| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 549582.2021 | 434206.3225 | 115375.8796 | 673911.0812 | 611541.337 | 62369.7442 |
| Total P&L (%) | 549.5822 | 434.2063 | 115.3759 | 673.9111 | 611.5413 | 62.3697 |
| Avg Daily Profit (%) | 0.2638 | 0.2084 | 0.0554 | 0.0983 | 0.0942 | 0.0233 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116656 | -154563 | -103699 | -480657 | -377021 | -413519 |
| Profit Factor | 1.6887 | 2.0364 | 1.3044 | 1.262 | 1.4552 | 1.0507 |
| Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
| Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
| Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
| Profitability (%) | 42.4837 | 38.1579 | 46.7532 | 42.4837 | 38.1579 | 46.7532 |
| Ratio Avg Win / Avg Loss | 2.2862 | 3.3003 | 1.4855 | 1.7085 | 2.3585 | 1.1967 |
| Largest Winning Trade | 221790 | 221790 | 58006 | 408376 | 408376 | 188917 |
| Largest Losing Trade | -26402 | -26402 | -24456 | -165969 | -165969 | -162178 |
| Avg Bars in Trades | 160 | 162 | 158 | 160 | 162 | 158 |
| Avg Bars in Winners | 229 | 252 | 210 | 229 | 252 | 210 |
| Avg Bars in Losers | 108 | 106 | 111 | 108 | 106 | 111 |
| Bars Traded | 24500 | 12332 | 12168 | 24500 | 12332 | 12168 |
| 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 | 347801 | -42499 | -162075 | -62521 | -118665 | -370228 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579845600000,
"first_datapoint_time": 1582452000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759915929624,
"expiration_time": 1766390400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hma",
"factors": {
"length": 201,
"offset": 147
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 93,
"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": [
[
549582.2020731905,
434206.3225018895,
115375.8795713012,
673911.0811898983,
611541.3370349735,
62369.7441549251
],
[
549.582202,
434.206323,
115.37588,
673.911081,
611.541337,
62.369744
],
[
0.2638,
0.208419,
0.055381,
0.09827,
0.094233,
0.023269
],
[
10,
10,
10,
10,
10,
10
],
[
-116656,
-154563,
-103699,
-480657,
-377021,
-413519
],
[
1.688651,
2.036364,
1.304354,
1.261955,
1.455247,
1.050736
],
[
153,
76,
77,
153,
76,
77
],
[
65,
29,
36,
65,
29,
36
],
[
88,
47,
41,
88,
47,
41
],
[
42.48366,
38.157895,
46.753247,
42.48366,
38.157895,
46.753247
],
[
2.286174,
3.300314,
1.485514,
1.708493,
2.358504,
1.196671
],
[
221790,
221790,
58006,
408376,
408376,
188917
],
[
-26402,
-26402,
-24456,
-165969,
-165969,
-162178
],
[
160,
162,
158,
160,
162,
158
],
[
229,
252,
210,
229,
252,
210
],
[
108,
106,
111,
108,
106,
111
],
[
24500,
12332,
12168,
24500,
12332,
12168
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347801,
-42499,
-162075,
-62521,
-118665,
-370228
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579845600000,
"first_datapoint_time": 1582452000000,
"last_datapoint_time": 1759910400000,
"evaluation_time": 1759915929624,
"expiration_time": 1766390400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hma",
"factors": {
"length": 201,
"offset": 147
}
},
"second_band": {
"type": "vwma",
"factors": {
"length": 93,
"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) |
|---|