| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 217804.2205 | 378752.7788 | -160948.5583 | -123320.5229 | 93366.8809 | -216687.4038 |
| Total P&L (%) | 217.8042 | 378.7528 | -160.9486 | -123.3205 | 93.3669 | -216.6874 |
| Avg Daily Profit (%) | 0.0948 | 0.1648 | -0.07 | 0 | 0.0287 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -270653 | -64200 | -228335 | -383764 | -126695 | -331330 |
| Profit Factor | 1.2713 | 2.2585 | 0.6792 | 0.8689 | 1.2775 | 0.6413 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 35 | 18 | 17 | 36 | 18 | 18 |
| Losing Trades | 28 | 14 | 14 | 27 | 14 | 13 |
| Profitability (%) | 55.5556 | 56.25 | 54.8387 | 57.1429 | 56.25 | 58.0645 |
| Ratio Avg Win / Avg Loss | 1.0171 | 1.7566 | 0.5594 | 0.6517 | 0.9936 | 0.4631 |
| Largest Winning Trade | 260133 | 260133 | 80048 | 101005 | 100623 | 101005 |
| Largest Losing Trade | -151400 | -59533 | -151400 | -171677 | -63168 | -171677 |
| Avg Bars in Trades | 134 | 98 | 171 | 134 | 98 | 171 |
| Avg Bars in Winners | 155 | 77 | 238 | 150 | 88 | 212 |
| Avg Bars in Losers | 108 | 125 | 90 | 112 | 110 | 115 |
| Bars Traded | 8469 | 3147 | 5322 | 8469 | 3147 | 5322 |
| Profit Streak | 0 | 0 | 0 | 118.2484 | 118.2484 | 152.9984 |
| Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -216817 | 446298 | -580190 | -729893 | -154923 | -579197 |
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9193,
"evaluation_days": 2298.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566432000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730262115,
"expiration_time": 1765665864000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 234,
"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": [
[
217804.2205048089,
378752.778806911,
-160948.558302102,
-123320.5228892177,
93366.8809277677,
-216687.4038169854
],
[
217.804221,
378.752779,
-160.948558,
-123.320523,
93.366881,
-216.687404
],
[
0.09477,
0.164801,
-0.070031,
0,
0.028696,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-270653,
-64200,
-228335,
-383764,
-126695,
-331330
],
[
1.271339,
2.258517,
0.679226,
0.868881,
1.277464,
0.641258
],
[
63,
32,
31,
63,
32,
31
],
[
35,
18,
17,
36,
18,
18
],
[
28,
14,
14,
27,
14,
13
],
[
55.555556,
56.25,
54.83871,
57.142857,
56.25,
58.064516
],
[
1.017071,
1.756624,
0.559363,
0.651661,
0.993583,
0.463131
],
[
260133,
260133,
80048,
101005,
100623,
101005
],
[
-151400,
-59533,
-151400,
-171677,
-63168,
-171677
],
[
134,
98,
171,
134,
98,
171
],
[
155,
77,
238,
150,
88,
212
],
[
108,
125,
90,
112,
110,
115
],
[
8469,
3147,
5322,
8469,
3147,
5322
],
[
0,
0,
0,
118.248404,
118.248404,
152.998404
],
[
0,
0,
0,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-216817,
446298,
-580190,
-729893,
-154923,
-579197
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9193,
"evaluation_days": 2298.25,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1566432000000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759730262115,
"expiration_time": 1765665864000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 245,
"offset": 0
}
},
"second_band": {
"type": "linreg",
"factors": {
"length": 234,
"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) |
|---|