| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 501469.7913 | 418125.5044 | 83344.2869 | 10217.8915 | -44587.2271 | 54805.1186 |
| Total P&L (%) | 501.4698 | 418.1255 | 83.3443 | 10.2179 | -44.5872 | 54.8051 |
| Avg Daily Profit (%) | 0.2191 | 0.1827 | 0.0364 | 0.0043 | -0.0258 | 0.0191 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -190525 | -134116 | -102015 | -625669 | -398675 | -226994 |
| Profit Factor | 1.4213 | 1.6409 | 1.1549 | 1.0066 | 0.9528 | 1.0922 |
| Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
| Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
| Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
| Profitability (%) | 48.6111 | 46.2963 | 50.9259 | 48.6111 | 46.2963 | 50.9259 |
| Ratio Avg Win / Avg Loss | 1.5025 | 1.9035 | 1.1129 | 1.0642 | 1.1052 | 1.0525 |
| Largest Winning Trade | 241618 | 241618 | 37977 | 314714 | 314714 | 95944 |
| Largest Losing Trade | -57160 | -57160 | -57065 | -127436 | -98816 | -127436 |
| Avg Bars in Trades | 31 | 43 | 18 | 31 | 43 | 18 |
| Avg Bars in Winners | 38 | 55 | 23 | 38 | 55 | 23 |
| Avg Bars in Losers | 23 | 32 | 14 | 23 | 32 | 14 |
| Bars Traded | 6701 | 4660 | 2041 | 6701 | 4660 | 2041 |
| Profit Streak | 0 | 0 | 117.9626 | 0 | 0 | 117.9626 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 386211 | 319450 | -193242 | -558767 | -580818 | -286342 |
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6865,
"evaluation_days": 2288.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564531200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758870370006,
"expiration_time": 1764776160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 90,
"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": [
[
501469.7913016453,
418125.5043620066,
83344.2869396383,
10217.8915134453,
-44587.2270970612,
54805.1186105066
],
[
501.469791,
418.125504,
83.344287,
10.217892,
-44.587227,
54.805119
],
[
0.219142,
0.182721,
0.036421,
0.004252,
-0.025795,
0.019099
],
[
10,
10,
10,
10,
10,
10
],
[
-190525,
-134116,
-102015,
-625669,
-398675,
-226994
],
[
1.421307,
1.640924,
1.154946,
1.006641,
0.95279,
1.092227
],
[
216,
108,
108,
216,
108,
108
],
[
105,
50,
55,
105,
50,
55
],
[
111,
58,
53,
111,
58,
53
],
[
48.611111,
46.296296,
50.925926,
48.611111,
46.296296,
50.925926
],
[
1.502524,
1.903472,
1.112948,
1.064163,
1.105237,
1.05251
],
[
241618,
241618,
37977,
314714,
314714,
95944
],
[
-57160,
-57160,
-57065,
-127436,
-98816,
-127436
],
[
31,
43,
18,
31,
43,
18
],
[
38,
55,
23,
38,
55,
23
],
[
23,
32,
14,
23,
32,
14
],
[
6701,
4660,
2041,
6701,
4660,
2041
],
[
0,
0,
117.962616,
0,
0,
117.962616
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
386211,
319450,
-193242,
-558767,
-580818,
-286342
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 6865,
"evaluation_days": 2288.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564531200000,
"last_datapoint_time": 1758844800000,
"evaluation_time": 1758870370006,
"expiration_time": 1764776160000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "wma",
"factors": {
"length": 118,
"offset": 0
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 90,
"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) |
|---|