| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 44351.238 | -856.8622 | 45208.1001 | 46259.8905 | -11793.1138 | 58053.0043 |
| Total P&L (%) | 44.3512 | -0.8569 | 45.2081 | 46.2599 | -11.7931 | 58.053 |
| Avg Daily Profit (%) | 0.5109 | -0.0099 | 0.5208 | 0.4389 | -0.1444 | 0.5287 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -17712 | -20193 | -6801 | -29103 | -35424 | -9778 |
| Profit Factor | 1.4552 | 0.9887 | 3.105 | 1.3362 | 0.8924 | 3.0737 |
| Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
| Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
| Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
| Profitability (%) | 67.0213 | 65.9574 | 68.0851 | 67.0213 | 65.9574 | 68.0851 |
| Ratio Avg Win / Avg Loss | 0.716 | 0.5103 | 1.4555 | 0.6575 | 0.4606 | 1.4408 |
| Largest Winning Trade | 7776 | 7275 | 7776 | 10408 | 10408 | 9791 |
| Largest Losing Trade | -14697 | -14697 | -6737 | -24377 | -24377 | -9692 |
| Avg Bars in Trades | 261 | 386 | 137 | 261 | 386 | 137 |
| Avg Bars in Winners | 202 | 263 | 143 | 202 | 263 | 143 |
| Avg Bars in Losers | 382 | 623 | 125 | 382 | 623 | 125 |
| Bars Traded | 24622 | 18153 | 6470 | 24622 | 18153 | 6470 |
| Profit Streak | 0.3185 | 0 | 9.5026 | 0.3185 | 0 | 9.5026 |
| Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 178955 | -580574 | 562120 | 136747 | -580574 | 597049 |
{
"trading_pair": "ALGO_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752737400000,
"first_datapoint_time": 1752813600000,
"last_datapoint_time": 1760237100000,
"evaluation_time": 1760237322230,
"expiration_time": 1766717100000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 99,
"offset": 156
}
}
} {
"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": [
[
44351.2379639511,
-856.8621684766,
45208.1001324278,
46259.8905145062,
-11793.1138143967,
58053.0043289029
],
[
44.351238,
-0.856862,
45.2081,
46.259891,
-11.793114,
58.053004
],
[
0.5109,
-0.009871,
0.520771,
0.438946,
-0.144447,
0.528706
],
[
10,
10,
10,
10,
10,
10
],
[
-17712,
-20193,
-6801,
-29103,
-35424,
-9778
],
[
1.455156,
0.98872,
3.105027,
1.336174,
0.892411,
3.073745
],
[
94,
47,
47,
94,
47,
47
],
[
63,
31,
32,
63,
31,
32
],
[
31,
16,
15,
31,
16,
15
],
[
67.021277,
65.957447,
68.085106,
67.021277,
65.957447,
68.085106
],
[
0.716029,
0.510307,
1.455481,
0.657483,
0.460599,
1.440818
],
[
7776,
7275,
7776,
10408,
10408,
9791
],
[
-14697,
-14697,
-6737,
-24377,
-24377,
-9692
],
[
261,
386,
137,
261,
386,
137
],
[
202,
263,
143,
202,
263,
143
],
[
382,
623,
125,
382,
623,
125
],
[
24622,
18153,
6470,
24622,
18153,
6470
],
[
0.318544,
0,
9.502572,
0.318544,
0,
9.502572
],
[
1,
0,
7,
1,
0,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
178955,
-580574,
562120,
136747,
-580574,
597049
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "5m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 86.81,
"actual_first_datapoint_time": 1752737400000,
"first_datapoint_time": 1752813600000,
"last_datapoint_time": 1760237100000,
"evaluation_time": 1760237322230,
"expiration_time": 1766717100000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 125,
"offset": 0
}
},
"second_band": {
"type": "dcu",
"factors": {
"length": 99,
"offset": 156
}
}
}
| # | 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) |
|---|