| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 372743.0585 | 279388.598 | 93354.4605 | 97059.3827 | 82230.6549 | 14828.7278 |
| Total P&L (%) | 372.7431 | 279.3886 | 93.3545 | 97.0594 | 82.2307 | 14.8287 |
| Avg Daily Profit (%) | 0.2988 | 0.2239 | 0.0748 | 0.0544 | 0.0481 | 0.0111 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89925 | -60739 | -125310 | -113493 | -108422 | -122111 |
| Profit Factor | 1.4909 | 1.8024 | 1.2271 | 1.1532 | 1.2885 | 1.0426 |
| Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
| Winning Trades | 126 | 62 | 64 | 126 | 62 | 64 |
| Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
| Profitability (%) | 70.7865 | 69.6629 | 71.9101 | 70.7865 | 69.6629 | 71.9101 |
| Ratio Avg Win / Avg Loss | 0.6153 | 0.7849 | 0.4793 | 0.4759 | 0.5611 | 0.4073 |
| Largest Winning Trade | 32761 | 32761 | 20984 | 29339 | 24659 | 29339 |
| Largest Losing Trade | -79808 | -39879 | -79808 | -88778 | -81130 | -88778 |
| Avg Bars in Trades | 41 | 46 | 36 | 41 | 46 | 36 |
| Avg Bars in Winners | 26 | 27 | 26 | 26 | 27 | 26 |
| Avg Bars in Losers | 75 | 89 | 61 | 75 | 89 | 61 |
| Bars Traded | 7321 | 4116 | 3205 | 7321 | 4116 | 3205 |
| Profit Streak | 28.5926 | 28.5926 | 52.2593 | 28.5926 | 28.5926 | 52.2593 |
| Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 474369 | 431461 | -90793 | -168799 | -126795 | -364669 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7486,
"evaluation_days": 1247.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653264000000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759875204761,
"expiration_time": 1763101152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 83,
"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": [
[
372743.0584936711,
279388.5980395693,
93354.4604541018,
97059.3826609243,
82230.6548709216,
14828.7277900028
],
[
372.743058,
279.388598,
93.35446,
97.059383,
82.230655,
14.828728
],
[
0.298751,
0.223928,
0.074823,
0.054383,
0.048109,
0.011083
],
[
10,
10,
10,
10,
10,
10
],
[
-89925,
-60739,
-125310,
-113493,
-108422,
-122111
],
[
1.490888,
1.802449,
1.227055,
1.153238,
1.288477,
1.04257
],
[
178,
89,
89,
178,
89,
89
],
[
126,
62,
64,
126,
62,
64
],
[
52,
27,
25,
52,
27,
25
],
[
70.786517,
69.662921,
71.910112,
70.786517,
69.662921,
71.910112
],
[
0.615287,
0.784937,
0.479318,
0.47594,
0.561111,
0.407254
],
[
32761,
32761,
20984,
29339,
24659,
29339
],
[
-79808,
-39879,
-79808,
-88778,
-81130,
-88778
],
[
41,
46,
36,
41,
46,
36
],
[
26,
27,
26,
26,
27,
26
],
[
75,
89,
61,
75,
89,
61
],
[
7321,
4116,
3205,
7321,
4116,
3205
],
[
28.592648,
28.592648,
52.259314,
28.592648,
28.592648,
52.259314
],
[
4,
2,
4,
4,
2,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
474369,
431461,
-90793,
-168799,
-126795,
-364669
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7486,
"evaluation_days": 1247.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653264000000,
"last_datapoint_time": 1759867200000,
"evaluation_time": 1759875204761,
"expiration_time": 1763101152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 83,
"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) |
|---|