| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 485919.8157 | 446011.9127 | 39907.9031 | 3817.1181 | -14313.4255 | 18130.5436 |
| Total P&L (%) | 485.9198 | 446.0119 | 39.9079 | 3.8171 | -14.3134 | 18.1305 |
| Avg Daily Profit (%) | 0.212 | 0.1946 | 0.0174 | 0.0016 | -0.0067 | 0.0073 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -183093 | -176298 | -121334 | -323432 | -337853 | -207688 |
| Profit Factor | 1.4272 | 1.7067 | 1.0788 | 1.002 | 0.9873 | 1.0237 |
| Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
| Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
| Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
| Profitability (%) | 42.8571 | 40.9524 | 44.7619 | 42.8571 | 40.9524 | 44.7619 |
| Ratio Avg Win / Avg Loss | 1.9029 | 2.4609 | 1.3313 | 1.336 | 1.4236 | 1.2632 |
| Largest Winning Trade | 285942 | 285942 | 62588 | 156389 | 156389 | 62588 |
| Largest Losing Trade | -44400 | -44400 | -40148 | -139240 | -139240 | -67773 |
| Avg Bars in Trades | 21 | 19 | 22 | 21 | 19 | 22 |
| Avg Bars in Winners | 28 | 24 | 32 | 28 | 24 | 32 |
| Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
| Bars Traded | 4445 | 2077 | 2368 | 4445 | 2077 | 2368 |
| Profit Streak | 31.0331 | 31.0331 | 40.0331 | 31.0331 | 31.0331 | 40.0331 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 334630 | 282027 | -307148 | -575117 | -582086 | -387237 |
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4584,
"evaluation_days": 2292,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564660800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759150055720,
"expiration_time": 1765088064000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "tema",
"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": [
[
485919.815745863,
446011.9126794544,
39907.9030664086,
3817.1181427352,
-14313.425471076,
18130.5436138111
],
[
485.919816,
446.011913,
39.907903,
3.817118,
-14.313425,
18.130544
],
[
0.212007,
0.194595,
0.017412,
0.001634,
-0.006739,
0.00727
],
[
10,
10,
10,
10,
10,
10
],
[
-183093,
-176298,
-121334,
-323432,
-337853,
-207688
],
[
1.42718,
1.706731,
1.078805,
1.002014,
0.987318,
1.023658
],
[
210,
105,
105,
210,
105,
105
],
[
90,
43,
47,
90,
43,
47
],
[
120,
62,
58,
120,
62,
58
],
[
42.857143,
40.952381,
44.761905,
42.857143,
40.952381,
44.761905
],
[
1.902906,
2.460869,
1.331291,
1.336019,
1.423575,
1.263237
],
[
285942,
285942,
62588,
156389,
156389,
62588
],
[
-44400,
-44400,
-40148,
-139240,
-139240,
-67773
],
[
21,
19,
22,
21,
19,
22
],
[
28,
24,
32,
28,
24,
32
],
[
15,
16,
14,
15,
16,
14
],
[
4445,
2077,
2368,
4445,
2077,
2368
],
[
31.033052,
31.033052,
40.033052,
31.033052,
31.033052,
40.033052
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
334630,
282027,
-307148,
-575117,
-582086,
-387237
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4584,
"evaluation_days": 2292,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564660800000,
"last_datapoint_time": 1759147200000,
"evaluation_time": 1759150055720,
"expiration_time": 1765088064000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 16,
"offset": 0
}
},
"second_band": {
"type": "tema",
"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) |
|---|