| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | -377393.3032 | -92319.4043 | -285073.8989 | -143978.3709 | 128354.6057 | -272332.9765 |
| Total P&L (%) | -377.3933 | -92.3194 | -285.0739 | -143.9784 | 128.3546 | -272.333 |
| Avg Daily Profit (%) | -0.7246 | -0.1773 | -0.5473 | 0 | 0.1587 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -414856 | -99512 | -350671 | -480889 | -39041 | -462148 |
| Profit Factor | 0.6393 | 0.6693 | 0.6284 | 0.8824 | 1.5328 | 0.7229 |
| Total Trades | 856 | 428 | 428 | 856 | 428 | 428 |
| Winning Trades | 499 | 205 | 294 | 420 | 223 | 197 |
| Losing Trades | 357 | 223 | 134 | 436 | 205 | 231 |
| Profitability (%) | 58.2944 | 47.8972 | 68.6916 | 49.0654 | 52.1028 | 46.028 |
| Ratio Avg Win / Avg Loss | 0.4574 | 0.7281 | 0.2864 | 0.916 | 1.4091 | 0.8477 |
| Largest Winning Trade | 11538 | 7701 | 11538 | 91144 | 22547 | 91144 |
| Largest Losing Trade | -303796 | -33893 | -303796 | -375661 | -9438 | -375661 |
| Avg Bars in Trades | 28 | 3 | 54 | 28 | 3 | 54 |
| Avg Bars in Winners | 19 | 2 | 31 | 28 | 3 | 56 |
| Avg Bars in Losers | 41 | 3 | 105 | 29 | 3 | 53 |
| Bars Traded | 24747 | 1382 | 23365 | 24747 | 1382 | 23365 |
| Profit Streak | 0 | 0 | 1.2897 | 0.2897 | 1.5814 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -575106 | -580205 | -579553 | -580198 | 316103 | -581209 |
{
"trading_pair": "ALGO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715142600000,
"first_datapoint_time": 1715583600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760142434156,
"expiration_time": 1766620800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 4,
"offset": 0,
"std": 2.80772
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 246,
"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": [
[
-377393.3031972537,
-92319.4043402317,
-285073.8988570219,
-143978.3708596466,
128354.6056744987,
-272332.9765341454
],
[
-377.393303,
-92.319404,
-285.073899,
-143.978371,
128.354606,
-272.332977
],
[
-0.7246,
-0.177254,
-0.547345,
0,
0.158667,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-414856,
-99512,
-350671,
-480889,
-39041,
-462148
],
[
0.639303,
0.669285,
0.628393,
0.882356,
1.532842,
0.722948
],
[
856,
428,
428,
856,
428,
428
],
[
499,
205,
294,
420,
223,
197
],
[
357,
223,
134,
436,
205,
231
],
[
58.294393,
47.897196,
68.691589,
49.065421,
52.102804,
46.028037
],
[
0.457377,
0.728051,
0.286411,
0.91597,
1.409115,
0.847721
],
[
11538,
7701,
11538,
91144,
22547,
91144
],
[
-303796,
-33893,
-303796,
-375661,
-9438,
-375661
],
[
28,
3,
54,
28,
3,
54
],
[
19,
2,
31,
28,
3,
56
],
[
41,
3,
105,
29,
3,
53
],
[
24747,
1382,
23365,
24747,
1382,
23365
],
[
0,
0,
1.289747,
0.289747,
1.581414,
0
],
[
0,
0,
2,
1,
3,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-575106,
-580205,
-579553,
-580198,
316103,
-581209
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "30m",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 520.83,
"actual_first_datapoint_time": 1715142600000,
"first_datapoint_time": 1715583600000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760142434156,
"expiration_time": 1766620800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 4,
"offset": 0,
"std": 2.80772
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 246,
"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) |
|---|