| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 219502.1022 | 137474.2565 | 82027.8456 | 273047.4673 | 278058.3675 | -5010.9002 |
| Total P&L (%) | 219.5021 | 137.4743 | 82.0278 | 273.0475 | 278.0584 | -5.0109 |
| Avg Daily Profit (%) | 0.4214 | 0.264 | 0.1575 | 0.2531 | 0.2557 | -0.0099 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -87725 | -44064 | -60881 | -347028 | -158316 | -286467 |
| Profit Factor | 1.4506 | 1.6406 | 1.301 | 1.1409 | 1.339 | 0.9955 |
| Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
| Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
| Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
| Profitability (%) | 48.538 | 47.6744 | 49.4118 | 48.538 | 47.6744 | 49.4118 |
| Ratio Avg Win / Avg Loss | 1.538 | 1.8007 | 1.332 | 1.2096 | 1.4697 | 1.0192 |
| Largest Winning Trade | 56972 | 56972 | 41102 | 151680 | 151680 | 103441 |
| Largest Losing Trade | -28235 | -28235 | -22251 | -103502 | -79223 | -103502 |
| Avg Bars in Trades | 141 | 133 | 150 | 141 | 133 | 150 |
| Avg Bars in Winners | 161 | 146 | 175 | 161 | 146 | 175 |
| Avg Bars in Losers | 123 | 121 | 126 | 123 | 121 | 126 |
| Bars Traded | 24278 | 11492 | 12786 | 24278 | 11492 | 12786 |
| Profit Streak | 0 | 0 | 5.7703 | 0 | 0 | 5.7703 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 409955 | 341171 | 249303 | -57743 | 238384 | -579534 |
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714849200000,
"first_datapoint_time": 1715272200000,
"last_datapoint_time": 1759847400000,
"evaluation_time": 1759849153788,
"expiration_time": 1766327400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 121,
"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": [
[
219502.1021507027,
137474.2565386483,
82027.8456120542,
273047.4673140147,
278058.3674734788,
-5010.9001594643
],
[
219.502102,
137.474257,
82.027846,
273.047467,
278.058367,
-5.0109
],
[
0.421447,
0.263952,
0.157494,
0.253096,
0.255665,
-0.00987
],
[
10,
10,
10,
10,
10,
10
],
[
-87725,
-44064,
-60881,
-347028,
-158316,
-286467
],
[
1.450637,
1.640593,
1.301032,
1.140864,
1.339015,
0.995519
],
[
171,
86,
85,
171,
86,
85
],
[
83,
41,
42,
83,
41,
42
],
[
88,
45,
43,
88,
45,
43
],
[
48.538012,
47.674419,
49.411765,
48.538012,
47.674419,
49.411765
],
[
1.538024,
1.800651,
1.332009,
1.20959,
1.469651,
1.019222
],
[
56972,
56972,
41102,
151680,
151680,
103441
],
[
-28235,
-28235,
-22251,
-103502,
-79223,
-103502
],
[
141,
133,
150,
141,
133,
150
],
[
161,
146,
175,
161,
146,
175
],
[
123,
121,
126,
123,
121,
126
],
[
24278,
11492,
12786,
24278,
11492,
12786
],
[
0,
0,
5.770298,
0,
0,
5.770298
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
409955,
341171,
249303,
-57743,
238384,
-579534
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1714849200000,
"first_datapoint_time": 1715272200000,
"last_datapoint_time": 1759847400000,
"evaluation_time": 1759849153788,
"expiration_time": 1766327400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 121,
"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) |
|---|