| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 116827.9763 | 131029.6744 | -14201.6981 | -7418.1636 | 19862.6351 | -27280.7987 |
| Total P&L (%) | 116.828 | 131.0297 | -14.2017 | -7.4182 | 19.8626 | -27.2808 |
| Avg Daily Profit (%) | 0.2243 | 0.2516 | -0.0273 | -0.0148 | 0.0348 | -0.0611 |
| Buy And Hold Return (%) | 18.956 | 18.956 | 18.956 | 18.956 | 18.956 | 18.956 |
| Max Trade Drawdown | -66072 | -69743 | -23841 | -119238 | -117533 | -34974 |
| Profit Factor | 1.4547 | 1.6698 | 0.7684 | 0.9762 | 1.0826 | 0.6173 |
| Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
| Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Profitability (%) | 57.6577 | 58.1818 | 57.1429 | 57.6577 | 58.1818 | 57.1429 |
| Ratio Avg Win / Avg Loss | 1.0683 | 1.2002 | 0.5763 | 0.7169 | 0.7781 | 0.463 |
| Largest Winning Trade | 202625 | 202625 | 3754 | 133770 | 133770 | 4402 |
| Largest Losing Trade | -39706 | -39706 | -9368 | -78301 | -78301 | -10585 |
| Avg Bars in Trades | 218 | 405 | 34 | 218 | 405 | 34 |
| Avg Bars in Winners | 168 | 307 | 28 | 168 | 307 | 28 |
| Avg Bars in Losers | 286 | 542 | 41 | 286 | 542 | 41 |
| Bars Traded | 24227 | 22317 | 1909 | 24227 | 22317 | 1909 |
| Profit Streak | 0 | 11.8964 | 0 | 0 | 11.8964 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 324679 | -167992 | -760198 | -580059 | -606703 | -760198 |
{
"trading_pair": "ALGO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715007600000,
"first_datapoint_time": 1715428800000,
"last_datapoint_time": 1760005800000,
"evaluation_time": 1760007646571,
"expiration_time": 1766485800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 46,
"offset": 88,
"scalar": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 235,
"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": [
[
116827.9763009924,
131029.674366285,
-14201.6980652925,
-7418.1635803786,
19862.6350802816,
-27280.7986606602
],
[
116.827976,
131.029674,
-14.201698,
-7.418164,
19.862635,
-27.280799
],
[
0.224311,
0.251579,
-0.027267,
-0.014798,
0.034792,
-0.061146
],
[
18.956044,
18.956044,
18.956044,
18.956044,
18.956044,
18.956044
],
[
-66072,
-69743,
-23841,
-119238,
-117533,
-34974
],
[
1.454676,
1.669793,
0.768403,
0.976206,
1.082594,
0.61727
],
[
111,
55,
56,
111,
55,
56
],
[
64,
32,
32,
64,
32,
32
],
[
47,
23,
24,
47,
23,
24
],
[
57.657658,
58.181818,
57.142857,
57.657658,
58.181818,
57.142857
],
[
1.068277,
1.200163,
0.576302,
0.716901,
0.778115,
0.462953
],
[
202625,
202625,
3754,
133770,
133770,
4402
],
[
-39706,
-39706,
-9368,
-78301,
-78301,
-10585
],
[
218,
405,
34,
218,
405,
34
],
[
168,
307,
28,
168,
307,
28
],
[
286,
542,
41,
286,
542,
41
],
[
24227,
22317,
1909,
24227,
22317,
1909
],
[
0,
11.896372,
0,
0,
11.896372,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
324679,
-167992,
-760198,
-580059,
-606703,
-760198
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715007600000,
"first_datapoint_time": 1715428800000,
"last_datapoint_time": 1760005800000,
"evaluation_time": 1760007646571,
"expiration_time": 1766485800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 46,
"offset": 88,
"scalar": 3
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 235,
"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) |
|---|