| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 370251.4933 | 318462.504 | 51788.9893 | 77142.33 | -69868.0881 | 147010.4181 |
| Total P&L (%) | 370.2515 | 318.4625 | 51.789 | 77.1423 | -69.8681 | 147.0104 |
| Avg Daily Profit (%) | 0.1778 | 0.1529 | 0.0249 | 0.0275 | -0.0576 | 0.0434 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -164066 | -202803 | -46049 | -750582 | -829382 | -119811 |
| Profit Factor | 1.2579 | 1.3069 | 1.1301 | 1.0216 | 0.9739 | 1.1651 |
| Total Trades | 761 | 380 | 381 | 761 | 380 | 381 |
| Winning Trades | 473 | 238 | 235 | 473 | 238 | 235 |
| Losing Trades | 288 | 142 | 146 | 288 | 142 | 146 |
| Profitability (%) | 62.1551 | 62.6316 | 61.6798 | 62.1551 | 62.6316 | 61.6798 |
| Ratio Avg Win / Avg Loss | 0.7659 | 0.7798 | 0.7021 | 0.622 | 0.5811 | 0.7238 |
| Largest Winning Trade | 108766 | 108766 | 15570 | 236562 | 236562 | 87198 |
| Largest Losing Trade | -60009 | -60009 | -16903 | -232668 | -232668 | -65860 |
| Avg Bars in Trades | 31 | 57 | 6 | 31 | 57 | 6 |
| Avg Bars in Winners | 23 | 40 | 5 | 23 | 40 | 5 |
| Avg Bars in Losers | 46 | 86 | 7 | 46 | 86 | 7 |
| Bars Traded | 24289 | 21872 | 2417 | 24289 | 21872 | 2417 |
| Profit Streak | 7.0915 | 0 | 12.0915 | 7.0915 | 0 | 12.0915 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 440688 | 314873 | -236150 | -347943 | -577709 | -171671 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579687200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758809506798,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 5,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 134,
"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": [
[
370251.4932774983,
318462.5039992439,
51788.9892782539,
77142.3299532596,
-69868.0881122719,
147010.4180655309
],
[
370.251493,
318.462504,
51.788989,
77.14233,
-69.868088,
147.010418
],
[
0.177792,
0.152923,
0.024869,
0.02746,
-0.057587,
0.043431
],
[
10,
10,
10,
10,
10,
10
],
[
-164066,
-202803,
-46049,
-750582,
-829382,
-119811
],
[
1.257859,
1.306909,
1.13005,
1.02163,
0.97389,
1.165064
],
[
761,
380,
381,
761,
380,
381
],
[
473,
238,
235,
473,
238,
235
],
[
288,
142,
146,
288,
142,
146
],
[
62.155059,
62.631579,
61.67979,
62.155059,
62.631579,
61.67979
],
[
0.765885,
0.779753,
0.702074,
0.622049,
0.58106,
0.723827
],
[
108766,
108766,
15570,
236562,
236562,
87198
],
[
-60009,
-60009,
-16903,
-232668,
-232668,
-65860
],
[
31,
57,
6,
31,
57,
6
],
[
23,
40,
5,
23,
40,
5
],
[
46,
86,
7,
46,
86,
7
],
[
24289,
21872,
2417,
24289,
21872,
2417
],
[
7.091514,
0,
12.091514,
7.091514,
0,
12.091514
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
440688,
314873,
-236150,
-347943,
-577709,
-171671
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579687200000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758809506798,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 5,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 134,
"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) |
|---|