| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 307946.1254 | 319902.771 | -11956.6456 | -23432.7608 | 573507.0724 | -596939.8332 |
| Total P&L (%) | 307.9461 | 319.9028 | -11.9566 | -23.4328 | 573.5071 | -596.9398 |
| Avg Daily Profit (%) | 0.1479 | 0.1536 | -0.0057 | -0.0128 | 0.0916 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -196463 | -151296 | -197413 | -969602 | -438530 | -800073 |
| Profit Factor | 1.154 | 1.3213 | 0.9881 | 0.9941 | 1.2877 | 0.6944 |
| Total Trades | 656 | 328 | 328 | 656 | 328 | 328 |
| Winning Trades | 350 | 184 | 166 | 350 | 184 | 166 |
| Losing Trades | 306 | 144 | 162 | 306 | 144 | 162 |
| Profitability (%) | 53.3537 | 56.0976 | 50.6098 | 53.3537 | 56.0976 | 50.6098 |
| Ratio Avg Win / Avg Loss | 1.0089 | 1.0341 | 0.9643 | 0.8691 | 1.0077 | 0.6777 |
| Largest Winning Trade | 59607 | 59607 | 58557 | 261170 | 261170 | 86604 |
| Largest Losing Trade | -45471 | -45471 | -39010 | -244893 | -201745 | -244893 |
| Avg Bars in Trades | 37 | 35 | 40 | 37 | 35 | 40 |
| Avg Bars in Winners | 32 | 30 | 34 | 32 | 30 | 34 |
| Avg Bars in Losers | 43 | 40 | 46 | 43 | 40 | 46 |
| Bars Traded | 24790 | 11488 | 13302 | 24790 | 11488 | 13302 |
| Profit Streak | 0 | 0 | 13.4888 | 0 | 0 | 13.4888 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -42899 | 337998 | -578936 | -576916 | -68257 | -578936 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579932000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759009429594,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 168,
"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": [
[
307946.1254029816,
319902.7709807045,
-11956.6455777226,
-23432.7607624156,
573507.0723900297,
-596939.8331524462
],
[
307.946125,
319.902771,
-11.956646,
-23.432761,
573.507072,
-596.939833
],
[
0.147873,
0.153615,
-0.005741,
-0.01282,
0.09163,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-196463,
-151296,
-197413,
-969602,
-438530,
-800073
],
[
1.154008,
1.321336,
0.988091,
0.994063,
1.287677,
0.694422
],
[
656,
328,
328,
656,
328,
328
],
[
350,
184,
166,
350,
184,
166
],
[
306,
144,
162,
306,
144,
162
],
[
53.353659,
56.097561,
50.609756,
53.353659,
56.097561,
50.609756
],
[
1.008932,
1.034089,
0.964282,
0.869095,
1.007747,
0.677689
],
[
59607,
59607,
58557,
261170,
261170,
86604
],
[
-45471,
-45471,
-39010,
-244893,
-201745,
-244893
],
[
37,
35,
40,
37,
35,
40
],
[
32,
30,
34,
32,
30,
34
],
[
43,
40,
46,
43,
40,
46
],
[
24790,
11488,
13302,
24790,
11488,
13302
],
[
0,
0,
13.488768,
0,
0,
13.488768
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-42899,
337998,
-578936,
-576916,
-68257,
-578936
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24990,
"evaluation_days": 2082.5,
"actual_first_datapoint_time": 1578729600000,
"first_datapoint_time": 1579932000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759009429594,
"expiration_time": 1765199808000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 66,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 168,
"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) |
|---|