| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 379413.4433 | 303362.4554 | 76050.9879 | 373040.3224 | 219543.2065 | 153497.1159 |
| Total P&L (%) | 379.4134 | 303.3625 | 76.051 | 373.0403 | 219.5432 | 153.4971 |
| Avg Daily Profit (%) | 0.3642 | 0.2912 | 0.073 | 0.1493 | 0.1116 | 0.0893 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73316 | -67701 | -55526 | -464004 | -401677 | -173887 |
| Profit Factor | 1.6834 | 1.9724 | 1.3126 | 1.2473 | 1.2421 | 1.2552 |
| Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
| Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
| Losing Trades | 109 | 61 | 48 | 109 | 61 | 48 |
| Profitability (%) | 37.3563 | 29.8851 | 44.8276 | 37.3563 | 29.8851 | 44.8276 |
| Ratio Avg Win / Avg Loss | 2.8229 | 4.6276 | 1.6155 | 2.0916 | 2.9141 | 1.5448 |
| Largest Winning Trade | 270864 | 270864 | 21735 | 513609 | 513609 | 109790 |
| Largest Losing Trade | -17625 | -14534 | -17625 | -129197 | -80000 | -129197 |
| Avg Bars in Trades | 140 | 125 | 155 | 140 | 125 | 155 |
| Avg Bars in Winners | 231 | 249 | 220 | 231 | 249 | 220 |
| Avg Bars in Losers | 86 | 73 | 103 | 86 | 73 | 103 |
| Bars Traded | 24517 | 10952 | 13565 | 24517 | 10952 | 13565 |
| Profit Streak | 16.566 | 0 | 17.6493 | 16.566 | 0 | 17.6493 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 316155 | 127509 | -95955 | 133061 | -51788 | -74535 |
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669762800000,
"first_datapoint_time": 1670400000000,
"last_datapoint_time": 1759762800000,
"evaluation_time": 1759764903411,
"expiration_time": 1766242800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 40,
"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": [
[
379413.4432897157,
303362.4554073783,
76050.9878823375,
373040.3224022183,
219543.2065002733,
153497.1159019448
],
[
379.413443,
303.362455,
76.050988,
373.040322,
219.543207,
153.497116
],
[
0.364236,
0.291227,
0.073009,
0.149296,
0.111587,
0.089337
],
[
10,
10,
10,
10,
10,
10
],
[
-73316,
-67701,
-55526,
-464004,
-401677,
-173887
],
[
1.683356,
1.972437,
1.312633,
1.24731,
1.242085,
1.255188
],
[
174,
87,
87,
174,
87,
87
],
[
65,
26,
39,
65,
26,
39
],
[
109,
61,
48,
109,
61,
48
],
[
37.356322,
29.885057,
44.827586,
37.356322,
29.885057,
44.827586
],
[
2.822859,
4.62764,
1.615549,
2.091643,
2.914122,
1.544847
],
[
270864,
270864,
21735,
513609,
513609,
109790
],
[
-17625,
-14534,
-17625,
-129197,
-80000,
-129197
],
[
140,
125,
155,
140,
125,
155
],
[
231,
249,
220,
231,
249,
220
],
[
86,
73,
103,
86,
73,
103
],
[
24517,
10952,
13565,
24517,
10952,
13565
],
[
16.566012,
0,
17.649345,
16.566012,
0,
17.649345
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
316155,
127509,
-95955,
133061,
-51788,
-74535
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669762800000,
"first_datapoint_time": 1670400000000,
"last_datapoint_time": 1759762800000,
"evaluation_time": 1759764903411,
"expiration_time": 1766242800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 40,
"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) |
|---|