| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 415299.3453 | 403702.4623 | 11596.883 | -53192.4682 | -90003.5444 | 36811.0762 |
| Total P&L (%) | 415.2993 | 403.7025 | 11.5969 | -53.1925 | -90.0035 | 36.8111 |
| Avg Daily Profit (%) | 0.1815 | 0.1764 | 0.0051 | -0.0332 | -0.1006 | 0.0137 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -181860 | -140369 | -102732 | -317435 | -261116 | -191950 |
| Profit Factor | 1.571 | 2.0757 | 1.0329 | 0.9512 | 0.8532 | 1.0774 |
| Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
| Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
| Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
| Profitability (%) | 40.2439 | 43.9024 | 36.5854 | 40.2439 | 43.9024 | 36.5854 |
| Ratio Avg Win / Avg Loss | 2.3327 | 2.6522 | 1.7904 | 1.4123 | 1.0902 | 1.8674 |
| Largest Winning Trade | 354252 | 354252 | 61280 | 153648 | 153648 | 84673 |
| Largest Losing Trade | -49141 | -46505 | -49141 | -101581 | -101581 | -62328 |
| Avg Bars in Trades | 81 | 79 | 83 | 81 | 79 | 83 |
| Avg Bars in Winners | 117 | 108 | 129 | 117 | 108 | 129 |
| Avg Bars in Losers | 57 | 56 | 57 | 57 | 56 | 57 |
| Bars Traded | 6691 | 3260 | 3431 | 6691 | 3260 | 3431 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -2257 | 325089 | -490505 | -591682 | -581446 | -316539 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6865,
"evaluation_days": 2288.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1565740800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758868860226,
"expiration_time": 1764776160000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 64,
"offset": 0,
"multiplier": 4.44444
}
}
} {
"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": [
[
415299.3453369446,
403702.4623450201,
11596.8829919245,
-53192.4681947448,
-90003.5444243056,
36811.0762295609
],
[
415.299345,
403.702462,
11.596883,
-53.192468,
-90.003544,
36.811076
],
[
0.181486,
0.176418,
0.005068,
-0.033168,
-0.100588,
0.013698
],
[
10,
10,
10,
10,
10,
10
],
[
-181860,
-140369,
-102732,
-317435,
-261116,
-191950
],
[
1.570988,
2.075673,
1.032943,
0.951153,
0.853217,
1.077369
],
[
82,
41,
41,
82,
41,
41
],
[
33,
18,
15,
33,
18,
15
],
[
49,
23,
26,
49,
23,
26
],
[
40.243902,
43.902439,
36.585366,
40.243902,
43.902439,
36.585366
],
[
2.332679,
2.652248,
1.790434,
1.412318,
1.090221,
1.86744
],
[
354252,
354252,
61280,
153648,
153648,
84673
],
[
-49141,
-46505,
-49141,
-101581,
-101581,
-62328
],
[
81,
79,
83,
81,
79,
83
],
[
117,
108,
129,
117,
108,
129
],
[
57,
56,
57,
57,
56,
57
],
[
6691,
3260,
3431,
6691,
3260,
3431
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-2257,
325089,
-490505,
-591682,
-581446,
-316539
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6865,
"evaluation_days": 2288.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1565740800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758868860226,
"expiration_time": 1764776160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 160,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 64,
"offset": 0,
"multiplier": 4.44444
}
}
}
| # | 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) |
|---|