| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 441147.9847 | 408225.2366 | 32922.748 | -15486.0558 | 288346.5614 | -303832.6171 |
| Total P&L (%) | 441.148 | 408.2252 | 32.9227 | -15.4861 | 288.3466 | -303.8326 |
| Avg Daily Profit (%) | 0.193 | 0.1786 | 0.0144 | -0.0074 | 0.0594 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -211613 | -154925 | -166513 | -554910 | -300963 | -375394 |
| Profit Factor | 1.305 | 1.5823 | 1.0442 | 0.993 | 1.2738 | 0.7366 |
| Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
| Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
| Losing Trades | 191 | 99 | 92 | 191 | 99 | 92 |
| Profitability (%) | 44.3149 | 42.4419 | 46.1988 | 44.3149 | 42.4419 | 46.1988 |
| Ratio Avg Win / Avg Loss | 1.6398 | 2.1458 | 1.216 | 1.2478 | 1.7275 | 0.8578 |
| Largest Winning Trade | 251299 | 251299 | 60280 | 376865 | 376865 | 68135 |
| Largest Losing Trade | -46985 | -35594 | -46985 | -207270 | -207270 | -119772 |
| Avg Bars in Trades | 39 | 30 | 48 | 39 | 30 | 48 |
| Avg Bars in Winners | 49 | 35 | 62 | 49 | 35 | 62 |
| Avg Bars in Losers | 31 | 26 | 35 | 31 | 26 | 35 |
| Bars Traded | 13441 | 5230 | 8211 | 13441 | 5230 | 8211 |
| Profit Streak | 0 | 0 | 7.9031 | 0 | 0 | 7.9031 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301276 | 279494 | -348857 | -579528 | -115221 | -581240 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13718,
"evaluation_days": 2286.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562760000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758980431273,
"expiration_time": 1764641376000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
441147.984672174,
408225.2366389597,
32922.7480332138,
-15486.0557707116,
288346.5613785046,
-303832.6171492165
],
[
441.147985,
408.225237,
32.922748,
-15.486056,
288.346561,
-303.832617
],
[
0.19295,
0.17855,
0.0144,
-0.007359,
0.059358,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-211613,
-154925,
-166513,
-554910,
-300963,
-375394
],
[
1.304993,
1.582261,
1.044173,
0.992982,
1.273847,
0.736624
],
[
343,
172,
171,
343,
172,
171
],
[
152,
73,
79,
152,
73,
79
],
[
191,
99,
92,
191,
99,
92
],
[
44.314869,
42.44186,
46.19883,
44.314869,
42.44186,
46.19883
],
[
1.639826,
2.145806,
1.215999,
1.24776,
1.727546,
0.857841
],
[
251299,
251299,
60280,
376865,
376865,
68135
],
[
-46985,
-35594,
-46985,
-207270,
-207270,
-119772
],
[
39,
30,
48,
39,
30,
48
],
[
49,
35,
62,
49,
35,
62
],
[
31,
26,
35,
31,
26,
35
],
[
13441,
5230,
8211,
13441,
5230,
8211
],
[
0,
0,
7.90314,
0,
0,
7.90314
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301276,
279494,
-348857,
-579528,
-115221,
-581240
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13718,
"evaluation_days": 2286.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562760000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758980431273,
"expiration_time": 1764641376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 112,
"offset": 0
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|