| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 663493.0969 | 506624.1428 | 156868.9541 | 951465.6857 | 842108.9913 | 109356.6944 |
| Total P&L (%) | 663.4931 | 506.6241 | 156.869 | 951.4657 | 842.109 | 109.3567 |
| Avg Daily Profit (%) | 0.2886 | 0.2204 | 0.0682 | 0.1024 | 0.0976 | 0.0321 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116017 | -114456 | -125730 | -2500752 | -1912760 | -874940 |
| Profit Factor | 1.5308 | 1.7708 | 1.2647 | 1.14 | 1.2261 | 1.0356 |
| Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
| Winning Trades | 151 | 68 | 83 | 151 | 68 | 83 |
| Losing Trades | 225 | 120 | 105 | 225 | 120 | 105 |
| Profitability (%) | 40.1596 | 36.1702 | 44.1489 | 40.1596 | 36.1702 | 44.1489 |
| Ratio Avg Win / Avg Loss | 2.281 | 3.125 | 1.5999 | 1.6986 | 2.1637 | 1.3101 |
| Largest Winning Trade | 276913 | 276913 | 63601 | 2187062 | 2187062 | 482804 |
| Largest Losing Trade | -21813 | -21813 | -20787 | -523893 | -523893 | -514521 |
| Avg Bars in Trades | 17 | 18 | 17 | 17 | 18 | 17 |
| Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
| Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
| Bars Traded | 6762 | 3546 | 3214 | 6762 | 3546 | 3214 |
| Profit Streak | 16.6627 | 0 | 19.3293 | 16.6627 | 0 | 19.3293 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 374042 | 248334 | -101859 | -122332 | -66171 | -332346 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6897,
"evaluation_days": 2299,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562976000000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759794853195,
"expiration_time": 1765725408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 58,
"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": [
[
663493.0969090763,
506624.1428294149,
156868.9540796615,
951465.6856917627,
842108.9913239199,
109356.6943678436
],
[
663.493097,
506.624143,
156.868954,
951.465686,
842.108991,
109.356694
],
[
0.288601,
0.220367,
0.068234,
0.102391,
0.09761,
0.032144
],
[
10,
10,
10,
10,
10,
10
],
[
-116017,
-114456,
-125730,
-2500752,
-1912760,
-874940
],
[
1.5308,
1.770827,
1.264651,
1.139966,
1.226111,
1.035581
],
[
376,
188,
188,
376,
188,
188
],
[
151,
68,
83,
151,
68,
83
],
[
225,
120,
105,
225,
120,
105
],
[
40.159574,
36.170213,
44.148936,
40.159574,
36.170213,
44.148936
],
[
2.280993,
3.124989,
1.599859,
1.698625,
2.163725,
1.310072
],
[
276913,
276913,
63601,
2187062,
2187062,
482804
],
[
-21813,
-21813,
-20787,
-523893,
-523893,
-514521
],
[
17,
18,
17,
17,
18,
17
],
[
28,
32,
25,
28,
32,
25
],
[
10,
11,
10,
10,
11,
10
],
[
6762,
3546,
3214,
6762,
3546,
3214
],
[
16.662653,
0,
19.329319,
16.662653,
0,
19.329319
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
374042,
248334,
-101859,
-122332,
-66171,
-332346
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6897,
"evaluation_days": 2299,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562976000000,
"last_datapoint_time": 1759766400000,
"evaluation_time": 1759794853195,
"expiration_time": 1765725408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 58,
"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) |
|---|