| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 85389.2334 | 59294.0724 | 26095.161 | -10038.0276 | 9782.1167 | -19820.1443 |
| Total P&L (%) | 85.3892 | 59.2941 | 26.0952 | -10.038 | 9.7821 | -19.8201 |
| Avg Daily Profit (%) | 0.1639 | 0.1138 | 0.0501 | -0.0203 | 0.0179 | -0.0424 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -92034 | -76306 | -79382 | -112012 | -92179 | -91513 |
| Profit Factor | 1.2044 | 1.31 | 1.1152 | 0.9737 | 1.0563 | 0.9045 |
| Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
| Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 69 | 68 | 70 | 69 | 68 | 70 |
| Ratio Avg Win / Avg Loss | 0.5411 | 0.6165 | 0.4779 | 0.4374 | 0.4971 | 0.3876 |
| Largest Winning Trade | 32706 | 32706 | 19984 | 25959 | 25959 | 24958 |
| Largest Losing Trade | -44199 | -33676 | -44199 | -54446 | -53908 | -54446 |
| Avg Bars in Trades | 239 | 249 | 230 | 239 | 249 | 230 |
| Avg Bars in Winners | 164 | 174 | 155 | 164 | 174 | 155 |
| Avg Bars in Losers | 406 | 408 | 404 | 406 | 408 | 404 |
| Bars Traded | 23963 | 12460 | 11503 | 23963 | 12460 | 11503 |
| Profit Streak | 32.2755 | 32.2755 | 51.3172 | 32.2755 | 32.2755 | 51.3172 |
| Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 329492 | -220085 | -401482 | -576771 | -671787 | -757330 |
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714719600000,
"first_datapoint_time": 1715567400000,
"last_datapoint_time": 1759717800000,
"evaluation_time": 1759720002053,
"expiration_time": 1766197800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 232,
"offset": 240
}
}
} {
"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": [
[
85389.2334277479,
59294.0723959671,
26095.1610317808,
-10038.0275972164,
9782.1166562901,
-19820.1442535064
],
[
85.389233,
59.294072,
26.095161,
-10.038028,
9.782117,
-19.820144
],
[
0.163948,
0.113845,
0.050103,
-0.020308,
0.017921,
-0.042404
],
[
10,
10,
10,
10,
10,
10
],
[
-92034,
-76306,
-79382,
-112012,
-92179,
-91513
],
[
1.204399,
1.310043,
1.115204,
0.973673,
1.056303,
0.904499
],
[
100,
50,
50,
100,
50,
50
],
[
69,
34,
35,
69,
34,
35
],
[
31,
16,
15,
31,
16,
15
],
[
69,
68,
70,
69,
68,
70
],
[
0.541107,
0.616491,
0.477945,
0.437447,
0.497084,
0.387642
],
[
32706,
32706,
19984,
25959,
25959,
24958
],
[
-44199,
-33676,
-44199,
-54446,
-53908,
-54446
],
[
239,
249,
230,
239,
249,
230
],
[
164,
174,
155,
164,
174,
155
],
[
406,
408,
404,
406,
408,
404
],
[
23963,
12460,
11503,
23963,
12460,
11503
],
[
32.275487,
32.275487,
51.317153,
32.275487,
32.275487,
51.317153
],
[
6,
3,
4,
6,
3,
4
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
329492,
-220085,
-401482,
-576771,
-671787,
-757330
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714719600000,
"first_datapoint_time": 1715567400000,
"last_datapoint_time": 1759717800000,
"evaluation_time": 1759720002053,
"expiration_time": 1766197800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 138,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 232,
"offset": 240
}
}
}
| # | 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) |
|---|