| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 91301.661 | 208400.1279 | -117098.4669 | 799980.6344 | 426643.3212 | 373337.3132 |
| Total P&L (%) | 91.3017 | 208.4001 | -117.0985 | 799.9806 | 426.6433 | 373.3373 |
| Avg Daily Profit (%) | 0.0731 | 0.1668 | -0.0937 | 0.176 | 0.1331 | 0.1245 |
| Buy And Hold Return (%) | 14.036 | 14.036 | 14.036 | 14.036 | 14.036 | 14.036 |
| Max Trade Drawdown | -134262 | -55468 | -137914 | -279596 | -182789 | -269691 |
| Profit Factor | 1.1352 | 2.0116 | 0.7506 | 1.5334 | 1.6682 | 1.4334 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 52 | 24 | 28 | 48 | 22 | 26 |
| Losing Trades | 30 | 17 | 13 | 34 | 19 | 15 |
| Profitability (%) | 63.4146 | 58.5366 | 68.2927 | 58.5366 | 53.6585 | 63.4146 |
| Ratio Avg Win / Avg Loss | 0.6549 | 1.4249 | 0.3485 | 1.0861 | 1.4407 | 0.827 |
| Largest Winning Trade | 51153 | 51153 | 43210 | 321490 | 258032 | 321490 |
| Largest Losing Trade | -206567 | -33985 | -206567 | -269691 | -182789 | -269691 |
| Avg Bars in Trades | 58 | 52 | 64 | 58 | 52 | 64 |
| Avg Bars in Winners | 50 | 41 | 58 | 49 | 46 | 51 |
| Avg Bars in Losers | 71 | 67 | 76 | 71 | 59 | 86 |
| Bars Traded | 4788 | 2152 | 2636 | 4788 | 2152 | 2636 |
| Profit Streak | 25.4121 | 25.4121 | 70.4121 | 25.4121 | 25.4121 | 70.4121 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -174949 | 422419 | -577403 | 106997 | -12268 | -24800 |
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4997,
"evaluation_days": 1249.25,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1654884000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1760003603348,
"expiration_time": 1763227656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 131,
"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": [
[
91301.6609978053,
208400.1278941399,
-117098.4668963344,
799980.6343721715,
426643.3211574588,
373337.3132147124
],
[
91.301661,
208.400128,
-117.098467,
799.980634,
426.643321,
373.337313
],
[
0.073085,
0.16682,
-0.093735,
0.176037,
0.133077,
0.124523
],
[
14.035964,
14.035964,
14.035964,
14.035964,
14.035964,
14.035964
],
[
-134262,
-55468,
-137914,
-279596,
-182789,
-269691
],
[
1.135157,
2.011555,
0.75059,
1.53338,
1.668233,
1.433424
],
[
82,
41,
41,
82,
41,
41
],
[
52,
24,
28,
48,
22,
26
],
[
30,
17,
13,
34,
19,
15
],
[
63.414634,
58.536585,
68.292683,
58.536585,
53.658537,
63.414634
],
[
0.654899,
1.424852,
0.348488,
1.086144,
1.440747,
0.826975
],
[
51153,
51153,
43210,
321490,
258032,
321490
],
[
-206567,
-33985,
-206567,
-269691,
-182789,
-269691
],
[
58,
52,
64,
58,
52,
64
],
[
50,
41,
58,
49,
46,
51
],
[
71,
67,
76,
71,
59,
86
],
[
4788,
2152,
2636,
4788,
2152,
2636
],
[
25.412076,
25.412076,
70.412076,
25.412076,
25.412076,
70.412076
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-174949,
422419,
-577403,
106997,
-12268,
-24800
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 4997,
"evaluation_days": 1249.25,
"actual_first_datapoint_time": 1652076000000,
"first_datapoint_time": 1654884000000,
"last_datapoint_time": 1759989600000,
"evaluation_time": 1760003603348,
"expiration_time": 1763227656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 131,
"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) |
|---|