| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 263854.8118 | 64815.6801 | 199039.1317 | -370483.6501 | 121283.5772 | -491767.2273 |
| Total P&L (%) | 263.8548 | 64.8157 | 199.0391 | -370.4837 | 121.2836 | -491.7672 |
| Avg Daily Profit (%) | 0.1587 | 0.039 | 0.1197 | 0 | 0.0478 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129432 | -107743 | -127823 | -445835 | -98668 | -556521 |
| Profit Factor | 1.4743 | 1.2224 | 1.7514 | 0.6783 | 1.2968 | 0.3381 |
| Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
| Winning Trades | 96 | 41 | 55 | 38 | 26 | 12 |
| Losing Trades | 36 | 25 | 11 | 94 | 40 | 54 |
| Profitability (%) | 72.7273 | 62.1212 | 83.3333 | 28.7879 | 39.3939 | 18.1818 |
| Ratio Avg Win / Avg Loss | 0.5529 | 0.7454 | 0.3503 | 1.6779 | 1.995 | 1.5215 |
| Largest Winning Trade | 35086 | 27721 | 35086 | 142107 | 142107 | 71268 |
| Largest Losing Trade | -127823 | -58946 | -127823 | -224140 | -39904 | -224140 |
| Avg Bars in Trades | 36 | 42 | 29 | 36 | 42 | 29 |
| Avg Bars in Winners | 15 | 14 | 16 | 81 | 80 | 82 |
| Avg Bars in Losers | 91 | 88 | 99 | 17 | 17 | 18 |
| Bars Traded | 4773 | 2797 | 1976 | 4773 | 2797 | 1976 |
| Profit Streak | 22.8082 | 22.8082 | 56.8082 | 0 | 0 | 0 |
| Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 414440 | -265282 | -150784 | -590770 | -256491 | -762045 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4987,
"evaluation_days": 1662.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619740800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375431040,
"expiration_time": 1763671968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 6,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 139,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
263854.8117885392,
64815.6801270482,
199039.1316614911,
-370483.6500804902,
121283.5772192554,
-491767.2272997458
],
[
263.854812,
64.81568,
199.039132,
-370.48365,
121.283577,
-491.767227
],
[
0.158726,
0.038991,
0.119735,
0,
0.047792,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-129432,
-107743,
-127823,
-445835,
-98668,
-556521
],
[
1.474282,
1.222391,
1.751446,
0.67831,
1.296753,
0.338113
],
[
132,
66,
66,
132,
66,
66
],
[
96,
41,
55,
38,
26,
12
],
[
36,
25,
11,
94,
40,
54
],
[
72.727273,
62.121212,
83.333333,
28.787879,
39.393939,
18.181818
],
[
0.552856,
0.74536,
0.350289,
1.677926,
1.995004,
1.521508
],
[
35086,
27721,
35086,
142107,
142107,
71268
],
[
-127823,
-58946,
-127823,
-224140,
-39904,
-224140
],
[
36,
42,
29,
36,
42,
29
],
[
15,
14,
16,
81,
80,
82
],
[
91,
88,
99,
17,
17,
18
],
[
4773,
2797,
1976,
4773,
2797,
1976
],
[
22.80823,
22.80823,
56.80823,
0,
0,
0
],
[
3,
1,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
414440,
-265282,
-150784,
-590770,
-256491,
-762045
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4987,
"evaluation_days": 1662.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619740800000,
"last_datapoint_time": 1759363200000,
"evaluation_time": 1759375431040,
"expiration_time": 1763671968000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 6,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 139,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|