| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 295881.1933 | 190578.0478 | 105303.1454 | -3943.0802 | 30949.6335 | -34892.7137 |
| Total P&L (%) | 295.8812 | 190.578 | 105.3031 | -3.9431 | 30.9496 | -34.8927 |
| Avg Daily Profit (%) | 0.2362 | 0.1522 | 0.0841 | -0.0032 | 0.0215 | -0.0343 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -117819 | -44935 | -94922 | -140571 | -56786 | -105785 |
| Profit Factor | 1.8125 | 2.2292 | 1.5036 | 0.9871 | 1.2491 | 0.8076 |
| Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
| Profitability (%) | 80 | 77.1429 | 82.8571 | 80 | 77.1429 | 82.8571 |
| Ratio Avg Win / Avg Loss | 0.4531 | 0.6605 | 0.3111 | 0.2468 | 0.3701 | 0.1671 |
| Largest Winning Trade | 25684 | 25684 | 22985 | 22724 | 22724 | 14623 |
| Largest Losing Trade | -94922 | -44935 | -94922 | -105785 | -56786 | -105785 |
| Avg Bars in Trades | 32 | 36 | 27 | 32 | 36 | 27 |
| Avg Bars in Winners | 11 | 12 | 10 | 11 | 12 | 10 |
| Avg Bars in Losers | 114 | 117 | 110 | 114 | 117 | 110 |
| Bars Traded | 2241 | 1277 | 964 | 2241 | 1277 | 964 |
| Profit Streak | 26.2132 | 91.2132 | 26.2132 | 26.2132 | 91.2132 | 26.2132 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -85001 | 458805 | -76069 | -674370 | -164951 | -575801 |
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2505,
"evaluation_days": 1252.5,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1661342400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760245620525,
"expiration_time": 1763473680000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 121,
"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": [
[
295881.1932721969,
190578.0478487386,
105303.1454234585,
-3943.0802475926,
30949.6334675383,
-34892.7137151308
],
[
295.881193,
190.578048,
105.303145,
-3.94308,
30.949633,
-34.892714
],
[
0.236232,
0.152158,
0.084074,
-0.003212,
0.021531,
-0.034256
],
[
10,
10,
10,
10,
10,
10
],
[
-117819,
-44935,
-94922,
-140571,
-56786,
-105785
],
[
1.812535,
2.229223,
1.503587,
0.987097,
1.249072,
0.807572
],
[
70,
35,
35,
70,
35,
35
],
[
56,
27,
29,
56,
27,
29
],
[
14,
8,
6,
14,
8,
6
],
[
80,
77.142857,
82.857143,
80,
77.142857,
82.857143
],
[
0.453134,
0.66051,
0.311087,
0.246774,
0.370096,
0.167084
],
[
25684,
25684,
22985,
22724,
22724,
14623
],
[
-94922,
-44935,
-94922,
-105785,
-56786,
-105785
],
[
32,
36,
27,
32,
36,
27
],
[
11,
12,
10,
11,
12,
10
],
[
114,
117,
110,
114,
117,
110
],
[
2241,
1277,
964,
2241,
1277,
964
],
[
26.2132,
91.2132,
26.2132,
26.2132,
91.213201,
26.2132
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-85001,
458805,
-76069,
-674370,
-164951,
-575801
]
]
}
{
"trading_pair": "LDO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 2505,
"evaluation_days": 1252.5,
"actual_first_datapoint_time": 1652054400000,
"first_datapoint_time": 1661342400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760245620525,
"expiration_time": 1763473680000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 216,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 121,
"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) |
|---|