| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 399523.4511 | 398990.8756 | 532.5755 | -29595.3927 | 51768.7406 | -81364.1333 |
| Total P&L (%) | 399.5235 | 398.9909 | 0.5326 | -29.5954 | 51.7687 | -81.3641 |
| Avg Daily Profit (%) | 0.1739 | 0.1737 | 0.0002 | -0.0153 | 0.0182 | -0.0731 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -149335 | -76455 | -125733 | -494556 | -150574 | -422682 |
| Profit Factor | 1.4394 | 1.8751 | 1.0012 | 0.9783 | 1.085 | 0.8919 |
| Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
| Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
| Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
| Profitability (%) | 53.4351 | 48.4848 | 58.4615 | 53.4351 | 48.4848 | 58.4615 |
| Ratio Avg Win / Avg Loss | 1.2543 | 1.9923 | 0.7114 | 0.8525 | 1.1528 | 0.6337 |
| Largest Winning Trade | 239864 | 239864 | 51423 | 120844 | 110034 | 120844 |
| Largest Losing Trade | -67197 | -39831 | -67197 | -185537 | -67995 | -185537 |
| Avg Bars in Trades | 64 | 45 | 82 | 64 | 45 | 82 |
| Avg Bars in Winners | 68 | 31 | 99 | 68 | 31 | 99 |
| Avg Bars in Losers | 59 | 59 | 58 | 59 | 59 | 58 |
| Bars Traded | 8392 | 3018 | 5374 | 8392 | 3018 | 5374 |
| Profit Streak | 0 | 0 | 78.6517 | 0 | 0 | 78.6517 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 328542 | -113814 | -709201 | -579985 | -421608 | -710803 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9190,
"evaluation_days": 2297.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564250400000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759657104647,
"expiration_time": 1765599120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 135,
"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": [
[
399523.4510995331,
398990.8756001422,
532.575499391,
-29595.3926566885,
51768.7406301218,
-81364.1332868102
],
[
399.523451,
398.990876,
0.532575,
-29.595393,
51.768741,
-81.364133
],
[
0.173895,
0.173663,
0.000232,
-0.015272,
0.01816,
-0.0731
],
[
10,
10,
10,
10,
10,
10
],
[
-149335,
-76455,
-125733,
-494556,
-150574,
-422682
],
[
1.439401,
1.875085,
1.001175,
0.978267,
1.084997,
0.891904
],
[
131,
66,
65,
131,
66,
65
],
[
70,
32,
38,
70,
32,
38
],
[
61,
34,
27,
61,
34,
27
],
[
53.435115,
48.484848,
58.461538,
53.435115,
48.484848,
58.461538
],
[
1.254335,
1.992278,
0.711361,
0.85249,
1.15281,
0.633721
],
[
239864,
239864,
51423,
120844,
110034,
120844
],
[
-67197,
-39831,
-67197,
-185537,
-67995,
-185537
],
[
64,
45,
82,
64,
45,
82
],
[
68,
31,
99,
68,
31,
99
],
[
59,
59,
58,
59,
59,
58
],
[
8392,
3018,
5374,
8392,
3018,
5374
],
[
0,
0,
78.651674,
0,
0,
78.651674
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328542,
-113814,
-709201,
-579985,
-421608,
-710803
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9190,
"evaluation_days": 2297.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564250400000,
"last_datapoint_time": 1759644000000,
"evaluation_time": 1759657104647,
"expiration_time": 1765599120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 135,
"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) |
|---|