| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 218894.1786 | 128557.3598 | 90336.8188 | 339602.5759 | 173569.775 | 166032.8009 |
| Total P&L (%) | 218.8942 | 128.5574 | 90.3368 | 339.6026 | 173.5698 | 166.0328 |
| Avg Daily Profit (%) | 0.1766 | 0.1037 | 0.0729 | 0.1195 | 0.0812 | 0.079 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -63934 | -40290 | -52758 | -132597 | -121499 | -100621 |
| Profit Factor | 1.74 | 1.9195 | 1.5791 | 1.5501 | 1.5507 | 1.5494 |
| Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
| Winning Trades | 81 | 39 | 42 | 81 | 39 | 42 |
| Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
| Profitability (%) | 80.198 | 78 | 82.3529 | 80.198 | 78 | 82.3529 |
| Ratio Avg Win / Avg Loss | 0.4296 | 0.5414 | 0.3384 | 0.3827 | 0.4374 | 0.332 |
| Largest Winning Trade | 22011 | 22011 | 21180 | 39094 | 38297 | 39094 |
| Largest Losing Trade | -36253 | -35294 | -36253 | -108483 | -108483 | -68230 |
| Avg Bars in Trades | 34 | 43 | 25 | 34 | 43 | 25 |
| Avg Bars in Winners | 10 | 11 | 9 | 10 | 11 | 9 |
| Avg Bars in Losers | 130 | 156 | 97 | 130 | 156 | 97 |
| Bars Traded | 3460 | 2185 | 1275 | 3460 | 2185 | 1275 |
| Profit Streak | 0 | 130.6558 | 0 | 0 | 130.6558 | 0 |
| Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 446282 | -228639 | -271154 | -29009 | -259549 | -263216 |
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1239.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658822400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759160658387,
"expiration_time": 1762345152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 235,
"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": [
[
218894.1786486594,
128557.3598134139,
90336.8188352456,
339602.5758620175,
173569.774971919,
166032.8008900983
],
[
218.894179,
128.55736,
90.336819,
339.602576,
173.569775,
166.032801
],
[
0.176623,
0.103731,
0.072892,
0.119547,
0.081237,
0.078981
],
[
10,
10,
10,
10,
10,
10
],
[
-63934,
-40290,
-52758,
-132597,
-121499,
-100621
],
[
1.739985,
1.919508,
1.57909,
1.550096,
1.550741,
1.549423
],
[
101,
50,
51,
101,
50,
51
],
[
81,
39,
42,
81,
39,
42
],
[
20,
11,
9,
20,
11,
9
],
[
80.19802,
78,
82.352941,
80.19802,
78,
82.352941
],
[
0.429626,
0.5414,
0.338376,
0.38274,
0.437389,
0.332019
],
[
22011,
22011,
21180,
39094,
38297,
39094
],
[
-36253,
-35294,
-36253,
-108483,
-108483,
-68230
],
[
34,
43,
25,
34,
43,
25
],
[
10,
11,
9,
10,
11,
9
],
[
130,
156,
97,
130,
156,
97
],
[
3460,
2185,
1275,
3460,
2185,
1275
],
[
0,
130.655768,
0,
0,
130.655768,
0
],
[
0,
5,
0,
0,
5,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
446282,
-228639,
-271154,
-29009,
-259549,
-263216
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 3718,
"evaluation_days": 1239.33,
"actual_first_datapoint_time": 1652083200000,
"first_datapoint_time": 1658822400000,
"last_datapoint_time": 1759132800000,
"evaluation_time": 1759160658387,
"expiration_time": 1762345152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 235,
"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) |
|---|