| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 304786.7206 | 272924.1822 | 31862.5384 | -330671.5228 | 18868.1609 | -349539.6837 |
| Total P&L (%) | 304.7867 | 272.9242 | 31.8625 | -330.6715 | 18.8682 | -349.5397 |
| Avg Daily Profit (%) | 0.2449 | 0.2193 | 0.0256 | 0 | 0.0139 | 0 |
| Buy And Hold Return (%) | 14.2628 | 14.2628 | 14.2628 | 14.2628 | 14.2628 | 14.2628 |
| Max Trade Drawdown | -125731 | -64644 | -146309 | -767658 | -306724 | -551756 |
| Profit Factor | 1.5665 | 2.1672 | 1.1047 | 0.7666 | 1.0296 | 0.5508 |
| Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
| Winning Trades | 51 | 23 | 28 | 23 | 14 | 9 |
| Losing Trades | 22 | 13 | 9 | 50 | 22 | 28 |
| Profitability (%) | 69.863 | 63.8889 | 75.6757 | 31.5068 | 38.8889 | 24.3243 |
| Ratio Avg Win / Avg Loss | 0.6757 | 1.225 | 0.3551 | 1.6664 | 1.6179 | 1.7136 |
| Largest Winning Trade | 57025 | 57025 | 54472 | 249456 | 249456 | 198559 |
| Largest Losing Trade | -125731 | -46257 | -125731 | -287143 | -114349 | -287143 |
| Avg Bars in Trades | 99 | 149 | 50 | 99 | 149 | 50 |
| Avg Bars in Winners | 65 | 96 | 39 | 174 | 232 | 83 |
| Avg Bars in Losers | 178 | 241 | 85 | 64 | 95 | 40 |
| Bars Traded | 7240 | 5368 | 1872 | 7240 | 5368 | 1872 |
| Profit Streak | 16.8247 | 20.3247 | 16.8247 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -64306 | 473429 | -267082 | -661469 | -430831 | -610787 |
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7466,
"evaluation_days": 1244.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653566400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759592855441,
"expiration_time": 1762804512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 104,
"offset": 159,
"scalar": 1
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
304786.7205511463,
272924.1821819548,
31862.5383691916,
-330671.5227555925,
18868.1609216258,
-349539.6836772183
],
[
304.786721,
272.924182,
31.862538,
-330.671523,
18.868161,
-349.539684
],
[
0.24494,
0.219334,
0.025606,
0,
0.013892,
0
],
[
14.26276,
14.26276,
14.26276,
14.26276,
14.26276,
14.26276
],
[
-125731,
-64644,
-146309,
-767658,
-306724,
-551756
],
[
1.56645,
2.167233,
1.104727,
0.766558,
1.029557,
0.550803
],
[
73,
36,
37,
73,
36,
37
],
[
51,
23,
28,
23,
14,
9
],
[
22,
13,
9,
50,
22,
28
],
[
69.863014,
63.888889,
75.675676,
31.506849,
38.888889,
24.324324
],
[
0.675723,
1.224958,
0.355091,
1.66643,
1.617876,
1.71361
],
[
57025,
57025,
54472,
249456,
249456,
198559
],
[
-125731,
-46257,
-125731,
-287143,
-114349,
-287143
],
[
99,
149,
50,
99,
149,
50
],
[
65,
96,
39,
174,
232,
83
],
[
178,
241,
85,
64,
95,
40
],
[
7240,
5368,
1872,
7240,
5368,
1872
],
[
16.824716,
20.324716,
16.824716,
0,
0,
0
],
[
2,
1,
1,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-64306,
473429,
-267082,
-661469,
-430831,
-610787
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 7466,
"evaluation_days": 1244.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653566400000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759592855441,
"expiration_time": 1762804512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 104,
"offset": 159,
"scalar": 1
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 194,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|