| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 685144.6982 | 518141.5401 | 167003.158 | 1523158.7706 | 1558147.4361 | -34988.6655 |
| Total P&L (%) | 685.1447 | 518.1415 | 167.0032 | 1523.1588 | 1558.1474 | -34.9887 |
| Avg Daily Profit (%) | 0.2984 | 0.2257 | 0.0727 | 0.1215 | 0.1224 | -0.0188 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119793 | -96510 | -109239 | -792046 | -257423 | -669310 |
| Profit Factor | 2.0665 | 2.5856 | 1.5291 | 1.6543 | 2.6196 | 0.9744 |
| Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
| Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
| Profitability (%) | 36.8932 | 32.6923 | 41.1765 | 36.8932 | 32.6923 | 41.1765 |
| Ratio Avg Win / Avg Loss | 3.5348 | 5.3234 | 2.1844 | 2.8297 | 5.3934 | 1.392 |
| Largest Winning Trade | 192802 | 192802 | 61231 | 929185 | 929185 | 366867 |
| Largest Losing Trade | -40706 | -24343 | -40706 | -606783 | -185262 | -606783 |
| Avg Bars in Trades | 127 | 102 | 153 | 127 | 102 | 153 |
| Avg Bars in Winners | 232 | 187 | 268 | 232 | 187 | 268 |
| Avg Bars in Losers | 66 | 61 | 73 | 66 | 61 | 73 |
| Bars Traded | 13180 | 5333 | 7847 | 13180 | 5333 | 7847 |
| Profit Streak | 53.4333 | 249.2666 | 0 | 53.4333 | 249.2666 | 0 |
| Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 307707 | -172523 | -276708 | -31562 | -209909 | -762598 |
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13775,
"evaluation_days": 2295.83,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564502400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759544637023,
"expiration_time": 1765486800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 95,
"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": [
[
685144.6981532036,
518141.5401149401,
167003.1580382631,
1523158.770595923,
1558147.4361006774,
-34988.6655047541
],
[
685.144698,
518.14154,
167.003158,
1523.158771,
1558.147436,
-34.988666
],
[
0.29843,
0.225688,
0.072742,
0.121466,
0.122396,
-0.018754
],
[
10,
10,
10,
10,
10,
10
],
[
-119793,
-96510,
-109239,
-792046,
-257423,
-669310
],
[
2.066511,
2.585648,
1.529081,
1.654304,
2.619634,
0.974384
],
[
103,
52,
51,
103,
52,
51
],
[
38,
17,
21,
38,
17,
21
],
[
65,
35,
30,
65,
35,
30
],
[
36.893204,
32.692308,
41.176471,
36.893204,
32.692308,
41.176471
],
[
3.534821,
5.323393,
2.184402,
2.82973,
5.393364,
1.391977
],
[
192802,
192802,
61231,
929185,
929185,
366867
],
[
-40706,
-24343,
-40706,
-606783,
-185262,
-606783
],
[
127,
102,
153,
127,
102,
153
],
[
232,
187,
268,
232,
187,
268
],
[
66,
61,
73,
66,
61,
73
],
[
13180,
5333,
7847,
13180,
5333,
7847
],
[
53.433299,
249.266632,
0,
53.433299,
249.266632,
0
],
[
1,
3,
0,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
307707,
-172523,
-276708,
-31562,
-209909,
-762598
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 13775,
"evaluation_days": 2295.83,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1564502400000,
"last_datapoint_time": 1759536000000,
"evaluation_time": 1759544637023,
"expiration_time": 1765486800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 233,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 95,
"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) |
|---|