| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 479789.1321 | 420710.4143 | 59078.7178 | 321811.1406 | 366740.8895 | -44929.7489 |
| Total P&L (%) | 479.7891 | 420.7104 | 59.0787 | 321.8111 | 366.7409 | -44.9297 |
| Avg Daily Profit (%) | 0.2089 | 0.1832 | 0.0257 | 0.0627 | 0.0671 | -0.026 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74472 | -122899 | -77775 | -405734 | -362750 | -428928 |
| Profit Factor | 1.9687 | 2.7671 | 1.2297 | 1.2112 | 1.5038 | 0.9436 |
| Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
| Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
| Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
| Profitability (%) | 41.791 | 38.2353 | 45.4545 | 41.791 | 38.2353 | 45.4545 |
| Ratio Avg Win / Avg Loss | 2.7422 | 4.47 | 1.4756 | 1.687 | 2.4291 | 1.1323 |
| Largest Winning Trade | 251335 | 251335 | 50916 | 365631 | 365631 | 133498 |
| Largest Losing Trade | -44589 | -32556 | -44589 | -295866 | -109868 | -295866 |
| Avg Bars in Trades | 94 | 86 | 103 | 94 | 86 | 103 |
| Avg Bars in Winners | 159 | 145 | 172 | 159 | 145 | 172 |
| Avg Bars in Losers | 48 | 49 | 46 | 48 | 49 | 46 |
| Bars Traded | 6356 | 2936 | 3420 | 6356 | 2936 | 3420 |
| Profit Streak | 84.6444 | 244.3111 | 0 | 84.6444 | 244.3111 | 0 |
| Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -112474 | 328947 | -161373 | -232476 | -104517 | -580903 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6890,
"evaluation_days": 2296.67,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566604800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759591679930,
"expiration_time": 1765517760000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 72,
"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": [
[
479789.1321454935,
420710.4143044316,
59078.7178410616,
321811.1406357927,
366740.8895245824,
-44929.7488887896
],
[
479.789132,
420.710414,
59.078718,
321.811141,
366.74089,
-44.929749
],
[
0.208906,
0.183183,
0.025724,
0.062692,
0.067102,
-0.025972
],
[
10,
10,
10,
10,
10,
10
],
[
-74472,
-122899,
-77775,
-405734,
-362750,
-428928
],
[
1.968731,
2.767128,
1.2297,
1.211159,
1.503754,
0.943556
],
[
67,
34,
33,
67,
34,
33
],
[
28,
13,
15,
28,
13,
15
],
[
39,
21,
18,
39,
21,
18
],
[
41.791045,
38.235294,
45.454545,
41.791045,
38.235294,
45.454545
],
[
2.742162,
4.469977,
1.475639,
1.686972,
2.429142,
1.132267
],
[
251335,
251335,
50916,
365631,
365631,
133498
],
[
-44589,
-32556,
-44589,
-295866,
-109868,
-295866
],
[
94,
86,
103,
94,
86,
103
],
[
159,
145,
172,
159,
145,
172
],
[
48,
49,
46,
48,
49,
46
],
[
6356,
2936,
3420,
6356,
2936,
3420
],
[
84.644444,
244.31111,
0,
84.644444,
244.31111,
0
],
[
1,
2,
0,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-112474,
328947,
-161373,
-232476,
-104517,
-580903
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6890,
"evaluation_days": 2296.67,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566604800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759591679930,
"expiration_time": 1765517760000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 72,
"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) |
|---|