| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 598392.6309 | 478754.1759 | 119638.4551 | 492706.6167 | 848829.5183 | -356122.9016 |
| Total P&L (%) | 598.3926 | 478.7542 | 119.6385 | 492.7066 | 848.8295 | -356.1229 |
| Avg Daily Profit (%) | 0.2609 | 0.2088 | 0.0522 | 0.0776 | 0.0982 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -148267 | -158626 | -97304 | -1609713 | -667289 | -984662 |
| Profit Factor | 1.5057 | 1.7603 | 1.2161 | 1.094 | 1.3231 | 0.8638 |
| Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
| Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
| Losing Trades | 141 | 69 | 72 | 141 | 69 | 72 |
| Profitability (%) | 45.5598 | 46.9231 | 44.186 | 45.5598 | 46.9231 | 44.186 |
| Ratio Avg Win / Avg Loss | 1.7992 | 1.9911 | 1.5361 | 1.3072 | 1.4966 | 1.0912 |
| Largest Winning Trade | 246331 | 246331 | 71108 | 1322414 | 1322414 | 304281 |
| Largest Losing Trade | -40920 | -34070 | -40920 | -605678 | -314878 | -605678 |
| Avg Bars in Trades | 34 | 30 | 39 | 34 | 30 | 39 |
| Avg Bars in Winners | 42 | 30 | 54 | 42 | 30 | 54 |
| Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
| Bars Traded | 8968 | 3900 | 5068 | 8968 | 3900 | 5068 |
| Profit Streak | 0 | 0 | 37.2399 | 0 | 0 | 37.2399 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 382994 | 346599 | -123602 | -206819 | -62683 | -580149 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9173,
"evaluation_days": 2293.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562587200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759297523751,
"expiration_time": 1765220904000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 25,
"offset": 0,
"poles": 3
}
}
} {
"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": [
[
598392.6309259234,
478754.1758751394,
119638.455050784,
492706.6166911004,
848829.5182836714,
-356122.9015925707
],
[
598.392631,
478.754176,
119.638455,
492.706617,
848.829518,
-356.122902
],
[
0.260937,
0.208767,
0.05217,
0.077629,
0.098165,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-148267,
-158626,
-97304,
-1609713,
-667289,
-984662
],
[
1.505684,
1.760285,
1.216098,
1.093982,
1.323099,
0.863836
],
[
259,
130,
129,
259,
130,
129
],
[
118,
61,
57,
118,
61,
57
],
[
141,
69,
72,
141,
69,
72
],
[
45.559846,
46.923077,
44.186047,
45.559846,
46.923077,
44.186047
],
[
1.799164,
1.991143,
1.536124,
1.307216,
1.496621,
1.091162
],
[
246331,
246331,
71108,
1322414,
1322414,
304281
],
[
-40920,
-34070,
-40920,
-605678,
-314878,
-605678
],
[
34,
30,
39,
34,
30,
39
],
[
42,
30,
54,
42,
30,
54
],
[
28,
29,
27,
28,
29,
27
],
[
8968,
3900,
5068,
8968,
3900,
5068
],
[
0,
0,
37.239858,
0,
0,
37.239858
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
382994,
346599,
-123602,
-206819,
-62683,
-580149
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9173,
"evaluation_days": 2293.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562587200000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759297523751,
"expiration_time": 1765220904000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 67,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 25,
"offset": 0,
"poles": 3
}
}
}
| # | 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) |
|---|