| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 475730.8578 | 438889.6121 | 36841.2458 | -21191.5052 | 240441.4178 | -261632.923 |
| Total P&L (%) | 475.7309 | 438.8896 | 36.8412 | -21.1915 | 240.4414 | -261.6329 |
| Avg Daily Profit (%) | 0.2077 | 0.1916 | 0.0161 | -0.0104 | 0.0535 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -251984 | -199420 | -92476 | -630305 | -397416 | -329177 |
| Profit Factor | 1.6682 | 1.9125 | 1.1595 | 0.9842 | 1.2722 | 0.4335 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
| Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
| Profitability (%) | 42.0455 | 43.1818 | 40.9091 | 42.0455 | 43.1818 | 40.9091 |
| Ratio Avg Win / Avg Loss | 2.2994 | 2.5164 | 1.6748 | 1.3567 | 1.6739 | 0.6262 |
| Largest Winning Trade | 327615 | 327615 | 64602 | 491559 | 491559 | 49313 |
| Largest Losing Trade | -43030 | -43030 | -28259 | -172448 | -172448 | -94849 |
| Avg Bars in Trades | 152 | 233 | 71 | 152 | 233 | 71 |
| Avg Bars in Winners | 198 | 294 | 96 | 198 | 294 | 96 |
| Avg Bars in Losers | 118 | 186 | 53 | 118 | 186 | 53 |
| Bars Traded | 13393 | 10263 | 3130 | 13393 | 10263 | 3130 |
| Profit Streak | 4.3913 | 0 | 12.3913 | 4.3913 | 0 | 12.3913 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 292805 | 309162 | -220707 | -581824 | -123031 | -583637 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13741,
"evaluation_days": 2290.17,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564012800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759051407172,
"expiration_time": 1764982512000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 199,
"offset": 0,
"a": 0.73586
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 60,
"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": [
[
475730.8578274149,
438889.6120659517,
36841.2457614634,
-21191.5052370332,
240441.417803216,
-261632.9230402491
],
[
475.730858,
438.889612,
36.841246,
-21.191505,
240.441418,
-261.632923
],
[
0.207727,
0.191641,
0.016087,
-0.010398,
0.053507,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-251984,
-199420,
-92476,
-630305,
-397416,
-329177
],
[
1.668162,
1.91247,
1.15948,
0.984247,
1.27217,
0.43349
],
[
88,
44,
44,
88,
44,
44
],
[
37,
19,
18,
37,
19,
18
],
[
51,
25,
26,
51,
25,
26
],
[
42.045455,
43.181818,
40.909091,
42.045455,
43.181818,
40.909091
],
[
2.299358,
2.516408,
1.674804,
1.356665,
1.673908,
0.626153
],
[
327615,
327615,
64602,
491559,
491559,
49313
],
[
-43030,
-43030,
-28259,
-172448,
-172448,
-94849
],
[
152,
233,
71,
152,
233,
71
],
[
198,
294,
96,
198,
294,
96
],
[
118,
186,
53,
118,
186,
53
],
[
13393,
10263,
3130,
13393,
10263,
3130
],
[
4.391287,
0,
12.391287,
4.391287,
0,
12.391287
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
292805,
309162,
-220707,
-581824,
-123031,
-583637
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13741,
"evaluation_days": 2290.17,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564012800000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759051407172,
"expiration_time": 1764982512000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 199,
"offset": 0,
"a": 0.73586
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 60,
"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) |
|---|