| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 215096.1858 | 376387.3068 | -161291.121 | -104809.308 | 189540.0796 | -294349.3875 |
| Total P&L (%) | 215.0962 | 376.3873 | -161.2911 | -104.8093 | 189.5401 | -294.3494 |
| Avg Daily Profit (%) | 0.0937 | 0.164 | -0.0703 | 0 | 0.0463 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -295685 | -102477 | -219133 | -460182 | -209319 | -330039 |
| Profit Factor | 1.2623 | 2.0391 | 0.6477 | 0.925 | 1.3042 | 0.6195 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 39 | 19 | 20 | 42 | 21 | 21 |
| Losing Trades | 30 | 16 | 14 | 27 | 14 | 13 |
| Profitability (%) | 56.5217 | 54.2857 | 58.8235 | 60.8696 | 60 | 61.7647 |
| Ratio Avg Win / Avg Loss | 0.971 | 1.7172 | 0.4534 | 0.5946 | 0.8694 | 0.3835 |
| Largest Winning Trade | 359724 | 359724 | 80419 | 312665 | 312665 | 164926 |
| Largest Losing Trade | -120015 | -45063 | -120015 | -190237 | -96957 | -190237 |
| Avg Bars in Trades | 91 | 62 | 121 | 91 | 62 | 121 |
| Avg Bars in Winners | 97 | 41 | 150 | 96 | 57 | 135 |
| Avg Bars in Losers | 84 | 87 | 80 | 84 | 70 | 99 |
| Bars Traded | 6313 | 2183 | 4130 | 6313 | 2183 | 4130 |
| Profit Streak | 0 | 0 | 0 | 142.3532 | 307.6865 | 142.3532 |
| Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -174808 | 422461 | -579651 | -684017 | -129951 | -578698 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6885,
"evaluation_days": 2295,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1567929600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759451317531,
"expiration_time": 1765369440000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 60,
"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": [
[
215096.1857760769,
376387.3068098423,
-161291.1210337651,
-104809.3079579782,
189540.0795507183,
-294349.3875086965
],
[
215.096186,
376.387307,
-161.291121,
-104.809308,
189.54008,
-294.349388
],
[
0.093724,
0.164003,
-0.070279,
0,
0.046334,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-295685,
-102477,
-219133,
-460182,
-209319,
-330039
],
[
1.262314,
2.039131,
0.647667,
0.924961,
1.30416,
0.619494
],
[
69,
35,
34,
69,
35,
34
],
[
39,
19,
20,
42,
21,
21
],
[
30,
16,
14,
27,
14,
13
],
[
56.521739,
54.285714,
58.823529,
60.869565,
60,
61.764706
],
[
0.971011,
1.717163,
0.453367,
0.594618,
0.86944,
0.383497
],
[
359724,
359724,
80419,
312665,
312665,
164926
],
[
-120015,
-45063,
-120015,
-190237,
-96957,
-190237
],
[
91,
62,
121,
91,
62,
121
],
[
97,
41,
150,
96,
57,
135
],
[
84,
87,
80,
84,
70,
99
],
[
6313,
2183,
4130,
6313,
2183,
4130
],
[
0,
0,
0,
142.353212,
307.686545,
142.353212
],
[
0,
0,
0,
3,
3,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-174808,
422461,
-579651,
-684017,
-129951,
-578698
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6885,
"evaluation_days": 2295,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1567929600000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759451317531,
"expiration_time": 1765369440000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 236,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 60,
"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) |
|---|