| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 625713.0439 | 493946.1752 | 131766.8686 | 1179521.0568 | 1500032.4037 | -320511.3469 |
| Total P&L (%) | 625.713 | 493.9462 | 131.7669 | 1179.5211 | 1500.0324 | -320.5113 |
| Avg Daily Profit (%) | 0.3003 | 0.2371 | 0.0632 | 0.1224 | 0.1332 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137240 | -152323 | -103851 | -2280636 | -1839496 | -1645178 |
| Profit Factor | 1.3951 | 1.5521 | 1.1912 | 1.0727 | 1.1585 | 0.9525 |
| Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
| Winning Trades | 222 | 117 | 105 | 222 | 117 | 105 |
| Losing Trades | 284 | 136 | 148 | 284 | 136 | 148 |
| Profitability (%) | 43.8735 | 46.2451 | 41.502 | 43.8735 | 46.2451 | 41.502 |
| Ratio Avg Win / Avg Loss | 1.7847 | 1.8042 | 1.6791 | 1.3723 | 1.3467 | 1.3426 |
| Largest Winning Trade | 122159 | 122159 | 56637 | 1253273 | 1253273 | 269742 |
| Largest Losing Trade | -40623 | -40623 | -23190 | -834744 | -834744 | -286522 |
| Avg Bars in Trades | 48 | 57 | 38 | 48 | 57 | 38 |
| Avg Bars in Winners | 63 | 73 | 51 | 63 | 73 | 51 |
| Avg Bars in Losers | 36 | 44 | 29 | 36 | 44 | 29 |
| Bars Traded | 24421 | 14672 | 9749 | 24421 | 14672 | 9749 |
| Profit Streak | 14.0045 | 14.4211 | 14.0045 | 14.0045 | 14.4211 | 14.0045 |
| Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 451021 | 413087 | -118984 | -167812 | -60181 | -580571 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579989600000,
"first_datapoint_time": 1581638400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760061985327,
"expiration_time": 1766534400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "wma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 155,
"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": [
[
625713.0438586775,
493946.1752271027,
131766.8686315766,
1179521.0568173388,
1500032.4036887435,
-320511.3468714051
],
[
625.713044,
493.946175,
131.766869,
1179.521057,
1500.032404,
-320.511347
],
[
0.300343,
0.237095,
0.063248,
0.12243,
0.133174,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-137240,
-152323,
-103851,
-2280636,
-1839496,
-1645178
],
[
1.395109,
1.552112,
1.191244,
1.072734,
1.158517,
0.952546
],
[
506,
253,
253,
506,
253,
253
],
[
222,
117,
105,
222,
117,
105
],
[
284,
136,
148,
284,
136,
148
],
[
43.873518,
46.245059,
41.501976,
43.873518,
46.245059,
41.501976
],
[
1.784734,
1.804165,
1.679087,
1.372326,
1.346653,
1.342636
],
[
122159,
122159,
56637,
1253273,
1253273,
269742
],
[
-40623,
-40623,
-23190,
-834744,
-834744,
-286522
],
[
48,
57,
38,
48,
57,
38
],
[
63,
73,
51,
63,
73,
51
],
[
36,
44,
29,
36,
44,
29
],
[
24421,
14672,
9749,
24421,
14672,
9749
],
[
14.00446,
14.421126,
14.00446,
14.00446,
14.421126,
14.00446
],
[
5,
3,
2,
5,
3,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
451021,
413087,
-118984,
-167812,
-60181,
-580571
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579989600000,
"first_datapoint_time": 1581638400000,
"last_datapoint_time": 1760054400000,
"evaluation_time": 1760061985327,
"expiration_time": 1766534400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 230,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 155,
"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) |
|---|