| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 344997.8645 | 90292.5439 | 254705.3207 | 525782.8524 | 68466.1669 | 457316.6855 |
| Total P&L (%) | 344.9979 | 90.2925 | 254.7053 | 525.7829 | 68.4662 | 457.3167 |
| Avg Daily Profit (%) | 0.2066 | 0.0541 | 0.1525 | 0.1099 | 0.0312 | 0.1029 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -91573 | -50253 | -85616 | -279248 | -175924 | -279248 |
| Profit Factor | 1.7758 | 1.5602 | 1.8983 | 1.5076 | 1.1695 | 1.7238 |
| Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
| Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
| Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
| Profitability (%) | 57.6577 | 48.2143 | 67.2727 | 57.6577 | 48.2143 | 67.2727 |
| Ratio Avg Win / Avg Loss | 1.3041 | 1.6758 | 0.9235 | 1.1071 | 1.2561 | 0.8386 |
| Largest Winning Trade | 42428 | 25988 | 42428 | 103712 | 56258 | 103712 |
| Largest Losing Trade | -63989 | -29740 | -63989 | -279248 | -48056 | -279248 |
| Avg Bars in Trades | 43 | 12 | 74 | 43 | 12 | 74 |
| Avg Bars in Winners | 39 | 12 | 59 | 39 | 12 | 59 |
| Avg Bars in Losers | 48 | 12 | 105 | 48 | 12 | 105 |
| Bars Traded | 4779 | 682 | 4097 | 4779 | 682 | 4097 |
| 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 | 403972 | -298403 | -169774 | -43254 | -365847 | -232899 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5010,
"evaluation_days": 1670,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619568000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760053004890,
"expiration_time": 1764354240000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 133,
"offset": 0,
"scalar": 4
}
}
} {
"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": [
[
344997.8645156397,
90292.5438577937,
254705.3206578463,
525782.8523974026,
68466.1669433041,
457316.6854540984
],
[
344.997865,
90.292544,
254.705321,
525.782852,
68.466167,
457.316685
],
[
0.206586,
0.054067,
0.152518,
0.109871,
0.031236,
0.102925
],
[
10,
10,
10,
10,
10,
10
],
[
-91573,
-50253,
-85616,
-279248,
-175924,
-279248
],
[
1.775787,
1.560219,
1.898326,
1.507576,
1.169466,
1.723764
],
[
111,
56,
55,
111,
56,
55
],
[
64,
27,
37,
64,
27,
37
],
[
47,
29,
18,
47,
29,
18
],
[
57.657658,
48.214286,
67.272727,
57.657658,
48.214286,
67.272727
],
[
1.304093,
1.675791,
0.92351,
1.107126,
1.256093,
0.838588
],
[
42428,
25988,
42428,
103712,
56258,
103712
],
[
-63989,
-29740,
-63989,
-279248,
-48056,
-279248
],
[
43,
12,
74,
43,
12,
74
],
[
39,
12,
59,
39,
12,
59
],
[
48,
12,
105,
48,
12,
105
],
[
4779,
682,
4097,
4779,
682,
4097
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
403972,
-298403,
-169774,
-43254,
-365847,
-232899
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5010,
"evaluation_days": 1670,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619568000000,
"last_datapoint_time": 1760025600000,
"evaluation_time": 1760053004890,
"expiration_time": 1764354240000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 133,
"offset": 0,
"scalar": 4
}
}
}
| # | 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) |
|---|