| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 382598.3429 | 206952.3536 | 175645.9893 | 51601.9301 | 96076.6394 | -44474.7092 |
| Total P&L (%) | 382.5983 | 206.9524 | 175.646 | 51.6019 | 96.0766 | -44.4747 |
| Avg Daily Profit (%) | 0.2292 | 0.124 | 0.1052 | 0.0249 | 0.0403 | -0.0352 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -150984 | -83802 | -97582 | -254357 | -120171 | -306616 |
| Profit Factor | 1.355 | 1.4001 | 1.3135 | 1.0297 | 1.1273 | 0.9547 |
| Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
| Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
| Losing Trades | 98 | 49 | 49 | 98 | 49 | 49 |
| Profitability (%) | 53.11 | 52.8846 | 53.3333 | 53.11 | 52.8846 | 53.3333 |
| Ratio Avg Win / Avg Loss | 1.1964 | 1.2473 | 1.1493 | 0.9091 | 1.0044 | 0.8353 |
| Largest Winning Trade | 81167 | 81167 | 70288 | 86098 | 86098 | 55769 |
| Largest Losing Trade | -51367 | -49648 | -51367 | -104500 | -58237 | -104500 |
| Avg Bars in Trades | 31 | 36 | 25 | 31 | 36 | 25 |
| Avg Bars in Winners | 33 | 34 | 32 | 33 | 34 | 32 |
| Avg Bars in Losers | 28 | 39 | 17 | 28 | 39 | 17 |
| Bars Traded | 6491 | 3833 | 2658 | 6491 | 3833 | 2658 |
| 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 | 352363 | -26732 | -51925 | -348784 | -219383 | -580342 |
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6678,
"evaluation_days": 1669.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1617904800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760024340002,
"expiration_time": 1764338544000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 99,
"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": [
[
382598.3429093095,
206952.3536345835,
175645.989274726,
51601.9301480471,
96076.6393500982,
-44474.7092020511
],
[
382.598343,
206.952354,
175.645989,
51.60193,
96.076639,
-44.474709
],
[
0.229169,
0.123961,
0.105209,
0.024926,
0.04034,
-0.035234
],
[
10,
10,
10,
10,
10,
10
],
[
-150984,
-83802,
-97582,
-254357,
-120171,
-306616
],
[
1.355049,
1.400053,
1.313497,
1.029737,
1.127333,
0.954651
],
[
209,
104,
105,
209,
104,
105
],
[
111,
55,
56,
111,
55,
56
],
[
98,
49,
49,
98,
49,
49
],
[
53.110048,
52.884615,
53.333333,
53.110048,
52.884615,
53.333333
],
[
1.19635,
1.24732,
1.14931,
0.909137,
1.004351,
0.83532
],
[
81167,
81167,
70288,
86098,
86098,
55769
],
[
-51367,
-49648,
-51367,
-104500,
-58237,
-104500
],
[
31,
36,
25,
31,
36,
25
],
[
33,
34,
32,
33,
34,
32
],
[
28,
39,
17,
28,
39,
17
],
[
6491,
3833,
2658,
6491,
3833,
2658
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
352363,
-26732,
-51925,
-348784,
-219383,
-580342
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6678,
"evaluation_days": 1669.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1617904800000,
"last_datapoint_time": 1760011200000,
"evaluation_time": 1760024340002,
"expiration_time": 1764338544000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwma",
"factors": {
"length": 87,
"offset": 0
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 99,
"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) |
|---|