | 4.9033 |
| Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -167248 | 322029 | -578308 | -575457 | -96031 | -578308 |
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14954,
"evaluation_days": 1246.17,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653314400000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759758047659,
"expiration_time": 1763628076800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
144859.9404006454,
201971.7054206768,
-57111.7650200314,
-64473.9029480218,
192331.4491166057,
-256805.3520646273
],
[
144.85994,
201.971705,
-57.111765,
-64.473903,
192.331449,
-256.805352
],
[
0.116244,
0.162074,
-0.04583,
-0.083012,
0.086118,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-136970,
-88853,
-171599,
-364628,
-123343,
-376960
],
[
1.077975,
1.23429,
0.942643,
0.97332,
1.182284,
0.811372
],
[
706,
353,
353,
706,
353,
353
],
[
350,
166,
184,
350,
166,
184
],
[
356,
187,
169,
356,
187,
169
],
[
49.575071,
47.025496,
52.124646,
49.575071,
47.025496,
52.124646
],
[
1.096454,
1.390435,
0.865797,
0.990005,
1.33185,
0.745228
],
[
94042,
94042,
33827,
185214,
185214,
40867
],
[
-30866,
-22973,
-30866,
-109658,
-35407,
-109658
],
[
20,
22,
19,
20,
22,
19
],
[
22,
25,
20,
22,
25,
20
],
[
19,
19,
18,
19,
19,
18
],
[
14758,
7911,
6846,
14758,
7911,
6846
],
[
4.903329,
14.236663,
4.903329,
4.903329,
14.236663,
4.903329
],
[
3,
4,
1,
3,
4,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-167248,
322029,
-578308,
-575457,
-96031,
-578308
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 14954,
"evaluation_days": 1246.17,
"actual_first_datapoint_time": 1652090400000,
"first_datapoint_time": 1653314400000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759758047659,
"expiration_time": 1763628076800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 171,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|