| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 439415.8325 | 326531.829 | 112884.0036 | 174702.1264 | 110253.8837 | 64448.2428 |
| Total P&L (%) | 439.4158 | 326.5318 | 112.884 | 174.7021 | 110.2539 | 64.4482 |
| Avg Daily Profit (%) | 0.192 | 0.1427 | 0.0493 | 0.0442 | 0.0325 | 0.0217 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164533 | -191798 | -116009 | -239797 | -273814 | -187357 |
| Profit Factor | 1.6099 | 1.7565 | 1.3909 | 1.207 | 1.2142 | 1.1958 |
| Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
| Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
| Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
| Profitability (%) | 54.4554 | 47.0588 | 62 | 54.4554 | 47.0588 | 62 |
| Ratio Avg Win / Avg Loss | 1.3465 | 1.976 | 0.8525 | 1.0095 | 1.366 | 0.7329 |
| Largest Winning Trade | 196037 | 196037 | 52117 | 91696 | 91696 | 61621 |
| Largest Losing Trade | -50101 | -41601 | -50101 | -80975 | -76428 | -80975 |
| Avg Bars in Trades | 66 | 80 | 51 | 66 | 80 | 51 |
| Avg Bars in Winners | 72 | 88 | 61 | 72 | 88 | 61 |
| Avg Bars in Losers | 58 | 74 | 36 | 58 | 74 | 36 |
| Bars Traded | 6708 | 4119 | 2589 | 6708 | 4119 | 2589 |
| Profit Streak | 0 | 0 | 319.6118 | 0 | 0 | 319.6118 |
| Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 372085 | -180416 | -305152 | -133552 | -331137 | -348146 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6865,
"evaluation_days": 2288.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564185600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758868856468,
"expiration_time": 1764776160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 57,
"offset": 0,
"poles": 2
}
}
}
{
"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": [
[
439415.8325385033,
326531.8289878566,
112884.0035506468,
174702.1264482056,
110253.8836541107,
64448.2427940949
],
[
439.415833,
326.531829,
112.884004,
174.702126,
110.253884,
64.448243
],
[
0.192025,
0.142694,
0.04933,
0.044169,
0.032481,
0.02174
],
[
10,
10,
10,
10,
10,
10
],
[
-164533,
-191798,
-116009,
-239797,
-273814,
-187357
],
[
1.609931,
1.756463,
1.3909,
1.207012,
1.214215,
1.195754
],
[
101,
51,
50,
101,
51,
50
],
[
55,
24,
31,
55,
24,
31
],
[
46,
27,
19,
46,
27,
19
],
[
54.455446,
47.058824,
62,
54.455446,
47.058824,
62
],
[
1.346488,
1.976021,
0.852487,
1.009501,
1.365991,
0.732881
],
[
196037,
196037,
52117,
91696,
91696,
61621
],
[
-50101,
-41601,
-50101,
-80975,
-76428,
-80975
],
[
66,
80,
51,
66,
80,
51
],
[
72,
88,
61,
72,
88,
61
],
[
58,
74,
36,
58,
74,
36
],
[
6708,
4119,
2589,
6708,
4119,
2589
],
[
0,
0,
319.611765,
0,
0,
319.611765
],
[
0,
0,
6,
0,
0,
6
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
372085,
-180416,
-305152,
-133552,
-331137,
-348146
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6865,
"evaluation_days": 2288.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564185600000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758868856468,
"expiration_time": 1764776160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dema",
"factors": {
"length": 106,
"offset": 0
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 57,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|