| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512755.3483 | 407376.0901 | 105379.2582 | 525978.1734 | 448668.6691 | 77309.5043 |
| Total P&L (%) | 512.7553 | 407.3761 | 105.3793 | 525.9782 | 448.6687 | 77.3095 |
| Avg Daily Profit (%) | 0.2461 | 0.1955 | 0.0506 | 0.0881 | 0.0817 | 0.0275 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -85339 | -136832 | -95950 | -427669 | -452739 | -349298 |
| Profit Factor | 1.6282 | 1.9575 | 1.2697 | 1.1553 | 1.2441 | 1.0499 |
| Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
| Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
| Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
| Profitability (%) | 40.6452 | 37.6623 | 43.5897 | 40.6452 | 37.6623 | 43.5897 |
| Ratio Avg Win / Avg Loss | 2.3777 | 3.24 | 1.6431 | 1.6871 | 2.0592 | 1.3587 |
| Largest Winning Trade | 212722 | 212722 | 62871 | 493039 | 493039 | 204619 |
| Largest Losing Trade | -33202 | -23123 | -33202 | -159242 | -128572 | -159242 |
| Avg Bars in Trades | 158 | 154 | 161 | 158 | 154 | 161 |
| Avg Bars in Winners | 232 | 236 | 229 | 232 | 236 | 229 |
| Avg Bars in Losers | 106 | 104 | 109 | 106 | 104 | 109 |
| Bars Traded | 24500 | 11886 | 12614 | 24500 | 11886 | 12614 |
| 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 | 312799 | -35454 | -161305 | -126358 | -129715 | -358716 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579910400000,
"first_datapoint_time": 1581357600000,
"last_datapoint_time": 1759975200000,
"evaluation_time": 1759980614852,
"expiration_time": 1766455200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 60,
"offset": 142
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 131,
"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": [
[
512755.3483149264,
407376.0900706106,
105379.2582443157,
525978.1734255014,
448668.6690885037,
77309.5043369976
],
[
512.755348,
407.37609,
105.379258,
525.978173,
448.668669,
77.309504
],
[
0.246123,
0.195541,
0.050582,
0.088078,
0.081745,
0.027495
],
[
10,
10,
10,
10,
10,
10
],
[
-85339,
-136832,
-95950,
-427669,
-452739,
-349298
],
[
1.628195,
1.957478,
1.269672,
1.155305,
1.244113,
1.049916
],
[
155,
77,
78,
155,
77,
78
],
[
63,
29,
34,
63,
29,
34
],
[
92,
48,
44,
92,
48,
44
],
[
40.645161,
37.662338,
43.589744,
40.645161,
37.662338,
43.589744
],
[
2.377682,
3.239963,
1.643105,
1.687112,
2.059222,
1.358715
],
[
212722,
212722,
62871,
493039,
493039,
204619
],
[
-33202,
-23123,
-33202,
-159242,
-128572,
-159242
],
[
158,
154,
161,
158,
154,
161
],
[
232,
236,
229,
232,
236,
229
],
[
106,
104,
109,
106,
104,
109
],
[
24500,
11886,
12614,
24500,
11886,
12614
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312799,
-35454,
-161305,
-126358,
-129715,
-358716
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579910400000,
"first_datapoint_time": 1581357600000,
"last_datapoint_time": 1759975200000,
"evaluation_time": 1759980614852,
"expiration_time": 1766455200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 60,
"offset": 142
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 131,
"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) |
|---|