| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 457862.423 | 386381.6549 | 71480.7681 | 248615.1876 | 119605.9646 | 129009.223 |
| Total P&L (%) | 457.8624 | 386.3817 | 71.4808 | 248.6152 | 119.606 | 129.0092 |
| Avg Daily Profit (%) | 0.2199 | 0.1855 | 0.0343 | 0.06 | 0.0378 | 0.0398 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -141485 | -135803 | -147436 | -346542 | -330397 | -231368 |
| Profit Factor | 1.403 | 1.7163 | 1.1198 | 1.1206 | 1.1113 | 1.1308 |
| Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
| Winning Trades | 91 | 39 | 52 | 91 | 39 | 52 |
| Losing Trades | 129 | 71 | 58 | 129 | 71 | 58 |
| Profitability (%) | 41.3636 | 35.4545 | 47.2727 | 41.3636 | 35.4545 | 47.2727 |
| Ratio Avg Win / Avg Loss | 1.9888 | 3.1246 | 1.249 | 1.5886 | 2.0231 | 1.2613 |
| Largest Winning Trade | 144195 | 144195 | 56808 | 133366 | 133366 | 78530 |
| Largest Losing Trade | -35443 | -25021 | -35443 | -96394 | -96394 | -52680 |
| Avg Bars in Trades | 111 | 115 | 107 | 111 | 115 | 107 |
| Avg Bars in Winners | 159 | 170 | 151 | 159 | 170 | 151 |
| Avg Bars in Losers | 77 | 85 | 67 | 77 | 85 | 67 |
| Bars Traded | 24472 | 12684 | 11788 | 24472 | 12684 | 11788 |
| Profit Streak | 28.5397 | 28.5397 | 33.123 | 28.5397 | 28.5397 | 33.123 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 302979 | 193410 | -236592 | -200753 | -244816 | -217157 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580457600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758920230077,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 90,
"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": [
[
457862.423025606,
386381.6549046932,
71480.7681209133,
248615.1876309743,
119605.9646411457,
129009.2229898287
],
[
457.862423,
386.381655,
71.480768,
248.615188,
119.605965,
129.009223
],
[
0.219862,
0.185537,
0.034324,
0.059984,
0.037782,
0.039796
],
[
10,
10,
10,
10,
10,
10
],
[
-141485,
-135803,
-147436,
-346542,
-330397,
-231368
],
[
1.402984,
1.71631,
1.119779,
1.120627,
1.11128,
1.130814
],
[
220,
110,
110,
220,
110,
110
],
[
91,
39,
52,
91,
39,
52
],
[
129,
71,
58,
129,
71,
58
],
[
41.363636,
35.454545,
47.272727,
41.363636,
35.454545,
47.272727
],
[
1.988846,
3.124564,
1.248984,
1.588582,
2.0231,
1.261293
],
[
144195,
144195,
56808,
133366,
133366,
78530
],
[
-35443,
-25021,
-35443,
-96394,
-96394,
-52680
],
[
111,
115,
107,
111,
115,
107
],
[
159,
170,
151,
159,
170,
151
],
[
77,
85,
67,
77,
85,
67
],
[
24472,
12684,
11788,
24472,
12684,
11788
],
[
28.5397,
28.5397,
33.123033,
28.5397,
28.5397,
33.123033
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
302979,
193410,
-236592,
-200753,
-244816,
-217157
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1580457600000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758920230077,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 241,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 90,
"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) |
|---|