| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 175528.7004 | 154076.084 | 21452.6164 | -55377.8338 | 9285.9882 | -64663.822 |
| Total P&L (%) | 175.5287 | 154.0761 | 21.4526 | -55.3778 | 9.286 | -64.6638 |
| Avg Daily Profit (%) | 0.1685 | 0.1479 | 0.0206 | -0.0774 | 0.0085 | -0.0998 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101351 | -74927 | -97958 | -97364 | -46115 | -98980 |
| Profit Factor | 1.2089 | 1.4332 | 1.0443 | 0.877 | 1.0516 | 0.7607 |
| Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
| Winning Trades | 364 | 185 | 179 | 364 | 185 | 179 |
| Losing Trades | 130 | 62 | 68 | 130 | 62 | 68 |
| Profitability (%) | 73.6842 | 74.8988 | 72.4696 | 73.6842 | 74.8988 | 72.4696 |
| Ratio Avg Win / Avg Loss | 0.4317 | 0.4803 | 0.3967 | 0.3132 | 0.3524 | 0.289 |
| Largest Winning Trade | 14402 | 11923 | 14402 | 7653 | 5059 | 7653 |
| Largest Losing Trade | -89367 | -38295 | -89367 | -97364 | -28130 | -97364 |
| Avg Bars in Trades | 49 | 54 | 45 | 49 | 54 | 45 |
| Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 23 |
| Avg Bars in Losers | 123 | 145 | 103 | 123 | 145 | 103 |
| Bars Traded | 24690 | 13423 | 11267 | 24690 | 13423 | 11267 |
| Profit Streak | 3.5553 | 9.8053 | 3.5553 | 3.5553 | 9.8053 | 3.5553 |
| Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 401822 | 329436 | -340860 | -574828 | -507127 | -576866 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670169600000,
"first_datapoint_time": 1671163200000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760170774451,
"expiration_time": 1766649600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.56004,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 186,
"offset": 91
}
}
} {
"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": [
[
175528.7004083544,
154076.0840190154,
21452.6163893392,
-55377.8337904004,
9285.9882389739,
-64663.8220293744
],
[
175.5287,
154.076084,
21.452616,
-55.377834,
9.285988,
-64.663822
],
[
0.168507,
0.147913,
0.020594,
-0.077436,
0.008525,
-0.099815
],
[
10,
10,
10,
10,
10,
10
],
[
-101351,
-74927,
-97958,
-97364,
-46115,
-98980
],
[
1.208886,
1.433211,
1.044264,
0.876962,
1.051614,
0.760659
],
[
494,
247,
247,
494,
247,
247
],
[
364,
185,
179,
364,
185,
179
],
[
130,
62,
68,
130,
62,
68
],
[
73.684211,
74.898785,
72.469636,
73.684211,
74.898785,
72.469636
],
[
0.431745,
0.480319,
0.396704,
0.313201,
0.352433,
0.288965
],
[
14402,
11923,
14402,
7653,
5059,
7653
],
[
-89367,
-38295,
-89367,
-97364,
-28130,
-97364
],
[
49,
54,
45,
49,
54,
45
],
[
23,
23,
23,
23,
23,
23
],
[
123,
145,
103,
123,
145,
103
],
[
24690,
13423,
11267,
24690,
13423,
11267
],
[
3.55526,
9.80526,
3.55526,
3.55526,
9.80526,
3.55526
],
[
6,
3,
3,
6,
3,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
401822,
329436,
-340860,
-574828,
-507127,
-576866
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1670169600000,
"first_datapoint_time": 1671163200000,
"last_datapoint_time": 1760169600000,
"evaluation_time": 1760170774451,
"expiration_time": 1766649600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.56004,
"nc": 0.1
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 186,
"offset": 91
}
}
}
| # | 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) |
|---|