| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 661325.9407 | 581567.3466 | 79758.5941 | 115658.0619 | 34787.758 | 80870.304 |
| Total P&L (%) | 661.3259 | 581.5673 | 79.7586 | 115.6581 | 34.7878 | 80.8703 |
| Avg Daily Profit (%) | 0.2878 | 0.253 | 0.0347 | 0.0334 | 0.013 | 0.0258 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -133797 | -184003 | -68603 | -680828 | -690435 | -280328 |
| Profit Factor | 1.6442 | 1.8717 | 1.2219 | 1.0369 | 1.0165 | 1.0789 |
| Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
| Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
| Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Profitability (%) | 40.4624 | 39.5349 | 41.3793 | 40.4624 | 39.5349 | 41.3793 |
| Ratio Avg Win / Avg Loss | 2.4193 | 2.8626 | 1.731 | 1.5257 | 1.5546 | 1.5285 |
| Largest Winning Trade | 318054 | 318054 | 43134 | 474506 | 474506 | 176779 |
| Largest Losing Trade | -43706 | -43706 | -25954 | -209283 | -209283 | -117073 |
| Avg Bars in Trades | 51 | 83 | 19 | 51 | 83 | 19 |
| Avg Bars in Winners | 60 | 96 | 27 | 60 | 96 | 27 |
| Avg Bars in Losers | 45 | 75 | 14 | 45 | 75 | 14 |
| Bars Traded | 8911 | 7188 | 1722 | 8911 | 7188 | 1722 |
| 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 | 327542 | 275394 | -149212 | -329829 | -383837 | -294401 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9193,
"evaluation_days": 2298.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564898400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730259992,
"expiration_time": 1765665864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 20,
"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": [
[
661325.9406572358,
581567.3465829423,
79758.5940742934,
115658.0619371701,
34787.7579630413,
80870.3039741289
],
[
661.325941,
581.567347,
79.758594,
115.658062,
34.787758,
80.870304
],
[
0.287752,
0.253048,
0.034704,
0.033445,
0.01299,
0.025789
],
[
10,
10,
10,
10,
10,
10
],
[
-133797,
-184003,
-68603,
-680828,
-690435,
-280328
],
[
1.644173,
1.871688,
1.221888,
1.036911,
1.016495,
1.078938
],
[
173,
86,
87,
173,
86,
87
],
[
70,
34,
36,
70,
34,
36
],
[
103,
52,
51,
103,
52,
51
],
[
40.462428,
39.534884,
41.37931,
40.462428,
39.534884,
41.37931
],
[
2.419283,
2.862582,
1.731007,
1.52574,
1.55464,
1.528495
],
[
318054,
318054,
43134,
474506,
474506,
176779
],
[
-43706,
-43706,
-25954,
-209283,
-209283,
-117073
],
[
51,
83,
19,
51,
83,
19
],
[
60,
96,
27,
60,
96,
27
],
[
45,
75,
14,
45,
75,
14
],
[
8911,
7188,
1722,
8911,
7188,
1722
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
327542,
275394,
-149212,
-329829,
-383837,
-294401
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9193,
"evaluation_days": 2298.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564898400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730259992,
"expiration_time": 1765665864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 174,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 20,
"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) |
|---|