| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 82489.5152 | 187485.9232 | -104996.408 | 217741.1398 | 152155.7502 | 65585.3896 |
| Total P&L (%) | 82.4895 | 187.4859 | -104.9964 | 217.7411 | 152.1558 | 65.5854 |
| Avg Daily Profit (%) | 0.0666 | 0.1515 | -0.0848 | 0.0935 | 0.0748 | 0.0408 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -256164 | -40963 | -256629 | -341628 | -216518 | -344698 |
| Profit Factor | 1.1397 | 2.4868 | 0.774 | 1.1884 | 1.394 | 1.0852 |
| Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
| Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
| Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
| Profitability (%) | 65.7895 | 68.4211 | 63.1579 | 65.7895 | 68.4211 | 63.1579 |
| Ratio Avg Win / Avg Loss | 0.5926 | 1.1478 | 0.4515 | 0.618 | 0.6434 | 0.633 |
| Largest Winning Trade | 35264 | 29372 | 35264 | 234680 | 77912 | 234680 |
| Largest Losing Trade | -191084 | -25210 | -191084 | -271506 | -145220 | -271506 |
| Avg Bars in Trades | 46 | 25 | 68 | 46 | 25 | 68 |
| Avg Bars in Winners | 34 | 20 | 48 | 35 | 19 | 53 |
| Avg Bars in Losers | 71 | 34 | 102 | 67 | 36 | 93 |
| Bars Traded | 3551 | 954 | 2597 | 3551 | 954 | 2597 |
| Profit Streak | 23.5741 | 98.5741 | 0 | 23.5741 | 98.5741 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -223403 | 535345 | -579059 | -134078 | -90105 | -265493 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3713,
"evaluation_days": 1237.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654272000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759009604666,
"expiration_time": 1762196832000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 21,
"offset": 0,
"std": 1.46289
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 77,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
82489.5152291881,
187485.9232126366,
-104996.4079834484,
217741.1398402544,
152155.7502231798,
65585.3896170746
],
[
82.489515,
187.485923,
-104.996408,
217.74114,
152.15575,
65.58539
],
[
0.066649,
0.151483,
-0.084834,
0.09345,
0.074755,
0.040756
],
[
10,
10,
10,
10,
10,
10
],
[
-256164,
-40963,
-256629,
-341628,
-216518,
-344698
],
[
1.139672,
2.486809,
0.773957,
1.18839,
1.393993,
1.085219
],
[
76,
38,
38,
76,
38,
38
],
[
50,
26,
24,
50,
26,
24
],
[
26,
12,
14,
26,
12,
14
],
[
65.789474,
68.421053,
63.157895,
65.789474,
68.421053,
63.157895
],
[
0.592629,
1.147758,
0.451475,
0.617963,
0.643381,
0.633044
],
[
35264,
29372,
35264,
234680,
77912,
234680
],
[
-191084,
-25210,
-191084,
-271506,
-145220,
-271506
],
[
46,
25,
68,
46,
25,
68
],
[
34,
20,
48,
35,
19,
53
],
[
71,
34,
102,
67,
36,
93
],
[
3551,
954,
2597,
3551,
954,
2597
],
[
23.574128,
98.574128,
0,
23.574128,
98.574128,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-223403,
535345,
-579059,
-134078,
-90105,
-265493
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3713,
"evaluation_days": 1237.67,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1654272000000,
"last_datapoint_time": 1758988800000,
"evaluation_time": 1759009604666,
"expiration_time": 1762196832000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 21,
"offset": 0,
"std": 1.46289
}
},
"second_band": {
"type": "kcb",
"factors": {
"length": 77,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|