| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 411074.6574 | 410456.1187 | 618.5387 | -23450.7324 | 6411.4934 | -29862.2258 |
| Total P&L (%) | 411.0747 | 410.4561 | 0.6185 | -23.4507 | 6.4115 | -29.8622 |
| Avg Daily Profit (%) | 0.1791 | 0.1788 | 0.0003 | -0.0116 | 0.0027 | -0.0155 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -223685 | -220025 | -69327 | -666791 | -621775 | -145841 |
| Profit Factor | 1.6149 | 2.1317 | 1.002 | 0.9824 | 1.0075 | 0.9367 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
| Profitability (%) | 44.3182 | 43.1818 | 45.4545 | 44.3182 | 43.1818 | 45.4545 |
| Ratio Avg Win / Avg Loss | 2.029 | 2.8049 | 1.2024 | 1.2343 | 1.3256 | 1.124 |
| Largest Winning Trade | 326996 | 326996 | 43731 | 274553 | 274553 | 96957 |
| Largest Losing Trade | -44978 | -44978 | -36351 | -218270 | -218270 | -64301 |
| Avg Bars in Trades | 74 | 73 | 76 | 74 | 73 | 76 |
| Avg Bars in Winners | 102 | 107 | 97 | 102 | 107 | 97 |
| Avg Bars in Losers | 53 | 48 | 58 | 53 | 48 | 58 |
| Bars Traded | 6598 | 3250 | 3348 | 6598 | 3250 | 3348 |
| Profit Streak | 81.8295 | 111.8295 | 81.8295 | 81.8295 | 111.8295 | 81.8295 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 356098 | 354942 | -577677 | -579719 | -568936 | -580262 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6885,
"evaluation_days": 2295,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1567324800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759434867186,
"expiration_time": 1765369440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 114,
"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": [
[
411074.6574118441,
410456.1186744712,
618.5387373731,
-23450.7324008883,
6411.493432839,
-29862.2258337274
],
[
411.074657,
410.456119,
0.618539,
-23.450732,
6.411493,
-29.862226
],
[
0.179117,
0.178848,
0.00027,
-0.011644,
0.002708,
-0.015455
],
[
10,
10,
10,
10,
10,
10
],
[
-223685,
-220025,
-69327,
-666791,
-621775,
-145841
],
[
1.614926,
2.131718,
1.002023,
0.982389,
1.007454,
0.93666
],
[
88,
44,
44,
88,
44,
44
],
[
39,
19,
20,
39,
19,
20
],
[
49,
25,
24,
49,
25,
24
],
[
44.318182,
43.181818,
45.454545,
44.318182,
43.181818,
45.454545
],
[
2.02901,
2.804892,
1.202427,
1.234284,
1.325597,
1.123992
],
[
326996,
326996,
43731,
274553,
274553,
96957
],
[
-44978,
-44978,
-36351,
-218270,
-218270,
-64301
],
[
74,
73,
76,
74,
73,
76
],
[
102,
107,
97,
102,
107,
97
],
[
53,
48,
58,
53,
48,
58
],
[
6598,
3250,
3348,
6598,
3250,
3348
],
[
81.829481,
111.829481,
81.829481,
81.829481,
111.829481,
81.829481
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356098,
354942,
-577677,
-579719,
-568936,
-580262
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6885,
"evaluation_days": 2295,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1567324800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759434867186,
"expiration_time": 1765369440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 215,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 114,
"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) |
|---|