Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355730.4041 | 106409.7997 | 249320.6044 | 63753.3881 | -14515.6462 | 78269.0344 |
Total P&L (%) | 355.7304 | 106.4098 | 249.3206 | 63.7534 | -14.5156 | 78.269 |
Avg Daily Profit (%) | 0.2137 | 0.0639 | 0.1498 | 0.0296 | -0.0094 | 0.0347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207436 | -120514 | -123746 | -204579 | -107674 | -174117 |
Profit Factor | 1.6827 | 1.3694 | 2.0703 | 1.101 | 0.9537 | 1.246 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Profitability (%) | 73.6111 | 63.8889 | 83.3333 | 73.6111 | 63.8889 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.6032 | 0.774 | 0.4141 | 0.3947 | 0.539 | 0.2492 |
Largest Winning Trade | 54766 | 45512 | 54766 | 71719 | 49895 | 71719 |
Largest Losing Trade | -81190 | -56264 | -81190 | -174117 | -69731 | -174117 |
Avg Bars in Trades | 45 | 50 | 39 | 45 | 50 | 39 |
Avg Bars in Winners | 34 | 38 | 31 | 34 | 38 | 31 |
Avg Bars in Losers | 75 | 71 | 82 | 75 | 71 | 82 |
Bars Traded | 3251 | 1823 | 1428 | 3251 | 1823 | 1428 |
Profit Streak | 163.6158 | 163.6158 | 257.1158 | 163.6158 | 163.6158 | 257.1158 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70821 | -105574 | 492334 | -343798 | -577626 | -142792 |
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3329, "evaluation_days": 1664.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618142400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546002728, "expiration_time": 1763850384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 56, "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": [ [ 355730.4041078406, 106409.7997313472, 249320.6043764933, 63753.3881471214, -14515.6462188078, 78269.0343659292 ], [ 355.730404, 106.4098, 249.320604, 63.753388, -14.515646, 78.269034 ], [ 0.213716, 0.063929, 0.149787, 0.029634, -0.009422, 0.034739 ], [ 10, 10, 10, 10, 10, 10 ], [ -207436, -120514, -123746, -204579, -107674, -174117 ], [ 1.682748, 1.369375, 2.070292, 1.100978, 0.953652, 1.245999 ], [ 72, 36, 36, 72, 36, 36 ], [ 53, 23, 30, 53, 23, 30 ], [ 19, 13, 6, 19, 13, 6 ], [ 73.611111, 63.888889, 83.333333, 73.611111, 63.888889, 83.333333 ], [ 0.603249, 0.773994, 0.414058, 0.39469, 0.539021, 0.2492 ], [ 54766, 45512, 54766, 71719, 49895, 71719 ], [ -81190, -56264, -81190, -174117, -69731, -174117 ], [ 45, 50, 39, 45, 50, 39 ], [ 34, 38, 31, 34, 38, 31 ], [ 75, 71, 82, 75, 71, 82 ], [ 3251, 1823, 1428, 3251, 1823, 1428 ], [ 163.615772, 163.615772, 257.115772, 163.615772, 163.615772, 257.115772 ], [ 7, 3, 5, 7, 3, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -70821, -105574, 492334, -343798, -577626, -142792 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3329, "evaluation_days": 1664.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618142400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546002728, "expiration_time": 1763850384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 56, "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) |
---|