| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 670528.8673 | 512201.4784 | 158327.3889 | 1279883.4391 | 1835490.6648 | -555607.2257 |
| Total P&L (%) | 670.5289 | 512.2015 | 158.3274 | 1279.8834 | 1835.4907 | -555.6072 |
| Avg Daily Profit (%) | 0.2932 | 0.224 | 0.0692 | 0.1148 | 0.1296 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -125366 | -136931 | -99636 | -1445576 | -875290 | -1760192 |
| Profit Factor | 1.5944 | 1.9309 | 1.274 | 1.1332 | 1.4056 | 0.8907 |
| Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
| Winning Trades | 157 | 71 | 86 | 157 | 71 | 86 |
| Losing Trades | 193 | 104 | 89 | 193 | 104 | 89 |
| Profitability (%) | 44.8571 | 40.5714 | 49.1429 | 44.8571 | 40.5714 | 49.1429 |
| Ratio Avg Win / Avg Loss | 1.96 | 2.8284 | 1.3184 | 1.393 | 2.0589 | 0.9218 |
| Largest Winning Trade | 177566 | 177566 | 72518 | 1340558 | 1340558 | 382978 |
| Largest Losing Trade | -30268 | -21503 | -30268 | -536295 | -216303 | -536295 |
| Avg Bars in Trades | 12 | 11 | 14 | 12 | 11 | 14 |
| Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 23 |
| Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
| Bars Traded | 4518 | 1971 | 2547 | 4518 | 1971 | 2547 |
| 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 | 429694 | 319738 | -100270 | -113201 | -20723 | -580472 |
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4574,
"evaluation_days": 2287,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1561161600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914517858,
"expiration_time": 1764643104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 208,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.94275,
"nc": 0.86163
}
}
}
{
"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": [
[
670528.8672891603,
512201.4784293412,
158327.3888598192,
1279883.4390915823,
1835490.6647887907,
-555607.225697208
],
[
670.528867,
512.201478,
158.327389,
1279.883439,
1835.490665,
-555.607226
],
[
0.293191,
0.223962,
0.069229,
0.114827,
0.12964,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-125366,
-136931,
-99636,
-1445576,
-875290,
-1760192
],
[
1.594383,
1.930915,
1.273972,
1.133186,
1.40559,
0.89072
],
[
350,
175,
175,
350,
175,
175
],
[
157,
71,
86,
157,
71,
86
],
[
193,
104,
89,
193,
104,
89
],
[
44.857143,
40.571429,
49.142857,
44.857143,
40.571429,
49.142857
],
[
1.959974,
2.828383,
1.318413,
1.393025,
2.058892,
0.921792
],
[
177566,
177566,
72518,
1340558,
1340558,
382978
],
[
-30268,
-21503,
-30268,
-536295,
-216303,
-536295
],
[
12,
11,
14,
12,
11,
14
],
[
20,
17,
23,
20,
17,
23
],
[
6,
6,
6,
6,
6,
6
],
[
4518,
1971,
2547,
4518,
1971,
2547
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
429694,
319738,
-100270,
-113201,
-20723,
-580472
]
]
}
{
"trading_pair": "ALGO_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 4574,
"evaluation_days": 2287,
"actual_first_datapoint_time": 1561161600000,
"first_datapoint_time": 1561161600000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758914517858,
"expiration_time": 1764643104000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 208,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.94275,
"nc": 0.86163
}
}
}
| # | 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) |
|---|