| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 553818.5333 | 429722.2645 | 124096.2687 | 446405.0478 | 465876.9705 | -19471.9226 |
| Total P&L (%) | 553.8185 | 429.7223 | 124.0963 | 446.405 | 465.877 | -19.4719 |
| Avg Daily Profit (%) | 0.2422 | 0.188 | 0.0543 | 0.0743 | 0.0758 | -0.0095 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -132860 | -110546 | -123371 | -497861 | -363379 | -345600 |
| Profit Factor | 1.5495 | 1.8186 | 1.2569 | 1.1552 | 1.3125 | 0.986 |
| Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
| Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
| Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
| Profitability (%) | 42.5641 | 39.7959 | 45.3608 | 42.5641 | 39.7959 | 45.3608 |
| Ratio Avg Win / Avg Loss | 2.0909 | 2.7513 | 1.514 | 1.5588 | 1.9856 | 1.1876 |
| Largest Winning Trade | 255929 | 255929 | 62362 | 495478 | 495478 | 188909 |
| Largest Losing Trade | -43713 | -26236 | -43713 | -177021 | -130865 | -177021 |
| Avg Bars in Trades | 68 | 65 | 72 | 68 | 65 | 72 |
| Avg Bars in Winners | 95 | 95 | 95 | 95 | 95 | 95 |
| Avg Bars in Losers | 49 | 45 | 53 | 49 | 45 | 53 |
| Bars Traded | 13444 | 6425 | 7020 | 13444 | 6425 | 7020 |
| 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 | 332905 | 241462 | -121604 | -144324 | -94681 | -581210 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13718,
"evaluation_days": 2286.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563292800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919509847,
"expiration_time": 1764641376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 79,
"offset": 0,
"std": 2.99933
}
}
}
{
"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": [
[
553818.533254211,
429722.2645478519,
124096.2687063589,
446405.0478115348,
465876.9704535778,
-19471.9226420433
],
[
553.818533,
429.722265,
124.096269,
446.405048,
465.87697,
-19.471923
],
[
0.24223,
0.187953,
0.054277,
0.074303,
0.075836,
-0.009472
],
[
10,
10,
10,
10,
10,
10
],
[
-132860,
-110546,
-123371,
-497861,
-363379,
-345600
],
[
1.54947,
1.818641,
1.256932,
1.15518,
1.312502,
0.98595
],
[
195,
98,
97,
195,
98,
97
],
[
83,
39,
44,
83,
39,
44
],
[
112,
59,
53,
112,
59,
53
],
[
42.564103,
39.795918,
45.360825,
42.564103,
39.795918,
45.360825
],
[
2.090851,
2.751278,
1.514032,
1.558797,
1.985581,
1.187622
],
[
255929,
255929,
62362,
495478,
495478,
188909
],
[
-43713,
-26236,
-43713,
-177021,
-130865,
-177021
],
[
68,
65,
72,
68,
65,
72
],
[
95,
95,
95,
95,
95,
95
],
[
49,
45,
53,
49,
45,
53
],
[
13444,
6425,
7020,
13444,
6425,
7020
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
332905,
241462,
-121604,
-144324,
-94681,
-581210
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13718,
"evaluation_days": 2286.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563292800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758919509847,
"expiration_time": 1764641376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 149,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 79,
"offset": 0,
"std": 2.99933
}
}
}
| # | 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) |
|---|