| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 534723.5532 | 468621.5802 | 66101.973 | 441157.7966 | 511742.6033 | -70584.8067 |
| Total P&L (%) | 534.7236 | 468.6216 | 66.102 | 441.1578 | 511.7426 | -70.5848 |
| Avg Daily Profit (%) | 0.2329 | 0.2041 | 0.0288 | 0.0736 | 0.0789 | -0.0533 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -84982 | -117255 | -80678 | -432043 | -526666 | -367284 |
| Profit Factor | 2.0735 | 2.9402 | 1.2576 | 1.2052 | 1.47 | 0.9335 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
| Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
| Profitability (%) | 36.0656 | 38.7097 | 33.3333 | 36.0656 | 38.7097 | 33.3333 |
| Ratio Avg Win / Avg Loss | 3.6757 | 4.6553 | 2.5152 | 2.1365 | 2.3274 | 1.8669 |
| Largest Winning Trade | 273605 | 273605 | 57836 | 387398 | 387398 | 209273 |
| Largest Losing Trade | -32605 | -26533 | -32605 | -134779 | -125422 | -134779 |
| Avg Bars in Trades | 140 | 135 | 145 | 140 | 135 | 145 |
| Avg Bars in Winners | 244 | 219 | 273 | 244 | 219 | 273 |
| Avg Bars in Losers | 81 | 82 | 81 | 81 | 82 | 81 |
| Bars Traded | 8565 | 4209 | 4356 | 8565 | 4209 | 4356 |
| Profit Streak | 83.703 | 248.953 | 0 | 83.703 | 248.953 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -158877 | 353226 | -160264 | -265214 | -88373 | -584529 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9182,
"evaluation_days": 2295.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564531200000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759488735452,
"expiration_time": 1765421136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 157,
"offset": 0,
"a": 0.66322
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 98,
"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": [
[
534723.5532049732,
468621.5802153778,
66101.9729895953,
441157.7966451149,
511742.6033433471,
-70584.8066982322
],
[
534.723553,
468.62158,
66.101973,
441.157797,
511.742603,
-70.584807
],
[
0.232944,
0.204148,
0.028796,
0.073586,
0.078931,
-0.053293
],
[
10,
10,
10,
10,
10,
10
],
[
-84982,
-117255,
-80678,
-432043,
-526666,
-367284
],
[
2.07346,
2.940158,
1.257614,
1.20523,
1.469961,
0.933453
],
[
61,
31,
30,
61,
31,
30
],
[
22,
12,
10,
22,
12,
10
],
[
39,
19,
20,
39,
19,
20
],
[
36.065574,
38.709677,
33.333333,
36.065574,
38.709677,
33.333333
],
[
3.675679,
4.65525,
2.515228,
2.136544,
2.327439,
1.866906
],
[
273605,
273605,
57836,
387398,
387398,
209273
],
[
-32605,
-26533,
-32605,
-134779,
-125422,
-134779
],
[
140,
135,
145,
140,
135,
145
],
[
244,
219,
273,
244,
219,
273
],
[
81,
82,
81,
81,
82,
81
],
[
8565,
4209,
4356,
8565,
4209,
4356
],
[
83.702957,
248.952957,
0,
83.702957,
248.952957,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-158877,
353226,
-160264,
-265214,
-88373,
-584529
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9182,
"evaluation_days": 2295.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564531200000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759488735452,
"expiration_time": 1765421136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 157,
"offset": 0,
"a": 0.66322
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 98,
"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) |
|---|