| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 565279.4761 | 252890.1916 | 312389.2845 | 1556625.8244 | 89973.8726 | 1466651.9518 |
| Total P&L (%) | 565.2795 | 252.8902 | 312.3893 | 1556.6258 | 89.9739 | 1466.652 |
| Avg Daily Profit (%) | 0.3398 | 0.152 | 0.1878 | 0.1689 | 0.0386 | 0.1655 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -130758 | -97004 | -89423 | -2877628 | -2122683 | -1683050 |
| Profit Factor | 1.4012 | 1.2995 | 1.5533 | 1.0911 | 1.0094 | 1.1948 |
| Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
| Winning Trades | 196 | 101 | 95 | 196 | 101 | 95 |
| Losing Trades | 168 | 81 | 87 | 168 | 81 | 87 |
| Profitability (%) | 53.8462 | 55.4945 | 52.1978 | 53.8462 | 55.4945 | 52.1978 |
| Ratio Avg Win / Avg Loss | 1.201 | 1.0422 | 1.4225 | 0.9352 | 0.8095 | 1.0942 |
| Largest Winning Trade | 80136 | 80136 | 38492 | 649601 | 532903 | 649601 |
| Largest Losing Trade | -33284 | -33284 | -29337 | -825761 | -825761 | -786825 |
| Avg Bars in Trades | 17 | 21 | 14 | 17 | 21 | 14 |
| Avg Bars in Winners | 20 | 22 | 17 | 20 | 22 | 17 |
| Avg Bars in Losers | 14 | 19 | 10 | 14 | 19 | 10 |
| Bars Traded | 6450 | 3879 | 2571 | 6450 | 3879 | 2571 |
| Profit Streak | 11.4008 | 0 | 15.6508 | 11.4008 | 0 | 15.6508 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 476938 | 312466 | 384813 | -110893 | -351810 | 108615 |
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6654,
"evaluation_days": 1663.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1619028000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759505833376,
"expiration_time": 1763804592000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "pwma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 239,
"offset": 0,
"multiplier": 2.75837
}
}
} {
"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": [
[
565279.4761418826,
252890.1916135617,
312389.2845283216,
1556625.8243936277,
89973.8725792441,
1466651.9518143828
],
[
565.279476,
252.890192,
312.389285,
1556.625824,
89.973873,
1466.651952
],
[
0.339813,
0.152023,
0.18779,
0.168905,
0.038584,
0.165543
],
[
10,
10,
10,
10,
10,
10
],
[
-130758,
-97004,
-89423,
-2877628,
-2122683,
-1683050
],
[
1.401221,
1.299537,
1.553267,
1.091105,
1.009415,
1.194782
],
[
364,
182,
182,
364,
182,
182
],
[
196,
101,
95,
196,
101,
95
],
[
168,
81,
87,
168,
81,
87
],
[
53.846154,
55.494505,
52.197802,
53.846154,
55.494505,
52.197802
],
[
1.201047,
1.042203,
1.422466,
0.935233,
0.809531,
1.094169
],
[
80136,
80136,
38492,
649601,
532903,
649601
],
[
-33284,
-33284,
-29337,
-825761,
-825761,
-786825
],
[
17,
21,
14,
17,
21,
14
],
[
20,
22,
17,
20,
22,
17
],
[
14,
19,
10,
14,
19,
10
],
[
6450,
3879,
2571,
6450,
3879,
2571
],
[
11.400849,
0,
15.650849,
11.400849,
0,
15.650849
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
476938,
312466,
384813,
-110893,
-351810,
108615
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6654,
"evaluation_days": 1663.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1619028000000,
"last_datapoint_time": 1759492800000,
"evaluation_time": 1759505833376,
"expiration_time": 1763804592000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "pwma",
"factors": {
"length": 32,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 239,
"offset": 0,
"multiplier": 2.75837
}
}
}
| # | 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) |
|---|