| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 387545.6119 | 331707.033 | 55838.579 | 22126.6718 | -21011.1521 | 43137.8239 |
| Total P&L (%) | 387.5456 | 331.707 | 55.8386 | 22.1267 | -21.0112 | 43.1378 |
| Avg Daily Profit (%) | 0.1695 | 0.145 | 0.0244 | 0.0087 | -0.0103 | 0.0157 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -160301 | -162408 | -123583 | -163178 | -163044 | -126959 |
| Profit Factor | 1.5513 | 1.9792 | 1.1533 | 1.0377 | 0.934 | 1.1609 |
| Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
| Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
| Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
| Profitability (%) | 47.7876 | 39.2857 | 56.1404 | 47.7876 | 39.2857 | 56.1404 |
| Ratio Avg Win / Avg Loss | 1.6949 | 3.0588 | 0.901 | 1.1338 | 1.4435 | 0.907 |
| Largest Winning Trade | 234733 | 234733 | 71264 | 71264 | 62447 | 71264 |
| Largest Losing Trade | -50903 | -45558 | -50903 | -64235 | -64235 | -42052 |
| Avg Bars in Trades | 38 | 33 | 43 | 38 | 33 | 43 |
| Avg Bars in Winners | 40 | 38 | 41 | 40 | 38 | 41 |
| Avg Bars in Losers | 37 | 31 | 45 | 37 | 31 | 45 |
| Bars Traded | 4376 | 1902 | 2474 | 4376 | 1902 | 2474 |
| Profit Streak | 122.397 | 122.397 | 126.397 | 122.397 | 122.397 | 126.397 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 391748 | -179316 | -393073 | -364861 | -762767 | -397341 |
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4574,
"evaluation_days": 2287,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562025600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759008702465,
"expiration_time": 1764643104000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 11,
"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": [
[
387545.611933937,
331707.032973564,
55838.578960373,
22126.6717743709,
-21011.1521092113,
43137.8238835822
],
[
387.545612,
331.707033,
55.838579,
22.126672,
-21.011152,
43.137824
],
[
0.169456,
0.14504,
0.024416,
0.008741,
-0.010313,
0.015683
],
[
10,
10,
10,
10,
10,
10
],
[
-160301,
-162408,
-123583,
-163178,
-163044,
-126959
],
[
1.551258,
1.979215,
1.153288,
1.037725,
0.934017,
1.160902
],
[
113,
56,
57,
113,
56,
57
],
[
54,
22,
32,
54,
22,
32
],
[
59,
34,
25,
59,
34,
25
],
[
47.787611,
39.285714,
56.140351,
47.787611,
39.285714,
56.140351
],
[
1.694893,
3.058787,
0.901006,
1.13381,
1.44348,
0.906954
],
[
234733,
234733,
71264,
71264,
62447,
71264
],
[
-50903,
-45558,
-50903,
-64235,
-64235,
-42052
],
[
38,
33,
43,
38,
33,
43
],
[
40,
38,
41,
40,
38,
41
],
[
37,
31,
45,
37,
31,
45
],
[
4376,
1902,
2474,
4376,
1902,
2474
],
[
122.397019,
122.397019,
126.397019,
122.397019,
122.397019,
126.397019
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391748,
-179316,
-393073,
-364861,
-762767,
-397341
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4574,
"evaluation_days": 2287,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562025600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1759008702465,
"expiration_time": 1764643104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 21,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 11,
"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) |
|---|