| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 512078.1318 | 460512.9963 | 51565.1355 | -21581.3286 | 74656.7875 | -96238.1161 |
| Total P&L (%) | 512.0781 | 460.513 | 51.5651 | -21.5813 | 74.6568 | -96.2381 |
| Avg Daily Profit (%) | 0.224 | 0.2014 | 0.0226 | -0.0106 | 0.0244 | -0.1434 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -188082 | -170459 | -193033 | -182260 | -84624 | -159358 |
| Profit Factor | 1.474 | 1.7865 | 1.1042 | 0.9645 | 1.2558 | 0.6949 |
| Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
| Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
| Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
| Profitability (%) | 48.4043 | 45.7447 | 51.0638 | 48.4043 | 45.7447 | 51.0638 |
| Ratio Avg Win / Avg Loss | 1.5712 | 2.1188 | 1.0582 | 1.0281 | 1.4894 | 0.6659 |
| Largest Winning Trade | 352379 | 352379 | 52814 | 53921 | 53921 | 31939 |
| Largest Losing Trade | -72878 | -47481 | -72878 | -73056 | -70941 | -73056 |
| Avg Bars in Trades | 70 | 92 | 49 | 70 | 92 | 49 |
| Avg Bars in Winners | 88 | 104 | 73 | 88 | 104 | 73 |
| Avg Bars in Losers | 54 | 81 | 25 | 54 | 81 | 25 |
| Bars Traded | 13347 | 8670 | 4677 | 13347 | 8670 | 4677 |
| Profit Streak | 0 | 0 | 112.3184 | 0 | 0 | 112.3184 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 391143 | 326279 | -269035 | -578747 | -162425 | -579985 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13718,
"evaluation_days": 2286.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563494400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758987505851,
"expiration_time": 1764641376000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "t3",
"factors": {
"length": 88,
"offset": 0,
"a": 0.67819
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 163,
"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": [
[
512078.1318204426,
460512.9963215204,
51565.135498922,
-21581.3285750604,
74656.7875331665,
-96238.1161082269
],
[
512.078132,
460.512996,
51.565135,
-21.581329,
74.656788,
-96.238116
],
[
0.223974,
0.20142,
0.022554,
-0.010633,
0.024394,
-0.143369
],
[
10,
10,
10,
10,
10,
10
],
[
-188082,
-170459,
-193033,
-182260,
-84624,
-159358
],
[
1.474045,
1.786467,
1.104239,
0.964462,
1.25578,
0.694874
],
[
188,
94,
94,
188,
94,
94
],
[
91,
43,
48,
91,
43,
48
],
[
97,
51,
46,
97,
51,
46
],
[
48.404255,
45.744681,
51.06383,
48.404255,
45.744681,
51.06383
],
[
1.571235,
2.118833,
1.058229,
1.028053,
1.489413,
0.665921
],
[
352379,
352379,
52814,
53921,
53921,
31939
],
[
-72878,
-47481,
-72878,
-73056,
-70941,
-73056
],
[
70,
92,
49,
70,
92,
49
],
[
88,
104,
73,
88,
104,
73
],
[
54,
81,
25,
54,
81,
25
],
[
13347,
8670,
4677,
13347,
8670,
4677
],
[
0,
0,
112.318355,
0,
0,
112.318355
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
391143,
326279,
-269035,
-578747,
-162425,
-579985
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13718,
"evaluation_days": 2286.33,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1563494400000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758987505851,
"expiration_time": 1764641376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "t3",
"factors": {
"length": 88,
"offset": 0,
"a": 0.67819
}
},
"second_band": {
"type": "midpoint",
"factors": {
"length": 163,
"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) |
|---|