| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 188043.7685 | 361875.2848 | -173831.5163 | -195465.9682 | 221787.0882 | -417253.0564 |
| Total P&L (%) | 188.0438 | 361.8753 | -173.8315 | -195.466 | 221.7871 | -417.2531 |
| Avg Daily Profit (%) | 0.0822 | 0.1581 | -0.076 | 0 | 0.0511 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -327937 | -115072 | -271142 | -794669 | -370826 | -717669 |
| Profit Factor | 1.2241 | 2.2164 | 0.679 | 0.9 | 1.3264 | 0.6729 |
| Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
| Winning Trades | 44 | 20 | 24 | 47 | 22 | 25 |
| Losing Trades | 41 | 23 | 18 | 38 | 21 | 17 |
| Profitability (%) | 51.7647 | 46.5116 | 57.1429 | 55.2941 | 51.1628 | 59.5238 |
| Ratio Avg Win / Avg Loss | 1.1406 | 2.5488 | 0.5093 | 0.7277 | 1.2661 | 0.4575 |
| Largest Winning Trade | 374439 | 374439 | 50447 | 349583 | 349583 | 134110 |
| Largest Losing Trade | -219977 | -50402 | -219977 | -371413 | -131080 | -371413 |
| Avg Bars in Trades | 74 | 64 | 85 | 74 | 64 | 85 |
| Avg Bars in Winners | 89 | 69 | 107 | 87 | 77 | 95 |
| Avg Bars in Losers | 58 | 59 | 56 | 59 | 50 | 70 |
| Bars Traded | 6352 | 2758 | 3595 | 6352 | 2758 | 3595 |
| Profit Streak | 0 | 0 | 0 | 81.6118 | 81.6118 | 120.9451 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -83163 | 366312 | -579808 | -578902 | -123686 | -578541 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6865,
"evaluation_days": 2288.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566316800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758868856955,
"expiration_time": 1764776160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 179,
"na": 0.2,
"nb": 0.1,
"nc": 0.03172
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 110,
"offset": 0,
"a": 0.64905
}
}
}
{
"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": [
[
188043.7684727235,
361875.2847691743,
-173831.5162964506,
-195465.9681898826,
221787.088198274,
-417253.0563881566
],
[
188.043768,
361.875285,
-173.831516,
-195.465968,
221.787088,
-417.253056
],
[
0.082175,
0.158139,
-0.075964,
0,
0.051086,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-327937,
-115072,
-271142,
-794669,
-370826,
-717669
],
[
1.224099,
2.216369,
0.679044,
0.900012,
1.326412,
0.672852
],
[
85,
43,
42,
85,
43,
42
],
[
44,
20,
24,
47,
22,
25
],
[
41,
23,
18,
38,
21,
17
],
[
51.764706,
46.511628,
57.142857,
55.294118,
51.162791,
59.52381
],
[
1.140638,
2.548824,
0.509283,
0.727669,
1.266121,
0.457539
],
[
374439,
374439,
50447,
349583,
349583,
134110
],
[
-219977,
-50402,
-219977,
-371413,
-131080,
-371413
],
[
74,
64,
85,
74,
64,
85
],
[
89,
69,
107,
87,
77,
95
],
[
58,
59,
56,
59,
50,
70
],
[
6352,
2758,
3595,
6352,
2758,
3595
],
[
0,
0,
0,
81.61177,
81.61177,
120.945104
],
[
0,
0,
0,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-83163,
366312,
-579808,
-578902,
-123686,
-578541
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6865,
"evaluation_days": 2288.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566316800000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758868856955,
"expiration_time": 1764776160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 179,
"na": 0.2,
"nb": 0.1,
"nc": 0.03172
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 110,
"offset": 0,
"a": 0.64905
}
}
}
| # | 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) |
|---|