| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 281159.9619 | 268779.6092 | 12380.3527 | -131154.4915 | -4266.5684 | -126887.9231 |
| Total P&L (%) | 281.16 | 268.7796 | 12.3804 | -131.1545 | -4.2666 | -126.8879 |
| Avg Daily Profit (%) | 0.2271 | 0.2171 | 0.01 | 0 | -0.0035 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -113656 | -67603 | -161729 | -163129 | -26293 | -157119 |
| Profit Factor | 1.3503 | 1.7491 | 1.0279 | 0.5795 | 0.9575 | 0.4001 |
| Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
| Winning Trades | 143 | 65 | 78 | 63 | 38 | 25 |
| Losing Trades | 64 | 38 | 26 | 144 | 65 | 79 |
| Profitability (%) | 69.0821 | 63.1068 | 75 | 30.4348 | 36.8932 | 24.0385 |
| Ratio Avg Win / Avg Loss | 0.6043 | 1.0226 | 0.3426 | 1.3245 | 1.6378 | 1.2643 |
| Largest Winning Trade | 69268 | 69268 | 22480 | 18946 | 18946 | 16161 |
| Largest Losing Trade | -107001 | -40338 | -107001 | -114269 | -5179 | -114269 |
| Avg Bars in Trades | 17 | 22 | 11 | 17 | 22 | 11 |
| Avg Bars in Winners | 10 | 14 | 7 | 30 | 35 | 23 |
| Avg Bars in Losers | 31 | 35 | 24 | 11 | 14 | 8 |
| Bars Traded | 3553 | 2309 | 1244 | 3553 | 2309 | 1244 |
| Profit Streak | 17.5593 | 17.5593 | 41.226 | 0 | 0 | 0 |
| Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 431713 | 458503 | -457683 | -585358 | -583099 | -613163 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3714,
"evaluation_days": 1238,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653235200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759037125176,
"expiration_time": 1762226496000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcl",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 41,
"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": [
[
281159.9618528048,
268779.6091969448,
12380.3526558598,
-131154.4915242823,
-4266.5684498453,
-126887.9230744368
],
[
281.159962,
268.779609,
12.380353,
-131.154492,
-4.266568,
-126.887923
],
[
0.227108,
0.217108,
0.01,
0,
-0.003522,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-113656,
-67603,
-161729,
-163129,
-26293,
-157119
],
[
1.350291,
1.749106,
1.027893,
0.579468,
0.957489,
0.400096
],
[
207,
103,
104,
207,
103,
104
],
[
143,
65,
78,
63,
38,
25
],
[
64,
38,
26,
144,
65,
79
],
[
69.082126,
63.106796,
75,
30.434783,
36.893204,
24.038462
],
[
0.604326,
1.022555,
0.342631,
1.324498,
1.63781,
1.264302
],
[
69268,
69268,
22480,
18946,
18946,
16161
],
[
-107001,
-40338,
-107001,
-114269,
-5179,
-114269
],
[
17,
22,
11,
17,
22,
11
],
[
10,
14,
7,
30,
35,
23
],
[
31,
35,
24,
11,
14,
8
],
[
3553,
2309,
1244,
3553,
2309,
1244
],
[
17.559319,
17.559319,
41.225986,
0,
0,
0
],
[
5,
2,
4,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
431713,
458503,
-457683,
-585358,
-583099,
-613163
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3714,
"evaluation_days": 1238,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1653235200000,
"last_datapoint_time": 1759017600000,
"evaluation_time": 1759037125176,
"expiration_time": 1762226496000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcl",
"factors": {
"length": 2,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 41,
"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) |
|---|