| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 471062.8629 | 479675.706 | -8612.8431 | -46476.3258 | -62386.975 | 15910.6492 |
| Total P&L (%) | 471.0629 | 479.6757 | -8.6128 | -46.4763 | -62.387 | 15.9106 |
| Avg Daily Profit (%) | 0.205 | 0.2087 | -0.0037 | -0.0272 | -0.0425 | 0.0064 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -154568 | -120259 | -124027 | -397266 | -431334 | -375684 |
| Profit Factor | 1.6716 | 2.3552 | 0.9752 | 0.9675 | 0.9185 | 1.0239 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
| Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
| Profitability (%) | 43.8202 | 40 | 47.7273 | 43.8202 | 40 | 47.7273 |
| Ratio Avg Win / Avg Loss | 2.1431 | 3.5328 | 1.0681 | 1.2404 | 1.3777 | 1.1214 |
| Largest Winning Trade | 347338 | 347338 | 51702 | 198353 | 198353 | 144470 |
| Largest Losing Trade | -60303 | -60303 | -57741 | -228345 | -169566 | -228345 |
| Avg Bars in Trades | 98 | 101 | 94 | 98 | 101 | 94 |
| Avg Bars in Winners | 140 | 128 | 149 | 140 | 128 | 149 |
| Avg Bars in Losers | 65 | 83 | 44 | 65 | 83 | 44 |
| Bars Traded | 8744 | 4583 | 4161 | 8744 | 4583 | 4161 |
| 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 | 311916 | 300901 | -579936 | -581277 | -582934 | -388920 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9193,
"evaluation_days": 2298.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566842400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730259568,
"expiration_time": 1765665864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 187,
"offset": 77
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 246,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
471062.8629017166,
479675.7060086937,
-8612.8431069772,
-46476.325759891,
-62386.9750015299,
15910.6492416389
],
[
471.062863,
479.675706,
-8.612843,
-46.476326,
-62.386975,
15.910649
],
[
0.204966,
0.208713,
-0.003748,
-0.027193,
-0.042537,
0.006425
],
[
10,
10,
10,
10,
10,
10
],
[
-154568,
-120259,
-124027,
-397266,
-431334,
-375684
],
[
1.671615,
2.355211,
0.97521,
0.967528,
0.918499,
1.023897
],
[
89,
45,
44,
89,
45,
44
],
[
39,
18,
21,
39,
18,
21
],
[
50,
27,
23,
50,
27,
23
],
[
43.820225,
40,
47.727273,
43.820225,
40,
47.727273
],
[
2.143097,
3.532816,
1.068088,
1.24042,
1.377749,
1.121411
],
[
347338,
347338,
51702,
198353,
198353,
144470
],
[
-60303,
-60303,
-57741,
-228345,
-169566,
-228345
],
[
98,
101,
94,
98,
101,
94
],
[
140,
128,
149,
140,
128,
149
],
[
65,
83,
44,
65,
83,
44
],
[
8744,
4583,
4161,
8744,
4583,
4161
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
311916,
300901,
-579936,
-581277,
-582934,
-388920
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9193,
"evaluation_days": 2298.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566842400000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730259568,
"expiration_time": 1765665864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 187,
"offset": 77
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 246,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|