| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 484937.1421 | 355379.5998 | 129557.5423 | 1315463.9417 | 946056.3009 | 369407.6408 |
| Total P&L (%) | 484.9371 | 355.3796 | 129.5575 | 1315.4639 | 946.0563 | 369.4076 |
| Avg Daily Profit (%) | 0.4655 | 0.3412 | 0.1244 | 0.2547 | 0.2256 | 0.1486 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -36504 | -37897 | -37324 | -586629 | -457009 | -343201 |
| Profit Factor | 1.9529 | 2.3063 | 1.547 | 1.4121 | 1.5466 | 1.2528 |
| Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
| Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
| Losing Trades | 152 | 83 | 69 | 152 | 83 | 69 |
| Profitability (%) | 35.3191 | 29.661 | 41.0256 | 35.3191 | 29.661 | 41.0256 |
| Ratio Avg Win / Avg Loss | 3.5764 | 5.4691 | 2.2238 | 2.5861 | 3.6676 | 1.801 |
| Largest Winning Trade | 276190 | 276190 | 24357 | 941301 | 941301 | 272979 |
| Largest Losing Trade | -16948 | -16948 | -12121 | -200629 | -200629 | -155406 |
| Avg Bars in Trades | 104 | 95 | 112 | 104 | 95 | 112 |
| Avg Bars in Winners | 196 | 211 | 186 | 196 | 211 | 186 |
| Avg Bars in Losers | 53 | 46 | 61 | 53 | 46 | 61 |
| Bars Traded | 24468 | 11263 | 13205 | 24468 | 11263 | 13205 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 328337 | 133431 | -28001 | 212623 | 52063 | 87859 |
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669327200000,
"first_datapoint_time": 1670158800000,
"last_datapoint_time": 1759327200000,
"evaluation_time": 1759328438845,
"expiration_time": 1765807200000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midprice",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 40,
"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": [
[
484937.1421192925,
355379.5998055806,
129557.5423137118,
1315463.9417363547,
946056.3009399183,
369407.6407964366
],
[
484.937142,
355.3796,
129.557542,
1315.463942,
946.056301,
369.407641
],
[
0.465538,
0.341163,
0.124375,
0.254727,
0.225624,
0.148555
],
[
10,
10,
10,
10,
10,
10
],
[
-36504,
-37897,
-37324,
-586629,
-457009,
-343201
],
[
1.9529,
2.306265,
1.547006,
1.412127,
1.546587,
1.252838
],
[
235,
118,
117,
235,
118,
117
],
[
83,
35,
48,
83,
35,
48
],
[
152,
83,
69,
152,
83,
69
],
[
35.319149,
29.661017,
41.025641,
35.319149,
29.661017,
41.025641
],
[
3.576396,
5.469144,
2.22382,
2.586064,
3.66762,
1.800955
],
[
276190,
276190,
24357,
941301,
941301,
272979
],
[
-16948,
-16948,
-12121,
-200629,
-200629,
-155406
],
[
104,
95,
112,
104,
95,
112
],
[
196,
211,
186,
196,
211,
186
],
[
53,
46,
61,
53,
46,
61
],
[
24468,
11263,
13205,
24468,
11263,
13205
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
328337,
133431,
-28001,
212623,
52063,
87859
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669327200000,
"first_datapoint_time": 1670158800000,
"last_datapoint_time": 1759327200000,
"evaluation_time": 1759328438845,
"expiration_time": 1765807200000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midprice",
"factors": {
"length": 232,
"offset": 0
}
},
"second_band": {
"type": "hma",
"factors": {
"length": 40,
"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) |
|---|