| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 228826.2925 | 219072.7814 | 9753.5111 | 16839.0426 | 82660.1555 | -65821.1129 |
| Total P&L (%) | 228.8263 | 219.0728 | 9.7535 | 16.839 | 82.6602 | -65.8211 |
| Avg Daily Profit (%) | 0.2197 | 0.2103 | 0.0094 | 0.0149 | 0.0579 | -0.103 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94254 | -78083 | -49483 | -303382 | -226519 | -129042 |
| Profit Factor | 1.2882 | 1.4837 | 1.0286 | 1.0123 | 1.1045 | 0.886 |
| Total Trades | 361 | 180 | 181 | 361 | 180 | 181 |
| Winning Trades | 158 | 70 | 88 | 158 | 70 | 88 |
| Losing Trades | 203 | 110 | 93 | 203 | 110 | 93 |
| Profitability (%) | 43.7673 | 38.8889 | 48.6188 | 43.7673 | 38.8889 | 48.6188 |
| Ratio Avg Win / Avg Loss | 1.6551 | 2.3315 | 1.087 | 1.3006 | 1.7357 | 0.9364 |
| Largest Winning Trade | 251190 | 251190 | 26273 | 300438 | 300438 | 24937 |
| Largest Losing Trade | -30315 | -30315 | -14223 | -97988 | -97988 | -46393 |
| Avg Bars in Trades | 68 | 95 | 41 | 68 | 95 | 41 |
| Avg Bars in Winners | 95 | 147 | 54 | 95 | 147 | 54 |
| Avg Bars in Losers | 46 | 62 | 28 | 46 | 62 | 28 |
| Bars Traded | 24637 | 17184 | 7454 | 24637 | 17184 | 7454 |
| 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 | 301518 | 219337 | -535316 | -389408 | -224054 | -580922 |
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669759200000,
"first_datapoint_time": 1670400000000,
"last_datapoint_time": 1759759200000,
"evaluation_time": 1759762911338,
"expiration_time": 1766239200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 99,
"offset": 80
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 215,
"offset": 236,
"std": 3.98947
}
}
} {
"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": [
[
228826.2925035736,
219072.7814221961,
9753.5110813777,
16839.0425918833,
82660.155474293,
-65821.1128824096
],
[
228.826293,
219.072781,
9.753511,
16.839043,
82.660155,
-65.821113
],
[
0.219673,
0.210309,
0.009363,
0.014941,
0.057852,
-0.103009
],
[
10,
10,
10,
10,
10,
10
],
[
-94254,
-78083,
-49483,
-303382,
-226519,
-129042
],
[
1.288188,
1.48367,
1.028596,
1.012306,
1.104514,
0.886026
],
[
361,
180,
181,
361,
180,
181
],
[
158,
70,
88,
158,
70,
88
],
[
203,
110,
93,
203,
110,
93
],
[
43.767313,
38.888889,
48.618785,
43.767313,
38.888889,
48.618785
],
[
1.655077,
2.331482,
1.087039,
1.30062,
1.735664,
0.936369
],
[
251190,
251190,
26273,
300438,
300438,
24937
],
[
-30315,
-30315,
-14223,
-97988,
-97988,
-46393
],
[
68,
95,
41,
68,
95,
41
],
[
95,
147,
54,
95,
147,
54
],
[
46,
62,
28,
46,
62,
28
],
[
24637,
17184,
7454,
24637,
17184,
7454
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
301518,
219337,
-535316,
-389408,
-224054,
-580922
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669759200000,
"first_datapoint_time": 1670400000000,
"last_datapoint_time": 1759759200000,
"evaluation_time": 1759762911338,
"expiration_time": 1766239200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 99,
"offset": 80
}
},
"second_band": {
"type": "bbu",
"factors": {
"length": 215,
"offset": 236,
"std": 3.98947
}
}
}
| # | 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) |
|---|