| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 334560.1081 | 369321.2245 | -34761.1163 | -61168.423 | 42020.1631 | -103188.5862 |
| Total P&L (%) | 334.5601 | 369.3212 | -34.7611 | -61.1684 | 42.0202 | -103.1886 |
| Avg Daily Profit (%) | 0.1606 | 0.1773 | -0.0167 | -0.0454 | 0.0168 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -161165 | -189391 | -158002 | -174194 | -116625 | -146450 |
| Profit Factor | 1.1681 | 1.363 | 0.9643 | 0.9548 | 1.0616 | 0.8464 |
| Total Trades | 815 | 407 | 408 | 815 | 407 | 408 |
| Winning Trades | 377 | 178 | 199 | 377 | 178 | 199 |
| Losing Trades | 438 | 229 | 209 | 438 | 229 | 209 |
| Profitability (%) | 46.2577 | 43.7346 | 48.7745 | 46.2577 | 43.7346 | 48.7745 |
| Ratio Avg Win / Avg Loss | 1.3571 | 1.7535 | 1.0127 | 1.1093 | 1.3658 | 0.8889 |
| Largest Winning Trade | 294890 | 294890 | 47669 | 78915 | 78915 | 38164 |
| Largest Losing Trade | -23625 | -23625 | -19815 | -38752 | -38752 | -21238 |
| Avg Bars in Trades | 30 | 28 | 31 | 30 | 28 | 31 |
| Avg Bars in Winners | 39 | 36 | 42 | 39 | 36 | 42 |
| Avg Bars in Losers | 22 | 23 | 21 | 22 | 23 | 21 |
| Bars Traded | 24635 | 11693 | 12942 | 24635 | 11693 | 12942 |
| Profit Streak | 15.6616 | 0 | 16.8282 | 15.6616 | 0 | 16.8282 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -24915 | 303141 | -577438 | -575729 | -325737 | -579105 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1579672800000,
"first_datapoint_time": 1580558400000,
"last_datapoint_time": 1759672800000,
"evaluation_time": 1759679558744,
"expiration_time": 1766150467200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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": [
[
334560.1081230129,
369321.2244518701,
-34761.1163288571,
-61168.4230299824,
42020.1631285967,
-103188.586158579
],
[
334.560108,
369.321224,
-34.761116,
-61.168423,
42.020163,
-103.188586
],
[
0.160647,
0.177338,
-0.016691,
-0.045411,
0.016846,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-161165,
-189391,
-158002,
-174194,
-116625,
-146450
],
[
1.168132,
1.363018,
0.964256,
0.954816,
1.061604,
0.846371
],
[
815,
407,
408,
815,
407,
408
],
[
377,
178,
199,
377,
178,
199
],
[
438,
229,
209,
438,
229,
209
],
[
46.257669,
43.734644,
48.77451,
46.257669,
43.734644,
48.77451
],
[
1.35714,
1.753545,
1.012711,
1.109309,
1.365771,
0.888902
],
[
294890,
294890,
47669,
78915,
78915,
38164
],
[
-23625,
-23625,
-19815,
-38752,
-38752,
-21238
],
[
30,
28,
31,
30,
28,
31
],
[
39,
36,
42,
39,
36,
42
],
[
22,
23,
21,
22,
23,
21
],
[
24635,
11693,
12942,
24635,
11693,
12942
],
[
15.661559,
0,
16.828226,
15.661559,
0,
16.828226
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-24915,
303141,
-577438,
-575729,
-325737,
-579105
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24991,
"evaluation_days": 2082.58,
"actual_first_datapoint_time": 1579672800000,
"first_datapoint_time": 1580558400000,
"last_datapoint_time": 1759672800000,
"evaluation_time": 1759679558744,
"expiration_time": 1766150467200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 124,
"offset": 0
}
},
"second_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 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) |
|---|