| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 574834.9362 | 466395.1673 | 108439.7689 | 1039817.5302 | 1013212.9452 | 26604.585 |
| Total P&L (%) | 574.8349 | 466.3952 | 108.4398 | 1039.8175 | 1013.2129 | 26.6046 |
| Avg Daily Profit (%) | 0.2513 | 0.2039 | 0.0474 | 0.1065 | 0.1054 | 0.0103 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -135517 | -174841 | -119057 | -1107252 | -1608447 | -1158374 |
| Profit Factor | 1.6802 | 2.0507 | 1.2703 | 1.1583 | 1.2796 | 1.009 |
| Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
| Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
| Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
| Profitability (%) | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.4702 | 1.7943 | 1.1115 | 1.0135 | 1.1197 | 0.8829 |
| Largest Winning Trade | 214931 | 214931 | 46954 | 743257 | 743257 | 292593 |
| Largest Losing Trade | -41480 | -36174 | -41480 | -622675 | -622675 | -474052 |
| Avg Bars in Trades | 28 | 37 | 20 | 28 | 37 | 20 |
| Avg Bars in Winners | 29 | 34 | 23 | 29 | 34 | 23 |
| Avg Bars in Losers | 28 | 40 | 16 | 28 | 40 | 16 |
| Bars Traded | 4312 | 2803 | 1509 | 4312 | 2803 | 1509 |
| Profit Streak | 50.5269 | 79.5269 | 50.5269 | 50.5269 | 79.5269 | 50.5269 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 469238 | -44010 | -185366 | -94375 | -107423 | -450410 |
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4574,
"evaluation_days": 2287,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1567036800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758933521104,
"expiration_time": 1764643104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbm",
"factors": {
"length": 40,
"offset": 0,
"std": 2.14122
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 136,
"offset": 0,
"multiplier": 2.68432
}
}
} {
"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": [
[
574834.9361841695,
466395.1673092009,
108439.7688749688,
1039817.5301521113,
1013212.9451898651,
26604.5849622477
],
[
574.834936,
466.395167,
108.439769,
1039.81753,
1013.212945,
26.604585
],
[
0.251349,
0.203933,
0.047416,
0.10646,
0.105427,
0.010315
],
[
10,
10,
10,
10,
10,
10
],
[
-135517,
-174841,
-119057,
-1107252,
-1608447,
-1158374
],
[
1.680207,
2.050682,
1.270295,
1.158281,
1.279644,
1.00903
],
[
150,
75,
75,
150,
75,
75
],
[
80,
40,
40,
80,
40,
40
],
[
70,
35,
35,
70,
35,
35
],
[
53.333333,
53.333333,
53.333333,
53.333333,
53.333333,
53.333333
],
[
1.470181,
1.794347,
1.111508,
1.013496,
1.119688,
0.882901
],
[
214931,
214931,
46954,
743257,
743257,
292593
],
[
-41480,
-36174,
-41480,
-622675,
-622675,
-474052
],
[
28,
37,
20,
28,
37,
20
],
[
29,
34,
23,
29,
34,
23
],
[
28,
40,
16,
28,
40,
16
],
[
4312,
2803,
1509,
4312,
2803,
1509
],
[
50.526865,
79.526865,
50.526865,
50.526865,
79.526865,
50.526865
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
469238,
-44010,
-185366,
-94375,
-107423,
-450410
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4574,
"evaluation_days": 2287,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1567036800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758933521104,
"expiration_time": 1764643104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbm",
"factors": {
"length": 40,
"offset": 0,
"std": 2.14122
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 136,
"offset": 0,
"multiplier": 2.68432
}
}
}
| # | 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) |
|---|