| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 374501.7517 | 344029.3185 | 30472.4332 | 3992.837 | 473495.0993 | -469502.2624 |
| Total P&L (%) | 374.5018 | 344.0293 | 30.4724 | 3.9928 | 473.4951 | -469.5023 |
| Avg Daily Profit (%) | 0.1625 | 0.1493 | 0.0132 | 0.0017 | 0.0758 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -257013 | -213135 | -218739 | -1191404 | -473022 | -975502 |
| Profit Factor | 1.279 | 1.5148 | 1.0452 | 1.0011 | 1.2887 | 0.76 |
| Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
| Winning Trades | 151 | 78 | 73 | 151 | 78 | 73 |
| Losing Trades | 161 | 78 | 83 | 161 | 78 | 83 |
| Profitability (%) | 48.3974 | 50 | 46.7949 | 48.3974 | 50 | 46.7949 |
| Ratio Avg Win / Avg Loss | 1.3637 | 1.5148 | 1.1884 | 1.0674 | 1.2887 | 0.8641 |
| Largest Winning Trade | 193840 | 193840 | 72022 | 303476 | 253586 | 303476 |
| Largest Losing Trade | -37429 | -37429 | -31226 | -176622 | -152178 | -176622 |
| Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
| Avg Bars in Winners | 30 | 24 | 36 | 30 | 24 | 36 |
| Avg Bars in Losers | 27 | 26 | 27 | 27 | 26 | 27 |
| Bars Traded | 9013 | 4023 | 4990 | 9013 | 4023 | 4990 |
| 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 | 307532 | 335177 | -350022 | -574338 | -91149 | -581762 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9217,
"evaluation_days": 2304.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562414400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760234969186,
"expiration_time": 1766199816000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 59,
"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": [
[
374501.7517213258,
344029.3185445191,
30472.4331768073,
3992.8369590737,
473495.0993432405,
-469502.2623841665
],
[
374.501752,
344.029319,
30.472433,
3.992837,
473.495099,
-469.502262
],
[
0.162527,
0.149302,
0.013224,
0.001699,
0.075827,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-257013,
-213135,
-218739,
-1191404,
-473022,
-975502
],
[
1.279014,
1.514823,
1.045212,
1.00111,
1.288673,
0.759999
],
[
312,
156,
156,
312,
156,
156
],
[
151,
78,
73,
151,
78,
73
],
[
161,
78,
83,
161,
78,
83
],
[
48.397436,
50,
46.794872,
48.397436,
50,
46.794872
],
[
1.363717,
1.514823,
1.188392,
1.067409,
1.288673,
0.864108
],
[
193840,
193840,
72022,
303476,
253586,
303476
],
[
-37429,
-37429,
-31226,
-176622,
-152178,
-176622
],
[
28,
25,
31,
28,
25,
31
],
[
30,
24,
36,
30,
24,
36
],
[
27,
26,
27,
27,
26,
27
],
[
9013,
4023,
4990,
9013,
4023,
4990
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307532,
335177,
-350022,
-574338,
-91149,
-581762
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9217,
"evaluation_days": 2304.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562414400000,
"last_datapoint_time": 1760227200000,
"evaluation_time": 1760234969186,
"expiration_time": 1766199816000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 45,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 59,
"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) |
|---|