| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 183641.4879 | 164097.0918 | 19544.3961 | -57551.1662 | 27319.6915 | -84870.8576 |
| Total P&L (%) | 183.6415 | 164.0971 | 19.5444 | -57.5512 | 27.3197 | -84.8709 |
| Avg Daily Profit (%) | 0.1763 | 0.1575 | 0.0188 | -0.0822 | 0.0232 | -0.1811 |
| Buy And Hold Return (%) | 20.8445 | 20.8445 | 20.8445 | 20.8445 | 20.8445 | 20.8445 |
| Max Trade Drawdown | -87835 | -66105 | -87835 | -99878 | -51729 | -110887 |
| Profit Factor | 1.2229 | 1.4608 | 1.0418 | 0.8824 | 1.1416 | 0.7138 |
| Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
| Winning Trades | 290 | 143 | 147 | 290 | 143 | 147 |
| Losing Trades | 82 | 43 | 39 | 82 | 43 | 39 |
| Profitability (%) | 77.957 | 76.8817 | 79.0323 | 77.957 | 76.8817 | 79.0323 |
| Ratio Avg Win / Avg Loss | 0.3458 | 0.4393 | 0.2764 | 0.2495 | 0.3433 | 0.1894 |
| Largest Winning Trade | 18718 | 18718 | 15881 | 9922 | 9519 | 9922 |
| Largest Losing Trade | -87835 | -44516 | -87835 | -99878 | -40604 | -99878 |
| Avg Bars in Trades | 65 | 68 | 63 | 65 | 68 | 63 |
| Avg Bars in Winners | 34 | 32 | 35 | 34 | 32 | 35 |
| Avg Bars in Losers | 179 | 190 | 166 | 179 | 190 | 166 |
| Bars Traded | 24548 | 12764 | 11784 | 24548 | 12764 | 11784 |
| Profit Streak | 7.7848 | 7.7848 | 28.0348 | 7.7848 | 7.7848 | 28.0348 |
| Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 454905 | 436364 | -504000 | -573506 | -292037 | -574984 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669780800000,
"first_datapoint_time": 1670529600000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759783807780,
"expiration_time": 1766260800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"offset": 112
}
}
} {
"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": [
[
183641.4879364052,
164097.0918008515,
19544.3961355538,
-57551.1661523081,
27319.691467817,
-84870.8576201251
],
[
183.641488,
164.097092,
19.544396,
-57.551166,
27.319691,
-84.870858
],
[
0.176295,
0.157533,
0.018763,
-0.082226,
0.02319,
-0.181136
],
[
20.84453,
20.84453,
20.84453,
20.84453,
20.84453,
20.84453
],
[
-87835,
-66105,
-87835,
-99878,
-51729,
-110887
],
[
1.222919,
1.460812,
1.041788,
0.882437,
1.141558,
0.713799
],
[
372,
186,
186,
372,
186,
186
],
[
290,
143,
147,
290,
143,
147
],
[
82,
43,
39,
82,
43,
39
],
[
77.956989,
76.88172,
79.032258,
77.956989,
76.88172,
79.032258
],
[
0.345791,
0.439265,
0.276393,
0.249517,
0.343266,
0.189375
],
[
18718,
18718,
15881,
9922,
9519,
9922
],
[
-87835,
-44516,
-87835,
-99878,
-40604,
-99878
],
[
65,
68,
63,
65,
68,
63
],
[
34,
32,
35,
34,
32,
35
],
[
179,
190,
166,
179,
190,
166
],
[
24548,
12764,
11784,
24548,
12764,
11784
],
[
7.784812,
7.784812,
28.034812,
7.784812,
7.784812,
28.034812
],
[
6,
3,
7,
6,
3,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
454905,
436364,
-504000,
-573506,
-292037,
-574984
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669780800000,
"first_datapoint_time": 1670529600000,
"last_datapoint_time": 1759780800000,
"evaluation_time": 1759783807780,
"expiration_time": 1766260800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 49,
"offset": 112
}
}
}
| # | 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) |
|---|