| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 741489.1109 | 519631.226 | 221857.8849 | 4266583.2626 | 2806393.4943 | 1460189.7683 |
| Total P&L (%) | 741.4891 | 519.6312 | 221.8579 | 4266.5833 | 2806.3935 | 1460.1898 |
| Avg Daily Profit (%) | 0.3219 | 0.2256 | 0.0963 | 0.1641 | 0.1464 | 0.1194 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -79133 | -96233 | -59789 | -1828837 | -964918 | -1090207 |
| Profit Factor | 2.3219 | 2.6542 | 1.8989 | 1.7247 | 1.8903 | 1.5338 |
| Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
| Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
| Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
| Profitability (%) | 38.6364 | 34.0909 | 43.1818 | 38.6364 | 34.0909 | 43.1818 |
| Ratio Avg Win / Avg Loss | 3.6877 | 5.1314 | 2.4986 | 2.7392 | 3.6547 | 2.0181 |
| Largest Winning Trade | 178010 | 178010 | 59588 | 2085853 | 2085853 | 1187184 |
| Largest Losing Trade | -27373 | -20771 | -27373 | -966285 | -638074 | -966285 |
| Avg Bars in Trades | 102 | 91 | 112 | 102 | 91 | 112 |
| Avg Bars in Winners | 179 | 166 | 189 | 179 | 166 | 189 |
| Avg Bars in Losers | 53 | 53 | 54 | 53 | 53 | 54 |
| Bars Traded | 9008 | 4045 | 4963 | 9008 | 4045 | 4963 |
| 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 | 335414 | 258872 | -63362 | 245360 | 9740 | -33220 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9213,
"evaluation_days": 2303.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563256800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165255748,
"expiration_time": 1766110824000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sinwma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 96,
"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": [
[
741489.1109369727,
519631.2260107431,
221857.8849262292,
4266583.262600798,
2806393.4942924837,
1460189.768308315
],
[
741.489111,
519.631226,
221.857885,
4266.583263,
2806.393494,
1460.189768
],
[
0.321932,
0.225608,
0.096324,
0.164101,
0.1464,
0.119354
],
[
10,
10,
10,
10,
10,
10
],
[
-79133,
-96233,
-59789,
-1828837,
-964918,
-1090207
],
[
2.321889,
2.654195,
1.89893,
1.724665,
1.890342,
1.533769
],
[
88,
44,
44,
88,
44,
44
],
[
34,
15,
19,
34,
15,
19
],
[
54,
29,
25,
54,
29,
25
],
[
38.636364,
34.090909,
43.181818,
38.636364,
34.090909,
43.181818
],
[
3.687706,
5.131443,
2.498592,
2.739174,
3.654661,
2.018118
],
[
178010,
178010,
59588,
2085853,
2085853,
1187184
],
[
-27373,
-20771,
-27373,
-966285,
-638074,
-966285
],
[
102,
91,
112,
102,
91,
112
],
[
179,
166,
189,
179,
166,
189
],
[
53,
53,
54,
53,
53,
54
],
[
9008,
4045,
4963,
9008,
4045,
4963
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
335414,
258872,
-63362,
245360,
9740,
-33220
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9213,
"evaluation_days": 2303.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563256800000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760165255748,
"expiration_time": 1766110824000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sinwma",
"factors": {
"length": 98,
"offset": 0
}
},
"second_band": {
"type": "zlma",
"factors": {
"length": 96,
"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) |
|---|