| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 506828.8707 | 409953.3021 | 96875.5687 | 153427.0619 | 71421.4564 | 82005.6055 |
| Total P&L (%) | 506.8289 | 409.9533 | 96.8756 | 153.4271 | 71.4215 | 82.0056 |
| Avg Daily Profit (%) | 0.2208 | 0.1786 | 0.0422 | 0.0405 | 0.0235 | 0.0261 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125128 | -103957 | -120397 | -190381 | -121670 | -119415 |
| Profit Factor | 1.7001 | 1.9765 | 1.3185 | 1.2123 | 1.1534 | 1.3188 |
| Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
| Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
| Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
| Profitability (%) | 42.4242 | 38 | 46.9388 | 42.4242 | 38 | 46.9388 |
| Ratio Avg Win / Avg Loss | 2.3073 | 3.2249 | 1.4905 | 1.6453 | 1.8819 | 1.4908 |
| Largest Winning Trade | 257138 | 257138 | 59929 | 105627 | 105627 | 62431 |
| Largest Losing Trade | -51733 | -36959 | -51733 | -75966 | -75966 | -34564 |
| Avg Bars in Trades | 90 | 83 | 97 | 90 | 83 | 97 |
| Avg Bars in Winners | 129 | 119 | 137 | 129 | 119 | 137 |
| Avg Bars in Losers | 62 | 61 | 62 | 62 | 61 | 62 |
| Bars Traded | 8958 | 4180 | 4778 | 8958 | 4180 | 4778 |
| 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 | 315160 | -173529 | -137434 | -140805 | -396844 | -158912 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9182,
"evaluation_days": 2295.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563386400000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759488736758,
"expiration_time": 1765421136000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 189,
"offset": 0,
"std": 2.23416
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 93,
"offset": 9
}
}
} {
"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": [
[
506828.8707182407,
409953.3020526093,
96875.5686656315,
153427.0618527841,
71421.4563772905,
82005.6054754936
],
[
506.828871,
409.953302,
96.875569,
153.427062,
71.421456,
82.005605
],
[
0.220792,
0.17859,
0.042202,
0.040518,
0.023482,
0.026092
],
[
10,
10,
10,
10,
10,
10
],
[
-125128,
-103957,
-120397,
-190381,
-121670,
-119415
],
[
1.700104,
1.976535,
1.318534,
1.212296,
1.153446,
1.318773
],
[
99,
50,
49,
99,
50,
49
],
[
42,
19,
23,
42,
19,
23
],
[
57,
31,
26,
57,
31,
26
],
[
42.424242,
38,
46.938776,
42.424242,
38,
46.938776
],
[
2.307284,
3.224872,
1.490517,
1.645259,
1.881939,
1.490787
],
[
257138,
257138,
59929,
105627,
105627,
62431
],
[
-51733,
-36959,
-51733,
-75966,
-75966,
-34564
],
[
90,
83,
97,
90,
83,
97
],
[
129,
119,
137,
129,
119,
137
],
[
62,
61,
62,
62,
61,
62
],
[
8958,
4180,
4778,
8958,
4180,
4778
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
315160,
-173529,
-137434,
-140805,
-396844,
-158912
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9182,
"evaluation_days": 2295.5,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563386400000,
"last_datapoint_time": 1759471200000,
"evaluation_time": 1759488736758,
"expiration_time": 1765421136000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 189,
"offset": 0,
"std": 2.23416
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 93,
"offset": 9
}
}
}
| # | 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) |
|---|