| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 254058.5026 | 202479.2651 | 51579.2375 | 159238.986 | 109385.8985 | 49853.0875 |
| Total P&L (%) | 254.0585 | 202.4793 | 51.5792 | 159.239 | 109.3859 | 49.8531 |
| Avg Daily Profit (%) | 0.2439 | 0.1944 | 0.0495 | 0.0915 | 0.071 | 0.0388 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -74182 | -65699 | -76571 | -256852 | -163181 | -94131 |
| Profit Factor | 1.3667 | 1.5429 | 1.1612 | 1.1361 | 1.1632 | 1.0999 |
| Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
| Winning Trades | 113 | 52 | 61 | 113 | 52 | 61 |
| Losing Trades | 147 | 78 | 69 | 147 | 78 | 69 |
| Profitability (%) | 43.4615 | 40 | 46.9231 | 43.4615 | 40 | 46.9231 |
| Ratio Avg Win / Avg Loss | 1.7779 | 2.3143 | 1.3135 | 1.478 | 1.7447 | 1.2441 |
| Largest Winning Trade | 143299 | 143299 | 22205 | 205903 | 205903 | 34353 |
| Largest Losing Trade | -18550 | -13624 | -18550 | -48447 | -48447 | -44418 |
| Avg Bars in Trades | 95 | 90 | 100 | 95 | 90 | 100 |
| Avg Bars in Winners | 133 | 132 | 134 | 133 | 132 | 134 |
| Avg Bars in Losers | 65 | 61 | 69 | 65 | 61 | 69 |
| Bars Traded | 24740 | 11707 | 13033 | 24740 | 11707 | 13033 |
| Profit Streak | 11.8913 | 0 | 14.6413 | 11.8913 | 0 | 14.6413 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 325490 | 221541 | -171989 | -142158 | -142222 | -253876 |
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669510800000,
"first_datapoint_time": 1670191200000,
"last_datapoint_time": 1759510800000,
"evaluation_time": 1759512209078,
"expiration_time": 1765990800000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 168,
"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": [
[
254058.5025984837,
202479.2650975995,
51579.2375008845,
159238.9860058558,
109385.8984850266,
49853.0875208289
],
[
254.058503,
202.479265,
51.579238,
159.238986,
109.385898,
49.853088
],
[
0.243895,
0.194379,
0.049516,
0.091489,
0.07097,
0.038838
],
[
10,
10,
10,
10,
10,
10
],
[
-74182,
-65699,
-76571,
-256852,
-163181,
-94131
],
[
1.366672,
1.542854,
1.161243,
1.136134,
1.163156,
1.09985
],
[
260,
130,
130,
260,
130,
130
],
[
113,
52,
61,
113,
52,
61
],
[
147,
78,
69,
147,
78,
69
],
[
43.461538,
40,
46.923077,
43.461538,
40,
46.923077
],
[
1.777883,
2.314281,
1.313537,
1.47798,
1.744734,
1.244092
],
[
143299,
143299,
22205,
205903,
205903,
34353
],
[
-18550,
-13624,
-18550,
-48447,
-48447,
-44418
],
[
95,
90,
100,
95,
90,
100
],
[
133,
132,
134,
133,
132,
134
],
[
65,
61,
69,
65,
61,
69
],
[
24740,
11707,
13033,
24740,
11707,
13033
],
[
11.891309,
0,
14.641309,
11.891309,
0,
14.641309
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
325490,
221541,
-171989,
-142158,
-142222,
-253876
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "1h",
"packets": 25000,
"actual_packets": 25000,
"evaluation_days": 1041.67,
"actual_first_datapoint_time": 1669510800000,
"first_datapoint_time": 1670191200000,
"last_datapoint_time": 1759510800000,
"evaluation_time": 1759512209078,
"expiration_time": 1765990800000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 190,
"offset": 0
}
},
"second_band": {
"type": "jma",
"factors": {
"length": 168,
"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) |
|---|