| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 530923.4374 | 285734.1645 | 245189.2729 | 165207.1718 | 365896.9846 | -200689.8128 |
| Total P&L (%) | 530.9234 | 285.7342 | 245.1893 | 165.2072 | 365.897 | -200.6898 |
| Avg Daily Profit (%) | 0.3195 | 0.172 | 0.1476 | 0.0587 | 0.0927 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -152877 | -85011 | -123212 | -2794967 | -659428 | -2511819 |
| Profit Factor | 1.8399 | 1.8573 | 1.8204 | 1.0264 | 1.1533 | 0.9481 |
| Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
| Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
| Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
| Profitability (%) | 62.8205 | 53.8462 | 71.7949 | 62.8205 | 53.8462 | 71.7949 |
| Ratio Avg Win / Avg Loss | 1.0889 | 1.5919 | 0.7152 | 0.6075 | 0.9885 | 0.3725 |
| Largest Winning Trade | 138347 | 138347 | 64580 | 623688 | 388561 | 623688 |
| Largest Losing Trade | -87952 | -46365 | -87952 | -1533218 | -470025 | -1533218 |
| Avg Bars in Trades | 124 | 107 | 140 | 124 | 107 | 140 |
| Avg Bars in Winners | 116 | 92 | 133 | 116 | 92 | 133 |
| Avg Bars in Losers | 138 | 125 | 158 | 138 | 125 | 158 |
| Bars Traded | 9694 | 4203 | 5491 | 9694 | 4203 | 5491 |
| Profit Streak | 21.4864 | 0 | 302.9864 | 21.4864 | 0 | 302.9864 |
| Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -24847 | 411316 | 320690 | -343939 | -122336 | -576500 |
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9969,
"evaluation_days": 1661.5,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1619179200000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759333228613,
"expiration_time": 1763626608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "sma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 205,
"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": [
[
530923.4373993801,
285734.1645215334,
245189.2728778466,
165207.1717941613,
365896.9846296407,
-200689.8128354795
],
[
530.923437,
285.734165,
245.189273,
165.207172,
365.896985,
-200.689813
],
[
0.319545,
0.171974,
0.147571,
0.05872,
0.092658,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-152877,
-85011,
-123212,
-2794967,
-659428,
-2511819
],
[
1.839851,
1.857253,
1.820441,
1.026413,
1.153273,
0.948108
],
[
78,
39,
39,
78,
39,
39
],
[
49,
21,
28,
49,
21,
28
],
[
29,
18,
11,
29,
18,
11
],
[
62.820513,
53.846154,
71.794872,
62.820513,
53.846154,
71.794872
],
[
1.088891,
1.591932,
0.715173,
0.607469,
0.98852,
0.372471
],
[
138347,
138347,
64580,
623688,
388561,
623688
],
[
-87952,
-46365,
-87952,
-1533218,
-470025,
-1533218
],
[
124,
107,
140,
124,
107,
140
],
[
116,
92,
133,
116,
92,
133
],
[
138,
125,
158,
138,
125,
158
],
[
9694,
4203,
5491,
9694,
4203,
5491
],
[
21.486442,
0,
302.986442,
21.486442,
0,
302.986442
],
[
1,
0,
7,
1,
0,
7
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-24847,
411316,
320690,
-343939,
-122336,
-576500
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9969,
"evaluation_days": 1661.5,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1619179200000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759333228613,
"expiration_time": 1763626608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "sma",
"factors": {
"length": 237,
"offset": 0
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 205,
"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) |
|---|