| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 379081.5629 | 353817.2128 | 25264.3501 | -47890.4095 | 74340.7756 | -122231.1851 |
| Total P&L (%) | 379.0816 | 353.8172 | 25.2644 | -47.8904 | 74.3408 | -122.2312 |
| Avg Daily Profit (%) | 0.1645 | 0.1535 | 0.011 | -0.0283 | 0.0241 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -317041 | -223309 | -205940 | -352508 | -217512 | -194364 |
| Profit Factor | 1.3695 | 1.6033 | 1.0575 | 0.9237 | 1.2079 | 0.548 |
| Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
| Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
| Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Profitability (%) | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 | 42.8571 |
| Ratio Avg Win / Avg Loss | 1.826 | 2.1377 | 1.41 | 1.2317 | 1.6106 | 0.7306 |
| Largest Winning Trade | 296129 | 296129 | 60943 | 266831 | 266831 | 43947 |
| Largest Losing Trade | -46660 | -46660 | -37058 | -160796 | -160796 | -68117 |
| Avg Bars in Trades | 58 | 46 | 70 | 58 | 46 | 70 |
| Avg Bars in Winners | 71 | 43 | 99 | 71 | 43 | 99 |
| Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
| Bars Traded | 9001 | 3587 | 5414 | 9001 | 3587 | 5414 |
| Profit Streak | 49.2141 | 49.2141 | 49.4641 | 49.2141 | 49.2141 | 49.4641 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 301799 | -33914 | -382761 | -579665 | -204182 | -624523 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9218,
"evaluation_days": 2304.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563537600000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760267301032,
"expiration_time": 1766222064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 82,
"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": [
[
379081.5629069452,
353817.2128417937,
25264.3500651516,
-47890.4095491653,
74340.7755909052,
-122231.1851400705
],
[
379.081563,
353.817213,
25.26435,
-47.89041,
74.340776,
-122.231185
],
[
0.164496,
0.153533,
0.010963,
-0.028281,
0.024123,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-317041,
-223309,
-205940,
-352508,
-217512,
-194364
],
[
1.369481,
1.603286,
1.057484,
0.923737,
1.207913,
0.547977
],
[
154,
77,
77,
154,
77,
77
],
[
66,
33,
33,
66,
33,
33
],
[
88,
44,
44,
88,
44,
44
],
[
42.857143,
42.857143,
42.857143,
42.857143,
42.857143,
42.857143
],
[
1.825974,
2.137714,
1.409979,
1.23165,
1.61055,
0.730636
],
[
296129,
296129,
60943,
266831,
266831,
43947
],
[
-46660,
-46660,
-37058,
-160796,
-160796,
-68117
],
[
58,
46,
70,
58,
46,
70
],
[
71,
43,
99,
71,
43,
99
],
[
48,
48,
48,
48,
48,
48
],
[
9001,
3587,
5414,
9001,
3587,
5414
],
[
49.214132,
49.214132,
49.464132,
49.214132,
49.214132,
49.464132
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301799,
-33914,
-382761,
-579665,
-204182,
-624523
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9218,
"evaluation_days": 2304.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563537600000,
"last_datapoint_time": 1760248800000,
"evaluation_time": 1760267301032,
"expiration_time": 1766222064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 111,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 82,
"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) |
|---|