| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 523151.7167 | 407381.9265 | 115769.7903 | 276708.988 | 227565.067 | 49143.9211 |
| Total P&L (%) | 523.1517 | 407.3819 | 115.7698 | 276.709 | 227.5651 | 49.1439 |
| Avg Daily Profit (%) | 0.2275 | 0.1772 | 0.0503 | 0.0577 | 0.0516 | 0.0174 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -159427 | -156491 | -163015 | -213492 | -118024 | -193328 |
| Profit Factor | 1.5551 | 1.8569 | 1.2479 | 1.2608 | 1.4353 | 1.0913 |
| Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
| Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
| Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Profitability (%) | 42.7673 | 42.5 | 43.038 | 42.7673 | 42.5 | 43.038 |
| Ratio Avg Win / Avg Loss | 2.081 | 2.5123 | 1.6516 | 1.6873 | 1.9419 | 1.4444 |
| Largest Winning Trade | 221179 | 221179 | 58878 | 211969 | 211969 | 105805 |
| Largest Losing Trade | -40795 | -32678 | -40795 | -99956 | -99956 | -78041 |
| Avg Bars in Trades | 84 | 84 | 84 | 84 | 84 | 84 |
| Avg Bars in Winners | 119 | 118 | 120 | 119 | 118 | 120 |
| Avg Bars in Losers | 58 | 59 | 57 | 58 | 59 | 57 |
| Bars Traded | 13456 | 6762 | 6694 | 13456 | 6762 | 6694 |
| 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 | 325693 | -11424 | -154463 | -116898 | -144337 | -320774 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13796,
"evaluation_days": 2299.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563710400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759845652694,
"expiration_time": 1765798272000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 84,
"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": [
[
523151.716742172,
407381.9264535322,
115769.7902886397,
276708.9880340644,
227565.0669520348,
49143.9210820298
],
[
523.151717,
407.381926,
115.76979,
276.708988,
227.565067,
49.143921
],
[
0.227524,
0.177174,
0.050349,
0.057699,
0.051616,
0.017387
],
[
10,
10,
10,
10,
10,
10
],
[
-159427,
-156491,
-163015,
-213492,
-118024,
-193328
],
[
1.555063,
1.856891,
1.247854,
1.260817,
1.435302,
1.091319
],
[
159,
80,
79,
159,
80,
79
],
[
68,
34,
34,
68,
34,
34
],
[
91,
46,
45,
91,
46,
45
],
[
42.767296,
42.5,
43.037975,
42.767296,
42.5,
43.037975
],
[
2.081041,
2.512265,
1.651571,
1.68727,
1.941879,
1.444393
],
[
221179,
221179,
58878,
211969,
211969,
105805
],
[
-40795,
-32678,
-40795,
-99956,
-99956,
-78041
],
[
84,
84,
84,
84,
84,
84
],
[
119,
118,
120,
119,
118,
120
],
[
58,
59,
57,
58,
59,
57
],
[
13456,
6762,
6694,
13456,
6762,
6694
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325693,
-11424,
-154463,
-116898,
-144337,
-320774
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13796,
"evaluation_days": 2299.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563710400000,
"last_datapoint_time": 1759838400000,
"evaluation_time": 1759845652694,
"expiration_time": 1765798272000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 178,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 84,
"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) |
|---|