| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 444823.0116 | 294233.9769 | 150589.0347 | 87513.9946 | -148213.4175 | 235727.4121 |
| Total P&L (%) | 444.823 | 294.234 | 150.589 | 87.514 | -148.2134 | 235.7274 |
| Avg Daily Profit (%) | 0.2672 | 0.1767 | 0.0904 | 0.0378 | 0 | 0.0728 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -170025 | -145602 | -65281 | -976282 | -813513 | -643596 |
| Profit Factor | 1.8977 | 1.9073 | 1.8795 | 1.0311 | 0.9096 | 1.201 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
| Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
| Profitability (%) | 56.6667 | 53.3333 | 60 | 56.6667 | 53.3333 | 60 |
| Ratio Avg Win / Avg Loss | 1.4512 | 1.6688 | 1.253 | 0.7885 | 0.7959 | 0.8007 |
| Largest Winning Trade | 398022 | 398022 | 41866 | 398022 | 398022 | 220075 |
| Largest Losing Trade | -50290 | -37429 | -50290 | -478395 | -401645 | -478395 |
| Avg Bars in Trades | 51 | 63 | 40 | 51 | 63 | 40 |
| Avg Bars in Winners | 49 | 53 | 46 | 49 | 53 | 46 |
| Avg Bars in Losers | 53 | 74 | 30 | 53 | 74 | 30 |
| Bars Traded | 3098 | 1892 | 1206 | 3098 | 1892 | 1206 |
| Profit Streak | 111.3135 | 111.3135 | 115.8135 | 111.3135 | 111.3135 | 115.8135 |
| Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -160521 | 445891 | -67156 | -501622 | -579435 | -95369 |
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3330,
"evaluation_days": 1665,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1623456000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759606282257,
"expiration_time": 1763894880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 179,
"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": [
[
444823.0116281889,
294233.9768875369,
150589.0347406521,
87513.994575815,
-148213.4175275625,
235727.4121033777
],
[
444.823012,
294.233977,
150.589035,
87.513995,
-148.213418,
235.727412
],
[
0.267161,
0.176717,
0.090444,
0.037766,
0,
0.072767
],
[
10,
10,
10,
10,
10,
10
],
[
-170025,
-145602,
-65281,
-976282,
-813513,
-643596
],
[
1.897679,
1.907254,
1.879543,
1.03112,
0.909604,
1.201042
],
[
60,
30,
30,
60,
30,
30
],
[
34,
16,
18,
34,
16,
18
],
[
26,
14,
12,
26,
14,
12
],
[
56.666667,
53.333333,
60,
56.666667,
53.333333,
60
],
[
1.451166,
1.668847,
1.253029,
0.788504,
0.795904,
0.800694
],
[
398022,
398022,
41866,
398022,
398022,
220075
],
[
-50290,
-37429,
-50290,
-478395,
-401645,
-478395
],
[
51,
63,
40,
51,
63,
40
],
[
49,
53,
46,
49,
53,
46
],
[
53,
74,
30,
53,
74,
30
],
[
3098,
1892,
1206,
3098,
1892,
1206
],
[
111.313452,
111.313452,
115.813452,
111.313452,
111.313452,
115.813452
],
[
5,
2,
3,
5,
2,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-160521,
445891,
-67156,
-501622,
-579435,
-95369
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3330,
"evaluation_days": 1665,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1623456000000,
"last_datapoint_time": 1759579200000,
"evaluation_time": 1759606282257,
"expiration_time": 1763894880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 158,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 179,
"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) |
|---|