| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 522124.6863 | 444247.528 | 77877.1582 | 466669.3618 | 513227.2906 | -46557.9288 |
| Total P&L (%) | 522.1247 | 444.2475 | 77.8772 | 466.6694 | 513.2273 | -46.5579 |
| Avg Daily Profit (%) | 0.2279 | 0.1939 | 0.034 | 0.0758 | 0.0792 | -0.0273 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -95942 | -97362 | -105873 | -277411 | -140049 | -244238 |
| Profit Factor | 1.9304 | 2.6848 | 1.2618 | 1.4469 | 2.084 | 0.9184 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
| Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
| Profitability (%) | 37.6812 | 37.1429 | 38.2353 | 37.6812 | 37.1429 | 38.2353 |
| Ratio Avg Win / Avg Loss | 3.1926 | 4.5435 | 2.0383 | 2.3929 | 3.5268 | 1.4836 |
| Largest Winning Trade | 210412 | 210412 | 54849 | 333255 | 333255 | 125539 |
| Largest Losing Trade | -35902 | -24516 | -35902 | -192955 | -84456 | -192955 |
| Avg Bars in Trades | 182 | 152 | 213 | 182 | 152 | 213 |
| Avg Bars in Winners | 333 | 261 | 406 | 333 | 261 | 406 |
| Avg Bars in Losers | 91 | 89 | 93 | 91 | 89 | 93 |
| Bars Traded | 12601 | 5354 | 7247 | 12601 | 5354 | 7247 |
| Profit Streak | 242.0529 | 242.0529 | 254.8862 | 242.0529 | 242.0529 | 254.8862 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -97748 | 311522 | -150135 | -199399 | -86860 | -582732 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13744,
"evaluation_days": 2290.67,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564646400000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759094166859,
"expiration_time": 1765027008000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 54,
"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": [
[
522124.6862740563,
444247.5280449457,
77877.1582291108,
466669.36182318,
513227.2906206819,
-46557.9287975019
],
[
522.124686,
444.247528,
77.877158,
466.669362,
513.227291,
-46.557929
],
[
0.227935,
0.193938,
0.033998,
0.075754,
0.079203,
-0.027349
],
[
10,
10,
10,
10,
10,
10
],
[
-95942,
-97362,
-105873,
-277411,
-140049,
-244238
],
[
1.930432,
2.684819,
1.261784,
1.446882,
2.084001,
0.918437
],
[
69,
35,
34,
69,
35,
34
],
[
26,
13,
13,
26,
13,
13
],
[
43,
22,
21,
43,
22,
21
],
[
37.681159,
37.142857,
38.235294,
37.681159,
37.142857,
38.235294
],
[
3.192638,
4.54354,
2.038266,
2.39292,
3.526771,
1.483629
],
[
210412,
210412,
54849,
333255,
333255,
125539
],
[
-35902,
-24516,
-35902,
-192955,
-84456,
-192955
],
[
182,
152,
213,
182,
152,
213
],
[
333,
261,
406,
333,
261,
406
],
[
91,
89,
93,
91,
89,
93
],
[
12601,
5354,
7247,
12601,
5354,
7247
],
[
242.052857,
242.052857,
254.88619,
242.052857,
242.052857,
254.88619
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-97748,
311522,
-150135,
-199399,
-86860,
-582732
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13744,
"evaluation_days": 2290.67,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564646400000,
"last_datapoint_time": 1759089600000,
"evaluation_time": 1759094166859,
"expiration_time": 1765027008000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 243,
"offset": 0
}
},
"second_band": {
"type": "ema",
"factors": {
"length": 54,
"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) |
|---|