| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 286230.1608 | 87097.6106 | 199132.5502 | -946257.3283 | -78907.8391 | -867349.4893 |
| Total P&L (%) | 286.2302 | 87.0976 | 199.1326 | -946.2573 | -78.9078 | -867.3495 |
| Avg Daily Profit (%) | 0.1715 | 0.0522 | 0.1193 | 0 | -0.0932 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -186019 | -42814 | -168878 | -1025666 | -226573 | -925997 |
| Profit Factor | 1.4728 | 1.3947 | 1.5177 | 0.6307 | 0.8922 | 0.5261 |
| Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
| Winning Trades | 119 | 54 | 65 | 68 | 40 | 28 |
| Losing Trades | 62 | 37 | 25 | 113 | 51 | 62 |
| Profitability (%) | 65.7459 | 59.3407 | 72.2222 | 37.5691 | 43.956 | 31.1111 |
| Ratio Avg Win / Avg Loss | 0.7674 | 0.9556 | 0.5837 | 1.0481 | 1.1376 | 1.1649 |
| Largest Winning Trade | 47168 | 44411 | 47168 | 411772 | 75512 | 411772 |
| Largest Losing Trade | -161719 | -27953 | -161719 | -290139 | -75889 | -290139 |
| Avg Bars in Trades | 53 | 8 | 99 | 53 | 8 | 99 |
| Avg Bars in Winners | 48 | 8 | 81 | 55 | 7 | 124 |
| Avg Bars in Losers | 63 | 7 | 146 | 52 | 8 | 88 |
| Bars Traded | 9712 | 738 | 8974 | 9712 | 738 | 8974 |
| Profit Streak | 66.5918 | 66.5918 | 130.2584 | 0 | 0 | 0 |
| Trades During Streak | 4 | 2 | 5 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 405948 | -122089 | -29729 | -582997 | -581495 | -586770 |
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10015,
"evaluation_days": 1669.17,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1617696000000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759990329146,
"expiration_time": 1764308880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 155,
"offset": 0,
"std": 3.51409
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 134,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
286230.1607652176,
87097.6105817899,
199132.5501834276,
-946257.3283195612,
-78907.8390686541,
-867349.489250907
],
[
286.230161,
87.097611,
199.13255,
-946.257328,
-78.907839,
-867.349489
],
[
0.171481,
0.05218,
0.1193,
0,
-0.093193,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-186019,
-42814,
-168878,
-1025666,
-226573,
-925997
],
[
1.472848,
1.39465,
1.517716,
0.630709,
0.892237,
0.526073
],
[
181,
91,
90,
181,
91,
90
],
[
119,
54,
65,
68,
40,
28
],
[
62,
37,
25,
113,
51,
62
],
[
65.745856,
59.340659,
72.222222,
37.569061,
43.956044,
31.111111
],
[
0.767366,
0.955593,
0.583737,
1.04809,
1.137602,
1.164875
],
[
47168,
44411,
47168,
411772,
75512,
411772
],
[
-161719,
-27953,
-161719,
-290139,
-75889,
-290139
],
[
53,
8,
99,
53,
8,
99
],
[
48,
8,
81,
55,
7,
124
],
[
63,
7,
146,
52,
8,
88
],
[
9712,
738,
8974,
9712,
738,
8974
],
[
66.591772,
66.591772,
130.258439,
0,
0,
0
],
[
4,
2,
5,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
405948,
-122089,
-29729,
-582997,
-581495,
-586770
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 10015,
"evaluation_days": 1669.17,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1617696000000,
"last_datapoint_time": 1759982400000,
"evaluation_time": 1759990329146,
"expiration_time": 1764308880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 155,
"offset": 0,
"std": 3.51409
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 134,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|