| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 489660.5689 | 440617.4048 | 49043.1641 | 106100.2362 | 81008.917 | 25091.3191 |
| Total P&L (%) | 489.6606 | 440.6174 | 49.0432 | 106.1002 | 81.0089 | 25.0913 |
| Avg Daily Profit (%) | 0.2127 | 0.1914 | 0.0213 | 0.0314 | 0.0258 | 0.0097 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112973 | -73879 | -75021 | -444541 | -361516 | -439171 |
| Profit Factor | 1.8781 | 2.5525 | 1.1791 | 1.061 | 1.0968 | 1.0278 |
| Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
| Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
| Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
| Profitability (%) | 52.809 | 46.6667 | 59.0909 | 52.809 | 46.6667 | 59.0909 |
| Ratio Avg Win / Avg Loss | 1.6783 | 2.9171 | 0.8163 | 0.9481 | 1.2534 | 0.7116 |
| Largest Winning Trade | 342148 | 342148 | 58700 | 221746 | 221746 | 145256 |
| Largest Losing Trade | -55628 | -52882 | -55628 | -321077 | -103581 | -321077 |
| Avg Bars in Trades | 48 | 43 | 53 | 48 | 43 | 53 |
| Avg Bars in Winners | 60 | 58 | 62 | 60 | 58 | 62 |
| Avg Bars in Losers | 33 | 29 | 39 | 33 | 29 | 39 |
| Bars Traded | 4279 | 1945 | 2334 | 4279 | 1945 | 2334 |
| Profit Streak | 0 | 0 | 67.2783 | 0 | 0 | 67.2783 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428271 | 402612 | -189195 | -305382 | -273749 | -373172 |
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4604,
"evaluation_days": 2302,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1574985600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760035248402,
"expiration_time": 1765977984000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 190,
"offset": 131
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 126,
"offset": 0,
"std": 3.81211
}
}
} {
"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": [
[
489660.5689059583,
440617.4047957931,
49043.1641101658,
106100.2361768495,
81008.9170327223,
25091.3191441274
],
[
489.660569,
440.617405,
49.043164,
106.100236,
81.008917,
25.091319
],
[
0.212711,
0.191406,
0.021305,
0.031421,
0.02578,
0.009726
],
[
10,
10,
10,
10,
10,
10
],
[
-112973,
-73879,
-75021,
-444541,
-361516,
-439171
],
[
1.878101,
2.552457,
1.17911,
1.061019,
1.096765,
1.027829
],
[
89,
45,
44,
89,
45,
44
],
[
47,
21,
26,
47,
21,
26
],
[
42,
24,
18,
42,
24,
18
],
[
52.808989,
46.666667,
59.090909,
52.808989,
46.666667,
59.090909
],
[
1.678303,
2.917093,
0.816307,
0.948145,
1.253446,
0.711574
],
[
342148,
342148,
58700,
221746,
221746,
145256
],
[
-55628,
-52882,
-55628,
-321077,
-103581,
-321077
],
[
48,
43,
53,
48,
43,
53
],
[
60,
58,
62,
60,
58,
62
],
[
33,
29,
39,
33,
29,
39
],
[
4279,
1945,
2334,
4279,
1945,
2334
],
[
0,
0,
67.278338,
0,
0,
67.278338
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428271,
402612,
-189195,
-305382,
-273749,
-373172
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4604,
"evaluation_days": 2302,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1574985600000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760035248402,
"expiration_time": 1765977984000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 190,
"offset": 131
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 126,
"offset": 0,
"std": 3.81211
}
}
}
| # | 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) |
|---|