| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512975.0408 | 420686.6077 | 92288.4331 | 298384.131 | 640653.7221 | -342269.5911 |
| Total P&L (%) | 512.975 | 420.6866 | 92.2884 | 298.3841 | 640.6537 | -342.2696 |
| Avg Daily Profit (%) | 0.2462 | 0.2019 | 0.0443 | 0.0664 | 0.0962 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -199597 | -165680 | -152815 | -926152 | -527844 | -603569 |
| Profit Factor | 1.3853 | 1.6054 | 1.145 | 1.0728 | 1.3118 | 0.8326 |
| Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
| Winning Trades | 167 | 82 | 85 | 167 | 82 | 85 |
| Losing Trades | 164 | 83 | 81 | 164 | 83 | 81 |
| Profitability (%) | 50.4532 | 49.697 | 51.2048 | 50.4532 | 49.697 | 51.2048 |
| Ratio Avg Win / Avg Loss | 1.3604 | 1.625 | 1.0911 | 1.0535 | 1.3278 | 0.7934 |
| Largest Winning Trade | 196055 | 196055 | 45268 | 608461 | 608461 | 157083 |
| Largest Losing Trade | -36449 | -36449 | -28008 | -299644 | -299644 | -172487 |
| Avg Bars in Trades | 74 | 67 | 80 | 74 | 67 | 80 |
| Avg Bars in Winners | 73 | 61 | 84 | 73 | 61 | 84 |
| Avg Bars in Losers | 75 | 74 | 77 | 75 | 74 | 77 |
| Bars Traded | 24636 | 11192 | 13444 | 24636 | 11192 | 13444 |
| Profit Streak | 0 | 49.3297 | 0 | 0 | 49.3297 | 0 |
| Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389782 | 442232 | -194341 | -242983 | -62412 | -580307 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579737600000,
"first_datapoint_time": 1581508800000,
"last_datapoint_time": 1759802400000,
"evaluation_time": 1759809288197,
"expiration_time": 1766282400000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 233,
"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": [
[
512975.0407789939,
420686.6077202323,
92288.4330587615,
298384.1309856108,
640653.7221016403,
-342269.591116029
],
[
512.975041,
420.686608,
92.288433,
298.384131,
640.653722,
-342.269591
],
[
0.246228,
0.20193,
0.044299,
0.06637,
0.09616,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-199597,
-165680,
-152815,
-926152,
-527844,
-603569
],
[
1.385258,
1.605425,
1.14496,
1.072788,
1.311755,
0.832578
],
[
331,
165,
166,
331,
165,
166
],
[
167,
82,
85,
167,
82,
85
],
[
164,
83,
81,
164,
83,
81
],
[
50.453172,
49.69697,
51.204819,
50.453172,
49.69697,
51.204819
],
[
1.360373,
1.625003,
1.091079,
1.053517,
1.327752,
0.793398
],
[
196055,
196055,
45268,
608461,
608461,
157083
],
[
-36449,
-36449,
-28008,
-299644,
-299644,
-172487
],
[
74,
67,
80,
74,
67,
80
],
[
73,
61,
84,
73,
61,
84
],
[
75,
74,
77,
75,
74,
77
],
[
24636,
11192,
13444,
24636,
11192,
13444
],
[
0,
49.329724,
0,
0,
49.329724,
0
],
[
0,
3,
0,
0,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389782,
442232,
-194341,
-242983,
-62412,
-580307
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 2083.33,
"actual_first_datapoint_time": 1579737600000,
"first_datapoint_time": 1581508800000,
"last_datapoint_time": 1759802400000,
"evaluation_time": 1759809288197,
"expiration_time": 1766282400000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 144,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 233,
"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) |
|---|