| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 586597.5154 | 460763.1307 | 125834.3847 | 913032.4558 | 876997.0101 | 36035.4457 |
| Total P&L (%) | 586.5975 | 460.7631 | 125.8344 | 913.0325 | 876.997 | 36.0354 |
| Avg Daily Profit (%) | 0.2816 | 0.2212 | 0.0604 | 0.1112 | 0.1095 | 0.0148 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -106169 | -122260 | -105562 | -538068 | -427708 | -462996 |
| Profit Factor | 1.7734 | 2.0974 | 1.3716 | 1.2894 | 1.5039 | 1.0255 |
| Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
| Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
| Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
| Profitability (%) | 42.069 | 40.2778 | 43.8356 | 42.069 | 40.2778 | 43.8356 |
| Ratio Avg Win / Avg Loss | 2.442 | 3.1099 | 1.7574 | 1.7755 | 2.2299 | 1.3139 |
| Largest Winning Trade | 223071 | 223071 | 55389 | 674478 | 674478 | 267008 |
| Largest Losing Trade | -36731 | -36097 | -36731 | -193150 | -193150 | -170606 |
| Avg Bars in Trades | 169 | 157 | 180 | 169 | 157 | 180 |
| Avg Bars in Winners | 250 | 237 | 262 | 250 | 237 | 262 |
| Avg Bars in Losers | 109 | 103 | 116 | 109 | 103 | 116 |
| Bars Traded | 24506 | 11352 | 13154 | 24506 | 11352 | 13154 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 338312 | -71448 | -184982 | -45660 | -127209 | -442545 |
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579816800000,
"first_datapoint_time": 1581112800000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759859270588,
"expiration_time": 1766331763200,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "rma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 181,
"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": [
[
586597.515435936,
460763.1307414657,
125834.3846944702,
913032.4557573556,
876997.0101049597,
36035.4456523955
],
[
586.597515,
460.763131,
125.834385,
913.032456,
876.99701,
36.035446
],
[
0.281612,
0.221202,
0.06041,
0.111225,
0.109484,
0.014775
],
[
10,
10,
10,
10,
10,
10
],
[
-106169,
-122260,
-105562,
-538068,
-427708,
-462996
],
[
1.773354,
2.097355,
1.371603,
1.289371,
1.503879,
1.025471
],
[
145,
72,
73,
145,
72,
73
],
[
61,
29,
32,
61,
29,
32
],
[
84,
43,
41,
84,
43,
41
],
[
42.068966,
40.277778,
43.835616,
42.068966,
40.277778,
43.835616
],
[
2.441996,
3.109872,
1.757367,
1.775527,
2.22989,
1.313885
],
[
223071,
223071,
55389,
674478,
674478,
267008
],
[
-36731,
-36097,
-36731,
-193150,
-193150,
-170606
],
[
169,
157,
180,
169,
157,
180
],
[
250,
237,
262,
250,
237,
262
],
[
109,
103,
116,
109,
103,
116
],
[
24506,
11352,
13154,
24506,
11352,
13154
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
338312,
-71448,
-184982,
-45660,
-127209,
-442545
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 24996,
"evaluation_days": 2083,
"actual_first_datapoint_time": 1579816800000,
"first_datapoint_time": 1581112800000,
"last_datapoint_time": 1759852800000,
"evaluation_time": 1759859270588,
"expiration_time": 1766331763200,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "rma",
"factors": {
"length": 50,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 181,
"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) |
|---|