| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 711000.2806 | 462052.6624 | 248947.6182 | 5551154.6386 | 2780114.626 | 2771040.0126 |
| Total P&L (%) | 711.0003 | 462.0527 | 248.9476 | 5551.1546 | 2780.1146 | 2771.04 |
| Avg Daily Profit (%) | 0.3093 | 0.201 | 0.1083 | 0.1757 | 0.1463 | 0.1462 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -77874 | -109102 | -77947 | -1026706 | -776512 | -1001614 |
| Profit Factor | 2.6124 | 2.8498 | 2.3021 | 2.1584 | 2.0525 | 2.2885 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
| Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
| Profitability (%) | 48.8636 | 40.9091 | 56.8182 | 48.8636 | 40.9091 | 56.8182 |
| Ratio Avg Win / Avg Loss | 2.7339 | 4.1164 | 1.7496 | 2.2588 | 2.9647 | 1.7393 |
| Largest Winning Trade | 179543 | 179543 | 54477 | 2091723 | 2091723 | 1242312 |
| Largest Losing Trade | -46202 | -21964 | -46202 | -1001614 | -776512 | -1001614 |
| Avg Bars in Trades | 101 | 95 | 106 | 101 | 95 | 106 |
| Avg Bars in Winners | 145 | 153 | 140 | 145 | 153 | 140 |
| Avg Bars in Losers | 58 | 55 | 63 | 58 | 55 | 63 |
| Bars Traded | 8923 | 4219 | 4704 | 8923 | 4219 | 4704 |
| 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 | 494900 | 345353 | -43068 | 422238 | 111996 | 280906 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9194,
"evaluation_days": 2298.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1565503200000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759742096332,
"expiration_time": 1765688112000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "alma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 202,
"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": [
[
711000.2806469628,
462052.6624010007,
248947.618245962,
5551154.638602707,
2780114.6260213554,
2771040.0125813526
],
[
711.000281,
462.052662,
248.947618,
5551.154639,
2780.114626,
2771.040013
],
[
0.309332,
0.201024,
0.108309,
0.175679,
0.146307,
0.14617
],
[
10,
10,
10,
10,
10,
10
],
[
-77874,
-109102,
-77947,
-1026706,
-776512,
-1001614
],
[
2.612364,
2.84983,
2.30212,
2.158417,
2.052509,
2.288497
],
[
88,
44,
44,
88,
44,
44
],
[
43,
18,
25,
43,
18,
25
],
[
45,
26,
19,
45,
26,
19
],
[
48.863636,
40.909091,
56.818182,
48.863636,
40.909091,
56.818182
],
[
2.733869,
4.11642,
1.749611,
2.258809,
2.964735,
1.739258
],
[
179543,
179543,
54477,
2091723,
2091723,
1242312
],
[
-46202,
-21964,
-46202,
-1001614,
-776512,
-1001614
],
[
101,
95,
106,
101,
95,
106
],
[
145,
153,
140,
145,
153,
140
],
[
58,
55,
63,
58,
55,
63
],
[
8923,
4219,
4704,
8923,
4219,
4704
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
494900,
345353,
-43068,
422238,
111996,
280906
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9194,
"evaluation_days": 2298.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1565503200000,
"last_datapoint_time": 1759730400000,
"evaluation_time": 1759742096332,
"expiration_time": 1765688112000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "alma",
"factors": {
"length": 79,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 202,
"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) |
|---|