| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 358103.7796 | 358080.5361 | 23.2435 | 4056.5159 | -3088.061 | 7144.5769 |
| Total P&L (%) | 358.1038 | 358.0805 | 0.0232 | 4.0565 | -3.0881 | 7.1446 |
| Avg Daily Profit (%) | 0.1563 | 0.1563 | 0 | 0.0017 | -0.0014 | 0.003 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -153079 | -179360 | -58879 | -298830 | -334304 | -105073 |
| Profit Factor | 1.5732 | 1.989 | 1.0001 | 1.0045 | 0.9948 | 1.0236 |
| Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
| Profitability (%) | 46.8354 | 47.5 | 46.1538 | 46.8354 | 47.5 | 46.1538 |
| Ratio Avg Win / Avg Loss | 1.7858 | 2.1984 | 1.1668 | 1.1403 | 1.0995 | 1.1942 |
| Largest Winning Trade | 194436 | 194436 | 49147 | 152444 | 152444 | 83987 |
| Largest Losing Trade | -43565 | -43565 | -28808 | -94564 | -94564 | -57409 |
| Avg Bars in Trades | 162 | 153 | 172 | 162 | 153 | 172 |
| Avg Bars in Winners | 235 | 222 | 249 | 235 | 222 | 249 |
| Avg Bars in Losers | 98 | 91 | 105 | 98 | 91 | 105 |
| Bars Traded | 12852 | 6137 | 6715 | 12852 | 6137 | 6715 |
| Profit Streak | 78.3863 | 119.8863 | 78.3863 | 78.3863 | 119.8863 | 78.3863 |
| Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -21026 | 397459 | -579918 | -602952 | -579097 | -550018 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13749,
"evaluation_days": 2291.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1565107200000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759166179228,
"expiration_time": 1765101168000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "zlma",
"factors": {
"length": 50,
"offset": 225
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 243,
"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": [
[
358103.779607635,
358080.536106891,
23.2435007441,
4056.5159409371,
-3088.0609607557,
7144.5769016927
],
[
358.10378,
358.080536,
0.023244,
4.056516,
-3.088061,
7.144577
],
[
0.156275,
0.156265,
1.0e-5,
0.001735,
-0.001369,
0.003012
],
[
10,
10,
10,
10,
10,
10
],
[
-153079,
-179360,
-58879,
-298830,
-334304,
-105073
],
[
1.573212,
1.988995,
1.000088,
1.004531,
0.994791,
1.023631
],
[
79,
40,
39,
79,
40,
39
],
[
37,
19,
18,
37,
19,
18
],
[
42,
21,
21,
42,
21,
21
],
[
46.835443,
47.5,
46.153846,
46.835443,
47.5,
46.153846
],
[
1.785808,
2.198363,
1.16677,
1.140279,
1.099506,
1.194236
],
[
194436,
194436,
49147,
152444,
152444,
83987
],
[
-43565,
-43565,
-28808,
-94564,
-94564,
-57409
],
[
162,
153,
172,
162,
153,
172
],
[
235,
222,
249,
235,
222,
249
],
[
98,
91,
105,
98,
91,
105
],
[
12852,
6137,
6715,
12852,
6137,
6715
],
[
78.386334,
119.886334,
78.386334,
78.386334,
119.886334,
78.386334
],
[
3,
2,
1,
3,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-21026,
397459,
-579918,
-602952,
-579097,
-550018
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13749,
"evaluation_days": 2291.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1565107200000,
"last_datapoint_time": 1759161600000,
"evaluation_time": 1759166179228,
"expiration_time": 1765101168000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "zlma",
"factors": {
"length": 50,
"offset": 225
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 243,
"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) |
|---|