| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 230426.3579 | 176919.8414 | 53506.5164 | 194376.4916 | 29136.8853 | 165239.6062 |
| Total P&L (%) | 230.4264 | 176.9198 | 53.5065 | 194.3765 | 29.1369 | 165.2396 |
| Avg Daily Profit (%) | 0.2212 | 0.1698 | 0.0514 | 0.1037 | 0.0246 | 0.0937 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -64046 | -72585 | -59388 | -370132 | -427767 | -102104 |
| Profit Factor | 1.6386 | 1.8072 | 1.3778 | 1.1769 | 1.0365 | 1.55 |
| Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
| Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
| Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
| Profitability (%) | 65.8824 | 61.9048 | 69.7674 | 65.8824 | 61.9048 | 69.7674 |
| Ratio Avg Win / Avg Loss | 0.8486 | 1.1121 | 0.597 | 0.6095 | 0.6378 | 0.6717 |
| Largest Winning Trade | 41677 | 41677 | 18093 | 90519 | 90519 | 53116 |
| Largest Losing Trade | -58095 | -58095 | -51714 | -256728 | -256728 | -70574 |
| Avg Bars in Trades | 283 | 508 | 63 | 283 | 508 | 63 |
| Avg Bars in Winners | 178 | 332 | 45 | 178 | 332 | 45 |
| Avg Bars in Losers | 485 | 795 | 104 | 485 | 795 | 104 |
| Bars Traded | 24096 | 21358 | 2738 | 24096 | 21358 | 2738 |
| Profit Streak | 19.4848 | 0 | 48.6931 | 19.4848 | 0 | 48.6931 |
| Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 404953 | 405606 | -122922 | -78983 | -343713 | -64340 |
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669413600000,
"first_datapoint_time": 1669888800000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759415888112,
"expiration_time": 1765893600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 133,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
230426.3578589665,
176919.8414221011,
53506.5164368657,
194376.4915791143,
29136.8853488657,
165239.6062302488
],
[
230.426358,
176.919841,
53.506516,
194.376492,
29.136885,
165.239606
],
[
0.221209,
0.169843,
0.051366,
0.103704,
0.02455,
0.093688
],
[
10,
10,
10,
10,
10,
10
],
[
-64046,
-72585,
-59388,
-370132,
-427767,
-102104
],
[
1.638607,
1.807179,
1.377755,
1.17693,
1.036504,
1.550004
],
[
85,
42,
43,
85,
42,
43
],
[
56,
26,
30,
56,
26,
30
],
[
29,
16,
13,
29,
16,
13
],
[
65.882353,
61.904762,
69.767442,
65.882353,
61.904762,
69.767442
],
[
0.848564,
1.11211,
0.597027,
0.609482,
0.637849,
0.671668
],
[
41677,
41677,
18093,
90519,
90519,
53116
],
[
-58095,
-58095,
-51714,
-256728,
-256728,
-70574
],
[
283,
508,
63,
283,
508,
63
],
[
178,
332,
45,
178,
332,
45
],
[
485,
795,
104,
485,
795,
104
],
[
24096,
21358,
2738,
24096,
21358,
2738
],
[
19.484816,
0,
48.693149,
19.484816,
0,
48.693149
],
[
1,
0,
2,
1,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
404953,
405606,
-122922,
-78983,
-343713,
-64340
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669413600000,
"first_datapoint_time": 1669888800000,
"last_datapoint_time": 1759413600000,
"evaluation_time": 1759415888112,
"expiration_time": 1765893600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 133,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|