| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 203158.4266 | 167150.7459 | 36007.6807 | -39986.3277 | 29008.4937 | -68994.8214 |
| Total P&L (%) | 203.1584 | 167.1507 | 36.0077 | -39.9863 | 29.0085 | -68.9948 |
| Avg Daily Profit (%) | 0.195 | 0.1605 | 0.0346 | -0.049 | 0.0245 | -0.1124 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91660 | -51057 | -69750 | -93534 | -33980 | -18144 |
| Profit Factor | 1.5202 | 2.2685 | 1.1392 | 0.7976 | 1.5555 | 0.5251 |
| Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
| Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
| Profitability (%) | 75.9036 | 76.1905 | 75.6098 | 75.9036 | 76.1905 | 75.6098 |
| Ratio Avg Win / Avg Loss | 0.4826 | 0.7089 | 0.3675 | 0.2532 | 0.4861 | 0.1694 |
| Largest Winning Trade | 18144 | 18144 | 17566 | 7881 | 6935 | 7881 |
| Largest Losing Trade | -91660 | -51057 | -91660 | -93405 | -33980 | -93405 |
| Avg Bars in Trades | 295 | 326 | 262 | 295 | 326 | 262 |
| Avg Bars in Winners | 152 | 180 | 124 | 152 | 180 | 124 |
| Avg Bars in Losers | 743 | 797 | 690 | 743 | 797 | 690 |
| Bars Traded | 24508 | 13731 | 10777 | 24508 | 13731 | 10777 |
| Profit Streak | 35.2781 | 85.7781 | 35.2781 | 35.2781 | 85.7781 | 35.2781 |
| Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 404449 | 492127 | -214075 | -576884 | -158574 | -576430 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669518000000,
"first_datapoint_time": 1671058800000,
"last_datapoint_time": 1759518000000,
"evaluation_time": 1759520430751,
"expiration_time": 1765998000000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 234,
"offset": 195,
"a": 0.17197
}
}
} {
"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": [
[
203158.4266222714,
167150.7458870492,
36007.6807352222,
-39986.3276822596,
29008.4936743691,
-68994.8213566288
],
[
203.158427,
167.150746,
36.007681,
-39.986328,
29.008494,
-68.994821
],
[
0.195031,
0.160464,
0.034567,
-0.049005,
0.024455,
-0.112354
],
[
10,
10,
10,
10,
10,
10
],
[
-91660,
-51057,
-69750,
-93534,
-33980,
-18144
],
[
1.520206,
2.268538,
1.13915,
0.797559,
1.555459,
0.525146
],
[
83,
42,
41,
83,
42,
41
],
[
63,
32,
31,
63,
32,
31
],
[
20,
10,
10,
20,
10,
10
],
[
75.903614,
76.190476,
75.609756,
75.903614,
76.190476,
75.609756
],
[
0.482605,
0.708918,
0.367468,
0.253193,
0.486081,
0.169402
],
[
18144,
18144,
17566,
7881,
6935,
7881
],
[
-91660,
-51057,
-91660,
-93405,
-33980,
-93405
],
[
295,
326,
262,
295,
326,
262
],
[
152,
180,
124,
152,
180,
124
],
[
743,
797,
690,
743,
797,
690
],
[
24508,
13731,
10777,
24508,
13731,
10777
],
[
35.278134,
85.778134,
35.278134,
35.278134,
85.778134,
35.278134
],
[
5,
4,
2,
5,
4,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
404449,
492127,
-214075,
-576884,
-158574,
-576430
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669518000000,
"first_datapoint_time": 1671058800000,
"last_datapoint_time": 1759518000000,
"evaluation_time": 1759520430751,
"expiration_time": 1765998000000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 84,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 234,
"offset": 195,
"a": 0.17197
}
}
}
| # | 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) |
|---|