| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 680388.1033 | 486612.1304 | 193775.9729 | 2438913.838 | 1475855.4926 | 963058.3455 |
| Total P&L (%) | 680.3881 | 486.6121 | 193.776 | 2438.9138 | 1475.8555 | 963.0583 |
| Avg Daily Profit (%) | 0.2961 | 0.2118 | 0.0843 | 0.1409 | 0.1201 | 0.1029 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -101792 | -111212 | -93939 | -1070568 | -649471 | -540155 |
| Profit Factor | 1.889 | 2.2547 | 1.5133 | 1.5614 | 1.6391 | 1.4733 |
| Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
| Winning Trades | 71 | 38 | 33 | 71 | 38 | 33 |
| Losing Trades | 72 | 34 | 38 | 72 | 34 | 38 |
| Profitability (%) | 49.6504 | 52.7778 | 46.4789 | 49.6504 | 52.7778 | 46.4789 |
| Ratio Avg Win / Avg Loss | 1.9156 | 2.0174 | 1.7426 | 1.5834 | 1.4666 | 1.6965 |
| Largest Winning Trade | 182641 | 182641 | 56780 | 905570 | 905570 | 814507 |
| Largest Losing Trade | -39226 | -32956 | -39226 | -477168 | -373742 | -477168 |
| Avg Bars in Trades | 93 | 88 | 99 | 93 | 88 | 99 |
| Avg Bars in Winners | 127 | 114 | 143 | 127 | 114 | 143 |
| Avg Bars in Losers | 60 | 60 | 60 | 60 | 60 | 60 |
| Bars Traded | 13440 | 6407 | 7033 | 13440 | 6407 | 7033 |
| Profit Streak | 0 | 0 | 50.2489 | 0 | 0 | 50.2489 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 456769 | -66806 | -165614 | -1521 | -109098 | -140650 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13785,
"evaluation_days": 2297.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562817600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759687106149,
"expiration_time": 1765635120000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 116,
"offset": 0,
"std": 3.73553
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 86,
"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": [
[
680388.1032862209,
486612.1304266977,
193775.9728595229,
2438913.8380489186,
1475855.4925893864,
963058.3454595315
],
[
680.388103,
486.61213,
193.775973,
2438.913838,
1475.855493,
963.058345
],
[
0.296143,
0.211801,
0.084342,
0.140875,
0.120089,
0.102936
],
[
10,
10,
10,
10,
10,
10
],
[
-101792,
-111212,
-93939,
-1070568,
-649471,
-540155
],
[
1.889016,
2.254698,
1.51332,
1.561431,
1.63913,
1.473262
],
[
143,
72,
71,
143,
72,
71
],
[
71,
38,
33,
71,
38,
33
],
[
72,
34,
38,
72,
34,
38
],
[
49.65035,
52.777778,
46.478873,
49.65035,
52.777778,
46.478873
],
[
1.915622,
2.017361,
1.742611,
1.583423,
1.46659,
1.696483
],
[
182641,
182641,
56780,
905570,
905570,
814507
],
[
-39226,
-32956,
-39226,
-477168,
-373742,
-477168
],
[
93,
88,
99,
93,
88,
99
],
[
127,
114,
143,
127,
114,
143
],
[
60,
60,
60,
60,
60,
60
],
[
13440,
6407,
7033,
13440,
6407,
7033
],
[
0,
0,
50.248914,
0,
0,
50.248914
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
456769,
-66806,
-165614,
-1521,
-109098,
-140650
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13785,
"evaluation_days": 2297.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562817600000,
"last_datapoint_time": 1759680000000,
"evaluation_time": 1759687106149,
"expiration_time": 1765635120000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 116,
"offset": 0,
"std": 3.73553
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 86,
"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) |
|---|