| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 316255.6069 | 230124.363 | 86131.2439 | 425439.6125 | 241767.6898 | 183671.9227 |
| Total P&L (%) | 316.2556 | 230.1244 | 86.1312 | 425.4396 | 241.7677 | 183.6719 |
| Avg Daily Profit (%) | 0.3036 | 0.2209 | 0.0827 | 0.1594 | 0.1181 | 0.1001 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -62865 | -42973 | -67451 | -215712 | -188226 | -150274 |
| Profit Factor | 1.4308 | 1.5951 | 1.248 | 1.2301 | 1.236 | 1.2229 |
| Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
| Winning Trades | 146 | 68 | 78 | 146 | 68 | 78 |
| Losing Trades | 187 | 99 | 88 | 187 | 99 | 88 |
| Profitability (%) | 43.8438 | 40.7186 | 46.988 | 43.8438 | 40.7186 | 46.988 |
| Ratio Avg Win / Avg Loss | 1.8326 | 2.3222 | 1.408 | 1.5756 | 1.7995 | 1.3796 |
| Largest Winning Trade | 139387 | 139387 | 33291 | 172989 | 172989 | 125279 |
| Largest Losing Trade | -18872 | -18872 | -18640 | -112148 | -112148 | -76118 |
| Avg Bars in Trades | 74 | 68 | 79 | 74 | 68 | 79 |
| Avg Bars in Winners | 101 | 98 | 103 | 101 | 98 | 103 |
| Avg Bars in Losers | 52 | 48 | 58 | 52 | 48 | 58 |
| Bars Traded | 24664 | 11500 | 13163 | 24664 | 11500 | 13163 |
| Profit Streak | 0 | 0 | 9.8137 | 0 | 0 | 9.8137 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 354539 | 270286 | -82538 | 266013 | -37886 | -59413 |
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669478400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759044701849,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 16,
"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": [
[
316255.6068763937,
230124.3630103117,
86131.243866082,
425439.6125319935,
241767.6898245166,
183671.9227074769
],
[
316.255607,
230.124363,
86.131244,
425.439613,
241.76769,
183.671923
],
[
0.303619,
0.220929,
0.08269,
0.159404,
0.118055,
0.100149
],
[
10,
10,
10,
10,
10,
10
],
[
-62865,
-42973,
-67451,
-215712,
-188226,
-150274
],
[
1.430825,
1.595071,
1.247965,
1.230132,
1.235989,
1.222852
],
[
333,
167,
166,
333,
167,
166
],
[
146,
68,
78,
146,
68,
78
],
[
187,
99,
88,
187,
99,
88
],
[
43.843844,
40.718563,
46.987952,
43.843844,
40.718563,
46.987952
],
[
1.832632,
2.322236,
1.407961,
1.575581,
1.799455,
1.379628
],
[
139387,
139387,
33291,
172989,
172989,
125279
],
[
-18872,
-18872,
-18640,
-112148,
-112148,
-76118
],
[
74,
68,
79,
74,
68,
79
],
[
101,
98,
103,
101,
98,
103
],
[
52,
48,
58,
52,
48,
58
],
[
24664,
11500,
13163,
24664,
11500,
13163
],
[
0,
0,
9.813679,
0,
0,
9.813679
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
354539,
270286,
-82538,
266013,
-37886,
-59413
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 24999,
"evaluation_days": 1041.62,
"actual_first_datapoint_time": 1668729600000,
"first_datapoint_time": 1669478400000,
"last_datapoint_time": 1758726000000,
"evaluation_time": 1759044701849,
"expiration_time": 1765205740800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 209,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 16,
"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) |
|---|