| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 339317.3926 | 171902.5051 | 167414.8874 | -241708.8563 | 263381.6893 | -505090.5456 |
| Total P&L (%) | 339.3174 | 171.9025 | 167.4149 | -241.7089 | 263.3817 | -505.0905 |
| Avg Daily Profit (%) | 0.2039 | 0.1033 | 0.1006 | 0 | 0.0776 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -180180 | -58195 | -180180 | -3833661 | -796875 | -3737830 |
| Profit Factor | 1.4439 | 1.7396 | 1.3147 | 0.9738 | 1.0857 | 0.918 |
| Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
| Winning Trades | 68 | 30 | 38 | 36 | 22 | 14 |
| Losing Trades | 34 | 21 | 13 | 66 | 29 | 37 |
| Profitability (%) | 66.6667 | 58.8235 | 74.5098 | 35.2941 | 43.1373 | 27.451 |
| Ratio Avg Win / Avg Loss | 0.722 | 1.2177 | 0.4498 | 1.7853 | 1.4311 | 2.426 |
| Largest Winning Trade | 65451 | 65451 | 46222 | 1860284 | 835028 | 1860284 |
| Largest Losing Trade | -180180 | -29804 | -180180 | -749096 | -740030 | -749096 |
| Avg Bars in Trades | 63 | 34 | 92 | 63 | 34 | 92 |
| Avg Bars in Winners | 58 | 27 | 82 | 68 | 41 | 110 |
| Avg Bars in Losers | 72 | 44 | 119 | 60 | 28 | 85 |
| Bars Traded | 6457 | 1752 | 4705 | 6457 | 1752 | 4705 |
| Profit Streak | 54.2504 | 0 | 73.7504 | 0 | 97.2504 | 0 |
| Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 368058 | -231768 | -236452 | -583447 | -397808 | -777345 |
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6655,
"evaluation_days": 1663.75,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1618768800000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759536036303,
"expiration_time": 1763826840000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 124,
"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": [
[
339317.3925933717,
171902.5051494665,
167414.8874439052,
-241708.8563100366,
263381.6892577408,
-505090.5455677781
],
[
339.317393,
171.902505,
167.414887,
-241.708856,
263.381689,
-505.090546
],
[
0.203947,
0.103322,
0.100625,
0,
0.077583,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-180180,
-58195,
-180180,
-3833661,
-796875,
-3737830
],
[
1.443944,
1.739612,
1.314747,
0.973815,
1.085678,
0.917963
],
[
102,
51,
51,
102,
51,
51
],
[
68,
30,
38,
36,
22,
14
],
[
34,
21,
13,
66,
29,
37
],
[
66.666667,
58.823529,
74.509804,
35.294118,
43.137255,
27.45098
],
[
0.721972,
1.217728,
0.449782,
1.785328,
1.43112,
2.426045
],
[
65451,
65451,
46222,
1860284,
835028,
1860284
],
[
-180180,
-29804,
-180180,
-749096,
-740030,
-749096
],
[
63,
34,
92,
63,
34,
92
],
[
58,
27,
82,
68,
41,
110
],
[
72,
44,
119,
60,
28,
85
],
[
6457,
1752,
4705,
6457,
1752,
4705
],
[
54.25042,
0,
73.75042,
0,
97.25042,
0
],
[
1,
0,
1,
0,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
368058,
-231768,
-236452,
-583447,
-397808,
-777345
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6655,
"evaluation_days": 1663.75,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1618768800000,
"last_datapoint_time": 1759514400000,
"evaluation_time": 1759536036303,
"expiration_time": 1763826840000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 139,
"offset": 0
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 124,
"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) |
|---|