| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 453170.0762 | 460643.5578 | -7473.4817 | 11100.0992 | -130571.2229 | 141671.322 |
| Total P&L (%) | 453.1701 | 460.6436 | -7.4735 | 11.1001 | -130.5712 | 141.6713 |
| Avg Daily Profit (%) | 0.2175 | 0.2211 | -0.0036 | 0.0051 | 0 | 0.0424 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -280275 | -254000 | -52344 | -2566328 | -2397894 | -221165 |
| Profit Factor | 1.8585 | 2.041 | 0.9124 | 1.0033 | 0.9571 | 1.4834 |
| Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
| Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
| Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
| Profitability (%) | 47.191 | 50 | 44.4444 | 47.191 | 50 | 44.4444 |
| Ratio Avg Win / Avg Loss | 2.0798 | 2.041 | 1.1405 | 1.1228 | 0.9571 | 1.8542 |
| Largest Winning Trade | 243368 | 243368 | 13240 | 1573454 | 1573454 | 167689 |
| Largest Losing Trade | -55930 | -55930 | -13183 | -1381026 | -1381026 | -105559 |
| Avg Bars in Trades | 272 | 543 | 6 | 272 | 543 | 6 |
| Avg Bars in Winners | 332 | 628 | 7 | 332 | 628 | 7 |
| Avg Bars in Losers | 217 | 458 | 5 | 217 | 458 | 5 |
| Bars Traded | 24219 | 23913 | 306 | 24219 | 23913 | 306 |
| Profit Streak | 0 | 183.5366 | 0 | 0 | 183.5366 | 0 |
| Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 375956 | 443719 | -580928 | -535341 | -580133 | -135820 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579816800000,
"first_datapoint_time": 1580637600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759884761678,
"expiration_time": 1766361600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 188,
"offset": 0,
"std": 2.28499
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 70,
"offset": 0,
"multiplier": 2.86715
}
}
} {
"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": [
[
453170.0761804422,
460643.5578414052,
-7473.4816609628,
11100.0991637713,
-130571.2228806866,
141671.3220444579
],
[
453.170076,
460.643558,
-7.473482,
11.100099,
-130.571223,
141.671322
],
[
0.217522,
0.221109,
-0.003587,
0.005053,
0,
0.042365
],
[
10,
10,
10,
10,
10,
10
],
[
-280275,
-254000,
-52344,
-2566328,
-2397894,
-221165
],
[
1.858534,
2.041017,
0.912435,
1.003329,
0.957072,
1.483395
],
[
89,
44,
45,
89,
44,
45
],
[
42,
22,
20,
42,
22,
20
],
[
47,
22,
25,
47,
22,
25
],
[
47.191011,
50,
44.444444,
47.191011,
50,
44.444444
],
[
2.079788,
2.041017,
1.140544,
1.122773,
0.957072,
1.854244
],
[
243368,
243368,
13240,
1573454,
1573454,
167689
],
[
-55930,
-55930,
-13183,
-1381026,
-1381026,
-105559
],
[
272,
543,
6,
272,
543,
6
],
[
332,
628,
7,
332,
628,
7
],
[
217,
458,
5,
217,
458,
5
],
[
24219,
23913,
306,
24219,
23913,
306
],
[
0,
183.536593,
0,
0,
183.536593,
0
],
[
0,
1,
0,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
375956,
443719,
-580928,
-535341,
-580133,
-135820
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579816800000,
"first_datapoint_time": 1580637600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759884761678,
"expiration_time": 1766361600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 188,
"offset": 0,
"std": 2.28499
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 70,
"offset": 0,
"multiplier": 2.86715
}
}
}
| # | 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) |
|---|