| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 365227.7322 | 255677.9516 | 109549.7806 | 584178.7215 | 397869.2665 | 186309.4551 |
| Total P&L (%) | 365.2277 | 255.678 | 109.5498 | 584.1787 | 397.8693 | 186.3095 |
| Avg Daily Profit (%) | 0.3506 | 0.2455 | 0.1052 | 0.1848 | 0.1542 | 0.101 |
| Buy And Hold Return (%) | 12.464 | 12.464 | 12.464 | 12.464 | 12.464 | 12.464 |
| Max Trade Drawdown | -72354 | -64988 | -68002 | -396445 | -279325 | -363497 |
| Profit Factor | 1.5652 | 1.8361 | 1.3218 | 1.3218 | 1.4523 | 1.1991 |
| Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
| Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
| Losing Trades | 68 | 31 | 37 | 68 | 31 | 37 |
| Profitability (%) | 63.4409 | 66.6667 | 60.2151 | 63.4409 | 66.6667 | 60.2151 |
| Ratio Avg Win / Avg Loss | 0.902 | 0.9181 | 0.8733 | 0.7617 | 0.7262 | 0.7923 |
| Largest Winning Trade | 28780 | 28780 | 23484 | 89881 | 88741 | 89881 |
| Largest Losing Trade | -57798 | -40517 | -57798 | -281058 | -215395 | -281058 |
| Avg Bars in Trades | 131 | 142 | 121 | 131 | 142 | 121 |
| Avg Bars in Winners | 109 | 116 | 102 | 109 | 116 | 102 |
| Avg Bars in Losers | 170 | 196 | 149 | 170 | 196 | 149 |
| Bars Traded | 24545 | 13282 | 11263 | 24545 | 13282 | 11263 |
| Profit Streak | 25.5701 | 25.5701 | 48.2367 | 25.5701 | 25.5701 | 48.2367 |
| Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 473976 | 427308 | -51597 | 384404 | 350349 | -58848 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669723200000,
"first_datapoint_time": 1670605200000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759725653168,
"expiration_time": 1766203200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dema",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 246,
"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": [
[
365227.7321706895,
255677.9515769441,
109549.7805937453,
584178.7215398528,
397869.2664717983,
186309.4550680542
],
[
365.227732,
255.677952,
109.549781,
584.178722,
397.869266,
186.309455
],
[
0.350618,
0.24545,
0.105167,
0.184783,
0.154214,
0.101033
],
[
12.464046,
12.464046,
12.464046,
12.464046,
12.464046,
12.464046
],
[
-72354,
-64988,
-68002,
-396445,
-279325,
-363497
],
[
1.565185,
1.83612,
1.321809,
1.321801,
1.452349,
1.199096
],
[
186,
93,
93,
186,
93,
93
],
[
118,
62,
56,
118,
62,
56
],
[
68,
31,
37,
68,
31,
37
],
[
63.44086,
66.666667,
60.215054,
63.44086,
66.666667,
60.215054
],
[
0.901971,
0.91806,
0.873338,
0.761716,
0.726175,
0.79226
],
[
28780,
28780,
23484,
89881,
88741,
89881
],
[
-57798,
-40517,
-57798,
-281058,
-215395,
-281058
],
[
131,
142,
121,
131,
142,
121
],
[
109,
116,
102,
109,
116,
102
],
[
170,
196,
149,
170,
196,
149
],
[
24545,
13282,
11263,
24545,
13282,
11263
],
[
25.57006,
25.57006,
48.236726,
25.57006,
25.57006,
48.236726
],
[
4,
2,
3,
4,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
473976,
427308,
-51597,
384404,
350349,
-58848
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669723200000,
"first_datapoint_time": 1670605200000,
"last_datapoint_time": 1759723200000,
"evaluation_time": 1759725653168,
"expiration_time": 1766203200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 120,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 246,
"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) |
|---|