| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 454317.8314 | 353377.8706 | 100939.9607 | 139812.3046 | 144549.6569 | -4737.3523 |
| Total P&L (%) | 454.3178 | 353.3779 | 100.94 | 139.8123 | 144.5497 | -4.7374 |
| Avg Daily Profit (%) | 0.1972 | 0.1534 | 0.0438 | 0.038 | 0.0388 | -0.0021 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -103053 | -126853 | -137763 | -164268 | -98588 | -135742 |
| Profit Factor | 1.4798 | 1.678 | 1.2371 | 1.1471 | 1.2786 | 0.989 |
| Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
| Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
| Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
| Profitability (%) | 41.8919 | 43.2432 | 40.5405 | 41.8919 | 43.2432 | 40.5405 |
| Ratio Avg Win / Avg Loss | 2.0527 | 2.2024 | 1.8145 | 1.5911 | 1.6781 | 1.4506 |
| Largest Winning Trade | 142804 | 142804 | 55488 | 116521 | 116521 | 56979 |
| Largest Losing Trade | -33996 | -28995 | -33996 | -62255 | -54687 | -62255 |
| Avg Bars in Trades | 45 | 38 | 52 | 45 | 38 | 52 |
| Avg Bars in Winners | 62 | 41 | 85 | 62 | 41 | 85 |
| Avg Bars in Losers | 33 | 37 | 30 | 33 | 37 | 30 |
| Bars Traded | 6759 | 2875 | 3884 | 6759 | 2875 | 3884 |
| Profit Streak | 21.2053 | 21.2053 | 22.5386 | 21.2053 | 21.2053 | 22.5386 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 309511 | -56132 | -200660 | -201105 | -206500 | -646206 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6910,
"evaluation_days": 2303.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563120000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760158535843,
"expiration_time": 1766111040000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 67,
"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": [
[
454317.8313541545,
353377.8706486654,
100939.9607054894,
139812.3045632609,
144549.6569024401,
-4737.3523391792
],
[
454.317831,
353.377871,
100.939961,
139.812305,
144.549657,
-4.737352
],
[
0.197244,
0.15342,
0.043823,
0.037982,
0.038832,
-0.002107
],
[
10,
10,
10,
10,
10,
10
],
[
-103053,
-126853,
-137763,
-164268,
-98588,
-135742
],
[
1.479828,
1.678029,
1.237143,
1.147062,
1.27858,
0.989029
],
[
148,
74,
74,
148,
74,
74
],
[
62,
32,
30,
62,
32,
30
],
[
86,
42,
44,
86,
42,
44
],
[
41.891892,
43.243243,
40.540541,
41.891892,
43.243243,
40.540541
],
[
2.052665,
2.202413,
1.814476,
1.591086,
1.678136,
1.450576
],
[
142804,
142804,
55488,
116521,
116521,
56979
],
[
-33996,
-28995,
-33996,
-62255,
-54687,
-62255
],
[
45,
38,
52,
45,
38,
52
],
[
62,
41,
85,
62,
41,
85
],
[
33,
37,
30,
33,
37,
30
],
[
6759,
2875,
3884,
6759,
2875,
3884
],
[
21.205276,
21.205276,
22.538609,
21.205276,
21.205276,
22.538609
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
309511,
-56132,
-200660,
-201105,
-206500,
-646206
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6910,
"evaluation_days": 2303.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563120000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760158535843,
"expiration_time": 1766111040000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 69,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 67,
"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) |
|---|