| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 297462.8544 | 273382.9134 | 24079.941 | 35394.0859 | 118924.9526 | -83530.8667 |
| Total P&L (%) | 297.4629 | 273.3829 | 24.0799 | 35.3941 | 118.925 | -83.5309 |
| Avg Daily Profit (%) | 0.2856 | 0.2624 | 0.0231 | 0.0291 | 0.0753 | -0.173 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95900 | -67423 | -87649 | -379381 | -263488 | -282643 |
| Profit Factor | 1.6115 | 2.1711 | 1.0952 | 1.0298 | 1.212 | 0.8669 |
| Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
| Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
| Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
| Profitability (%) | 61.1511 | 57.1429 | 65.2174 | 61.1511 | 57.1429 | 65.2174 |
| Ratio Avg Win / Avg Loss | 1.0238 | 1.6283 | 0.5841 | 0.6542 | 0.909 | 0.4624 |
| Largest Winning Trade | 294888 | 294888 | 34084 | 359197 | 359197 | 52100 |
| Largest Losing Trade | -55502 | -22650 | -55502 | -191496 | -109406 | -191496 |
| Avg Bars in Trades | 176 | 190 | 162 | 176 | 190 | 162 |
| Avg Bars in Winners | 148 | 151 | 146 | 148 | 151 | 146 |
| Avg Bars in Losers | 219 | 241 | 192 | 219 | 241 | 192 |
| Bars Traded | 24488 | 13304 | 11184 | 24488 | 13304 | 11184 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 435790 | -80969 | -383362 | -344272 | -187848 | -680485 |
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669658400000,
"first_datapoint_time": 1670198400000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759659931161,
"expiration_time": 1766138400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 151,
"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": [
[
297462.8544047567,
273382.9133824677,
24079.9410222891,
35394.0859303727,
118924.9526325887,
-83530.8667022162
],
[
297.462854,
273.382913,
24.079941,
35.394086,
118.924953,
-83.530867
],
[
0.285563,
0.262447,
0.023117,
0.029094,
0.07525,
-0.173003
],
[
10,
10,
10,
10,
10,
10
],
[
-95900,
-67423,
-87649,
-379381,
-263488,
-282643
],
[
1.611483,
2.171052,
1.095174,
1.029776,
1.211968,
0.866908
],
[
139,
70,
69,
139,
70,
69
],
[
85,
40,
45,
85,
40,
45
],
[
54,
30,
24,
54,
30,
24
],
[
61.151079,
57.142857,
65.217391,
61.151079,
57.142857,
65.217391
],
[
1.023766,
1.628289,
0.584093,
0.654211,
0.908976,
0.462351
],
[
294888,
294888,
34084,
359197,
359197,
52100
],
[
-55502,
-22650,
-55502,
-191496,
-109406,
-191496
],
[
176,
190,
162,
176,
190,
162
],
[
148,
151,
146,
148,
151,
146
],
[
219,
241,
192,
219,
241,
192
],
[
24488,
13304,
11184,
24488,
13304,
11184
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
435790,
-80969,
-383362,
-344272,
-187848,
-680485
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669658400000,
"first_datapoint_time": 1670198400000,
"last_datapoint_time": 1759658400000,
"evaluation_time": 1759659931161,
"expiration_time": 1766138400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 42,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 151,
"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) |
|---|