| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 386365.6637 | 447039.3955 | -60673.7318 | -79858.5543 | 28509.9791 | -108368.5334 |
| Total P&L (%) | 386.3657 | 447.0394 | -60.6737 | -79.8586 | 28.51 | -108.3685 |
| Avg Daily Profit (%) | 0.1685 | 0.1949 | -0.0265 | -0.0698 | 0.0109 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148015 | -122281 | -114869 | -125988 | -116637 | -115442 |
| Profit Factor | 1.4869 | 2.1512 | 0.8503 | 0.886 | 1.086 | 0.7062 |
| Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
| Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
| Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
| Profitability (%) | 46.9799 | 44 | 50 | 46.9799 | 44 | 50 |
| Ratio Avg Win / Avg Loss | 1.678 | 2.7378 | 0.8503 | 0.9999 | 1.3822 | 0.7062 |
| Largest Winning Trade | 380953 | 380953 | 48029 | 115746 | 115746 | 43379 |
| Largest Losing Trade | -76630 | -50783 | -76630 | -71893 | -46561 | -71893 |
| Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
| Avg Bars in Winners | 79 | 72 | 86 | 79 | 72 | 86 |
| Avg Bars in Losers | 36 | 41 | 31 | 36 | 41 | 31 |
| Bars Traded | 8476 | 4115 | 4361 | 8476 | 4115 | 4361 |
| Profit Streak | 0 | 0 | 78.3295 | 0 | 0 | 78.3295 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 320692 | -47621 | -644678 | -581558 | -366645 | -644678 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9174,
"evaluation_days": 2293.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566410400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759305265388,
"expiration_time": 1765243152000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 243
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 122,
"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": [
[
386365.663682704,
447039.395531846,
-60673.7318491419,
-79858.5542804707,
28509.9790930597,
-108368.5333735305
],
[
386.365664,
447.039396,
-60.673732,
-79.858554,
28.509979,
-108.368533
],
[
0.168461,
0.194916,
-0.026455,
-0.069842,
0.010937,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-148015,
-122281,
-114869,
-125988,
-116637,
-115442
],
[
1.486871,
2.151151,
0.850273,
0.885952,
1.086037,
0.706197
],
[
149,
75,
74,
149,
75,
74
],
[
70,
33,
37,
70,
33,
37
],
[
79,
42,
37,
79,
42,
37
],
[
46.979866,
44,
50,
46.979866,
44,
50
],
[
1.67804,
2.737829,
0.850273,
0.99986,
1.382229,
0.706197
],
[
380953,
380953,
48029,
115746,
115746,
43379
],
[
-76630,
-50783,
-76630,
-71893,
-46561,
-71893
],
[
56,
54,
58,
56,
54,
58
],
[
79,
72,
86,
79,
72,
86
],
[
36,
41,
31,
36,
41,
31
],
[
8476,
4115,
4361,
8476,
4115,
4361
],
[
0,
0,
78.32946,
0,
0,
78.32946
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
320692,
-47621,
-644678,
-581558,
-366645,
-644678
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9174,
"evaluation_days": 2293.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566410400000,
"last_datapoint_time": 1759298400000,
"evaluation_time": 1759305265388,
"expiration_time": 1765243152000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 243
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 122,
"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) |
|---|