| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 487415.8677 | 425470.3279 | 61945.5398 | 181525.4714 | 364488.3465 | -182962.8751 |
| Total P&L (%) | 487.4159 | 425.4703 | 61.9455 | 181.5255 | 364.4883 | -182.9629 |
| Avg Daily Profit (%) | 0.2122 | 0.1853 | 0.027 | 0.0451 | 0.0669 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -89148 | -78037 | -80488 | -710091 | -335087 | -728576 |
| Profit Factor | 1.7413 | 2.2505 | 1.1953 | 1.072 | 1.3163 | 0.8662 |
| Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
| Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
| Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
| Profitability (%) | 52.0231 | 45.977 | 58.1395 | 52.0231 | 45.977 | 58.1395 |
| Ratio Avg Win / Avg Loss | 1.6059 | 2.6443 | 0.8606 | 0.9887 | 1.5467 | 0.6237 |
| Largest Winning Trade | 286737 | 286737 | 41584 | 440440 | 440440 | 161373 |
| Largest Losing Trade | -56485 | -52699 | -56485 | -538451 | -137655 | -538451 |
| Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
| Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
| Avg Bars in Losers | 27 | 25 | 30 | 27 | 25 | 30 |
| Bars Traded | 6361 | 3095 | 3266 | 6361 | 3095 | 3266 |
| Profit Streak | 0 | 0 | 69.7296 | 0 | 0 | 69.7296 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 439019 | 356134 | -163504 | -274492 | -104208 | -579488 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6890,
"evaluation_days": 2296.67,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1567152000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759570236154,
"expiration_time": 1765517760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 207
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 209,
"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": [
[
487415.8677217077,
425470.3278967188,
61945.5398249893,
181525.4713602655,
364488.3464659106,
-182962.8751056452
],
[
487.415868,
425.470328,
61.94554,
181.525471,
364.488346,
-182.962875
],
[
0.212227,
0.185255,
0.026972,
0.045078,
0.066892,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-89148,
-78037,
-80488,
-710091,
-335087,
-728576
],
[
1.741311,
2.250461,
1.195255,
1.072032,
1.31634,
0.866242
],
[
173,
87,
86,
173,
87,
86
],
[
90,
40,
50,
90,
40,
50
],
[
83,
47,
36,
83,
47,
36
],
[
52.023121,
45.977011,
58.139535,
52.023121,
45.977011,
58.139535
],
[
1.605876,
2.644291,
0.860584,
0.988652,
1.5467,
0.623694
],
[
286737,
286737,
41584,
440440,
440440,
161373
],
[
-56485,
-52699,
-56485,
-538451,
-137655,
-538451
],
[
36,
35,
37,
36,
35,
37
],
[
45,
47,
43,
45,
47,
43
],
[
27,
25,
30,
27,
25,
30
],
[
6361,
3095,
3266,
6361,
3095,
3266
],
[
0,
0,
69.729585,
0,
0,
69.729585
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
439019,
356134,
-163504,
-274492,
-104208,
-579488
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6890,
"evaluation_days": 2296.67,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1567152000000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759570236154,
"expiration_time": 1765517760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 207
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 209,
"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) |
|---|