| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 609989.7559 | 475187.5585 | 134802.1974 | 1315273.8038 | 864683.8261 | 450589.9778 |
| Total P&L (%) | 609.9898 | 475.1876 | 134.8022 | 1315.2738 | 864.6838 | 450.59 |
| Avg Daily Profit (%) | 0.2929 | 0.2282 | 0.0647 | 0.1273 | 0.1089 | 0.0819 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -157082 | -84449 | -126785 | -720975 | -423300 | -498554 |
| Profit Factor | 1.5976 | 1.9519 | 1.2584 | 1.3091 | 1.3991 | 1.2157 |
| Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
| Winning Trades | 233 | 124 | 109 | 233 | 124 | 109 |
| Losing Trades | 251 | 118 | 133 | 251 | 118 | 133 |
| Profitability (%) | 48.1405 | 51.2397 | 45.0413 | 48.1405 | 51.2397 | 45.0413 |
| Ratio Avg Win / Avg Loss | 1.721 | 1.8575 | 1.5355 | 1.4102 | 1.3314 | 1.4834 |
| Largest Winning Trade | 206785 | 206785 | 46060 | 530164 | 530164 | 206382 |
| Largest Losing Trade | -43419 | -33497 | -43419 | -184010 | -165396 | -184010 |
| Avg Bars in Trades | 51 | 47 | 54 | 51 | 47 | 54 |
| Avg Bars in Winners | 70 | 60 | 82 | 70 | 60 | 82 |
| Avg Bars in Losers | 32 | 34 | 31 | 32 | 34 | 31 |
| Bars Traded | 24702 | 11607 | 13095 | 24702 | 11607 | 13095 |
| 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 | 491442 | 447863 | -106781 | -20688 | -45639 | -85203 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1580745600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759063819747,
"expiration_time": 1765538726400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 235
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 61,
"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": [
[
609989.7559282634,
475187.5585490871,
134802.1973791763,
1315273.8038478603,
864683.8260559554,
450589.9777919049
],
[
609.989756,
475.187559,
134.802197,
1315.273804,
864.683826,
450.589978
],
[
0.292888,
0.228163,
0.064726,
0.127317,
0.108892,
0.081939
],
[
10,
10,
10,
10,
10,
10
],
[
-157082,
-84449,
-126785,
-720975,
-423300,
-498554
],
[
1.597552,
1.951925,
1.258425,
1.309083,
1.399131,
1.215698
],
[
484,
242,
242,
484,
242,
242
],
[
233,
124,
109,
233,
124,
109
],
[
251,
118,
133,
251,
118,
133
],
[
48.140496,
51.239669,
45.041322,
48.140496,
51.239669,
45.041322
],
[
1.720968,
1.857477,
1.53551,
1.410214,
1.331431,
1.483375
],
[
206785,
206785,
46060,
530164,
530164,
206382
],
[
-43419,
-33497,
-43419,
-184010,
-165396,
-184010
],
[
51,
47,
54,
51,
47,
54
],
[
70,
60,
82,
70,
60,
82
],
[
32,
34,
31,
32,
34,
31
],
[
24702,
11607,
13095,
24702,
11607,
13095
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
491442,
447863,
-106781,
-20688,
-45639,
-85203
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24992,
"evaluation_days": 2082.67,
"actual_first_datapoint_time": 1579053600000,
"first_datapoint_time": 1580745600000,
"last_datapoint_time": 1759060800000,
"evaluation_time": 1759063819747,
"expiration_time": 1765538726400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 235
}
},
"second_band": {
"type": "pwma",
"factors": {
"length": 61,
"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) |
|---|