| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 559697.2422 | 421563.0164 | 138134.2257 | 587250.9739 | 378398.1592 | 208852.8146 |
| Total P&L (%) | 559.6972 | 421.563 | 138.1342 | 587.251 | 378.3982 | 208.8528 |
| Avg Daily Profit (%) | 0.2435 | 0.1834 | 0.0601 | 0.0839 | 0.0681 | 0.0491 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129784 | -119932 | -116137 | -272997 | -306528 | -230552 |
| Profit Factor | 1.812 | 2.3149 | 1.3747 | 1.3661 | 1.4997 | 1.2466 |
| Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
| Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
| Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
| Profitability (%) | 50 | 49.0909 | 50.9091 | 50 | 49.0909 | 50.9091 |
| Ratio Avg Win / Avg Loss | 1.812 | 2.4006 | 1.3256 | 1.3661 | 1.5552 | 1.2021 |
| Largest Winning Trade | 187208 | 187208 | 66484 | 310752 | 310752 | 228997 |
| Largest Losing Trade | -42899 | -28680 | -42899 | -92225 | -73690 | -92225 |
| Avg Bars in Trades | 40 | 32 | 48 | 40 | 32 | 48 |
| Avg Bars in Winners | 55 | 44 | 65 | 55 | 44 | 65 |
| Avg Bars in Losers | 26 | 20 | 31 | 26 | 20 | 31 |
| Bars Traded | 4475 | 1784 | 2691 | 4475 | 1784 | 2691 |
| Profit Streak | 0 | 0 | 54.2771 | 0 | 0 | 54.2771 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 437003 | -168522 | -291107 | -79773 | -279989 | -306583 |
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4598,
"evaluation_days": 2299,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562068800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759775942086,
"expiration_time": 1765711008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 182,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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": [
[
559697.2421636591,
421563.0164286629,
138134.2257349959,
587250.9738724255,
378398.1592232786,
208852.8146491467
],
[
559.697242,
421.563016,
138.134226,
587.250974,
378.398159,
208.852815
],
[
0.243452,
0.183368,
0.060084,
0.083877,
0.068108,
0.049064
],
[
10,
10,
10,
10,
10,
10
],
[
-129784,
-119932,
-116137,
-272997,
-306528,
-230552
],
[
1.812033,
2.314889,
1.374706,
1.366061,
1.499704,
1.246579
],
[
110,
55,
55,
110,
55,
55
],
[
55,
27,
28,
55,
27,
28
],
[
55,
28,
27,
55,
28,
27
],
[
50,
49.090909,
50.909091,
50,
49.090909,
50.909091
],
[
1.812033,
2.400626,
1.32561,
1.366061,
1.555249,
1.202059
],
[
187208,
187208,
66484,
310752,
310752,
228997
],
[
-42899,
-28680,
-42899,
-92225,
-73690,
-92225
],
[
40,
32,
48,
40,
32,
48
],
[
55,
44,
65,
55,
44,
65
],
[
26,
20,
31,
26,
20,
31
],
[
4475,
1784,
2691,
4475,
1784,
2691
],
[
0,
0,
54.277107,
0,
0,
54.277107
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
437003,
-168522,
-291107,
-79773,
-279989,
-306583
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4598,
"evaluation_days": 2299,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1562068800000,
"last_datapoint_time": 1759752000000,
"evaluation_time": 1759775942086,
"expiration_time": 1765711008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 182,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hilo",
"factors": {
"length": 0,
"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) |
|---|