| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 391707.1919 | 457518.7737 | -65811.5818 | -78963.9258 | 8015.0574 | -86978.9832 |
| Total P&L (%) | 391.7072 | 457.5188 | -65.8116 | -78.9639 | 8.0151 | -86.979 |
| Avg Daily Profit (%) | 0.171 | 0.1997 | -0.0287 | -0.068 | 0.0034 | -0.0889 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -152038 | -149410 | -99284 | -146441 | -127113 | -98598 |
| Profit Factor | 1.552 | 2.3548 | 0.8231 | 0.856 | 1.0311 | 0.7011 |
| Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
| Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
| Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
| Profitability (%) | 49.1803 | 45.1613 | 53.3333 | 49.1803 | 45.1613 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.6037 | 2.8594 | 0.7202 | 0.8846 | 1.2521 | 0.6135 |
| Largest Winning Trade | 363892 | 363892 | 59803 | 81321 | 81321 | 48658 |
| Largest Losing Trade | -59709 | -59709 | -57549 | -82959 | -51280 | -82959 |
| Avg Bars in Trades | 104 | 101 | 107 | 104 | 101 | 107 |
| Avg Bars in Winners | 136 | 124 | 148 | 136 | 124 | 148 |
| Avg Bars in Losers | 73 | 83 | 61 | 73 | 83 | 61 |
| Bars Traded | 6397 | 3159 | 3238 | 6397 | 3159 | 3238 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -156211 | 366532 | -580393 | -747096 | -542300 | -580393 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6874,
"evaluation_days": 2291.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566000000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759119992176,
"expiration_time": 1765043136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ema",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 169,
"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": [
[
391707.1919108499,
457518.7737418502,
-65811.5818310001,
-78963.9257645707,
8015.0574208567,
-86978.9831854275
],
[
391.707192,
457.518774,
-65.811582,
-78.963926,
8.015057,
-86.978983
],
[
0.170952,
0.199674,
-0.028722,
-0.068013,
0.003365,
-0.088931
],
[
10,
10,
10,
10,
10,
10
],
[
-152038,
-149410,
-99284,
-146441,
-127113,
-98598
],
[
1.55196,
2.354763,
0.823065,
0.856022,
1.031133,
0.701105
],
[
61,
31,
30,
61,
31,
30
],
[
30,
14,
16,
30,
14,
16
],
[
31,
17,
14,
31,
17,
14
],
[
49.180328,
45.16129,
53.333333,
49.180328,
45.16129,
53.333333
],
[
1.603693,
2.859355,
0.720182,
0.884556,
1.252091,
0.613467
],
[
363892,
363892,
59803,
81321,
81321,
48658
],
[
-59709,
-59709,
-57549,
-82959,
-51280,
-82959
],
[
104,
101,
107,
104,
101,
107
],
[
136,
124,
148,
136,
124,
148
],
[
73,
83,
61,
73,
83,
61
],
[
6397,
3159,
3238,
6397,
3159,
3238
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-156211,
366532,
-580393,
-747096,
-542300,
-580393
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6874,
"evaluation_days": 2291.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566000000000,
"last_datapoint_time": 1759104000000,
"evaluation_time": 1759119992176,
"expiration_time": 1765043136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 72,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 169,
"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) |
|---|