| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 385433.1893 | 299878.0257 | 85555.1635 | 82003.7982 | 67591.8815 | 14411.9167 |
| Total P&L (%) | 385.4332 | 299.878 | 85.5552 | 82.0038 | 67.5919 | 14.4119 |
| Avg Daily Profit (%) | 0.3098 | 0.2411 | 0.0688 | 0.0482 | 0.0415 | 0.0108 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112382 | -74205 | -88170 | -417947 | -304743 | -173806 |
| Profit Factor | 1.4615 | 1.7691 | 1.1922 | 1.0632 | 1.1026 | 1.0226 |
| Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
| Winning Trades | 130 | 63 | 67 | 130 | 63 | 67 |
| Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
| Profitability (%) | 68.4211 | 66.3158 | 70.5263 | 68.4211 | 66.3158 | 70.5263 |
| Ratio Avg Win / Avg Loss | 0.6746 | 0.8986 | 0.4982 | 0.4907 | 0.56 | 0.4274 |
| Largest Winning Trade | 46136 | 46136 | 27379 | 105876 | 73564 | 105876 |
| Largest Losing Trade | -82967 | -48092 | -82967 | -248387 | -248387 | -107754 |
| Avg Bars in Trades | 25 | 27 | 23 | 25 | 27 | 23 |
| Avg Bars in Winners | 16 | 18 | 15 | 16 | 18 | 15 |
| Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
| Bars Traded | 4873 | 2627 | 2246 | 4873 | 2627 | 2246 |
| Profit Streak | 25.2534 | 25.2534 | 48.7534 | 25.2534 | 25.2534 | 48.7534 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 472630 | 429910 | -107567 | -276064 | -243606 | -399887 |
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4976,
"evaluation_days": 1244,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1653004800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759557895342,
"expiration_time": 1762760448000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 21,
"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": [
[
385433.1892650117,
299878.0257367698,
85555.1635282418,
82003.7982083645,
67591.8814858431,
14411.9167225215
],
[
385.433189,
299.878026,
85.555164,
82.003798,
67.591881,
14.411917
],
[
0.309834,
0.24106,
0.068774,
0.048151,
0.041517,
0.010823
],
[
10,
10,
10,
10,
10,
10
],
[
-112382,
-74205,
-88170,
-417947,
-304743,
-173806
],
[
1.461537,
1.769051,
1.192183,
1.063245,
1.10255,
1.022607
],
[
190,
95,
95,
190,
95,
95
],
[
130,
63,
67,
130,
63,
67
],
[
60,
32,
28,
60,
32,
28
],
[
68.421053,
66.315789,
70.526316,
68.421053,
66.315789,
70.526316
],
[
0.674556,
0.898566,
0.498226,
0.490728,
0.560025,
0.427358
],
[
46136,
46136,
27379,
105876,
73564,
105876
],
[
-82967,
-48092,
-82967,
-248387,
-248387,
-107754
],
[
25,
27,
23,
25,
27,
23
],
[
16,
18,
15,
16,
18,
15
],
[
44,
45,
43,
44,
45,
43
],
[
4873,
2627,
2246,
4873,
2627,
2246
],
[
25.253418,
25.253418,
48.753418,
25.253418,
25.253418,
48.753418
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
472630,
429910,
-107567,
-276064,
-243606,
-399887
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4976,
"evaluation_days": 1244,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1653004800000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759557895342,
"expiration_time": 1762760448000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 39,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 21,
"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) |
|---|