| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 66122.8607 | 14592.3296 | 51530.5311 | 76226.4817 | 21453.2817 | 54773.2 |
| Total P&L (%) | 66.1229 | 14.5923 | 51.5305 | 76.2265 | 21.4533 | 54.7732 |
| Avg Daily Profit (%) | 0.7617 | 0.1681 | 0.5936 | 0.6548 | 0.2241 | 0.5044 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -22778 | -14151 | -13799 | -31615 | -18513 | -18030 |
| Profit Factor | 1.5998 | 1.3089 | 1.818 | 1.5702 | 1.3852 | 1.7024 |
| Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
| Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
| Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
| Profitability (%) | 56.5891 | 53.8462 | 59.375 | 56.5891 | 53.8462 | 59.375 |
| Ratio Avg Win / Avg Loss | 1.2272 | 1.1219 | 1.2439 | 1.2046 | 1.1873 | 1.1648 |
| Largest Winning Trade | 25809 | 20189 | 25809 | 30079 | 29602 | 30079 |
| Largest Losing Trade | -11743 | -6244 | -11743 | -13894 | -6374 | -13894 |
| Avg Bars in Trades | 189 | 89 | 291 | 189 | 89 | 291 |
| Avg Bars in Winners | 149 | 66 | 226 | 149 | 66 | 226 |
| Avg Bars in Losers | 241 | 116 | 386 | 241 | 116 | 386 |
| Bars Traded | 24443 | 5814 | 18629 | 24443 | 5814 | 18629 |
| Profit Streak | 2.177 | 2.177 | 4.0277 | 2.177 | 2.177 | 4.0277 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 427702 | -150460 | -127553 | 397620 | -132529 | -128322 |
{
"trading_pair": "ALGO_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752717000000,
"first_datapoint_time": 1752776400000,
"last_datapoint_time": 1760216700000,
"evaluation_time": 1760216996098,
"expiration_time": 1766696700000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcu",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 199,
"offset": 0,
"a": 0.53939
}
}
} {
"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": [
[
66122.8606558822,
14592.3295984438,
51530.5310574386,
76226.4817308511,
21453.2816837966,
54773.2000470545
],
[
66.122861,
14.59233,
51.530531,
76.226482,
21.453282,
54.7732
],
[
0.761696,
0.168095,
0.593601,
0.654824,
0.224141,
0.504425
],
[
10,
10,
10,
10,
10,
10
],
[
-22778,
-14151,
-13799,
-31615,
-18513,
-18030
],
[
1.599806,
1.308856,
1.818022,
1.570247,
1.385194,
1.702419
],
[
129,
65,
64,
129,
65,
64
],
[
73,
35,
38,
73,
35,
38
],
[
56,
30,
26,
56,
30,
26
],
[
56.589147,
53.846154,
59.375,
56.589147,
53.846154,
59.375
],
[
1.227248,
1.121877,
1.24391,
1.204573,
1.187309,
1.164813
],
[
25809,
20189,
25809,
30079,
29602,
30079
],
[
-11743,
-6244,
-11743,
-13894,
-6374,
-13894
],
[
189,
89,
291,
189,
89,
291
],
[
149,
66,
226,
149,
66,
226
],
[
241,
116,
386,
241,
116,
386
],
[
24443,
5814,
18629,
24443,
5814,
18629
],
[
2.177038,
2.177038,
4.027732,
2.177038,
2.177038,
4.027733
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
427702,
-150460,
-127553,
397620,
-132529,
-128322
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752717000000,
"first_datapoint_time": 1752776400000,
"last_datapoint_time": 1760216700000,
"evaluation_time": 1760216996098,
"expiration_time": 1766696700000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcu",
"factors": {
"length": 78,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 199,
"offset": 0,
"a": 0.53939
}
}
}
| # | 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) |
|---|