| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 333291.7047 | 151904.6775 | 181387.0273 | -66062.4834 | 227887.0311 | -293949.5145 |
| Total P&L (%) | 333.2917 | 151.9047 | 181.387 | -66.0625 | 227.887 | -293.9495 |
| Avg Daily Profit (%) | 0.1999 | 0.0911 | 0.1088 | -0.0648 | 0.0712 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -236258 | -75014 | -194002 | -1115150 | -275189 | -978790 |
| Profit Factor | 1.3366 | 1.5918 | 1.2473 | 0.9821 | 1.2769 | 0.8979 |
| Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
| Winning Trades | 99 | 43 | 56 | 99 | 43 | 56 |
| Losing Trades | 96 | 55 | 41 | 96 | 55 | 41 |
| Profitability (%) | 50.7692 | 43.8776 | 57.732 | 50.7692 | 43.8776 | 57.732 |
| Ratio Avg Win / Avg Loss | 1.2961 | 2.036 | 0.9132 | 0.9524 | 1.6333 | 0.6574 |
| Largest Winning Trade | 65481 | 65481 | 60377 | 218414 | 113370 | 218414 |
| Largest Losing Trade | -76957 | -17089 | -76957 | -732973 | -110668 | -732973 |
| Avg Bars in Trades | 25 | 7 | 43 | 25 | 7 | 43 |
| Avg Bars in Winners | 31 | 7 | 49 | 31 | 7 | 49 |
| Avg Bars in Losers | 18 | 6 | 35 | 18 | 6 | 35 |
| Bars Traded | 4949 | 701 | 4248 | 4949 | 701 | 4248 |
| Profit Streak | 4.5923 | 6.9256 | 0 | 4.5923 | 6.9256 | 0 |
| Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 347753 | -70063 | -48952 | -579046 | -98467 | -580071 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 1667.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616457600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759817571743,
"expiration_time": 1764116928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 25,
"offset": 0,
"scalar": 1
}
}
} {
"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": [
[
333291.7047278045,
151904.677468413,
181387.0272593916,
-66062.4834184985,
227887.0310638787,
-293949.5144823772
],
[
333.291705,
151.904677,
181.387027,
-66.062483,
227.887031,
-293.949514
],
[
0.199895,
0.091107,
0.108789,
-0.064792,
0.071247,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-236258,
-75014,
-194002,
-1115150,
-275189,
-978790
],
[
1.336628,
1.591754,
1.247327,
0.982149,
1.276922,
0.897856
],
[
195,
98,
97,
195,
98,
97
],
[
99,
43,
56,
99,
43,
56
],
[
96,
55,
41,
96,
55,
41
],
[
50.769231,
43.877551,
57.731959,
50.769231,
43.877551,
57.731959
],
[
1.296124,
2.035965,
0.913222,
0.952387,
1.633272,
0.657359
],
[
65481,
65481,
60377,
218414,
113370,
218414
],
[
-76957,
-17089,
-76957,
-732973,
-110668,
-732973
],
[
25,
7,
43,
25,
7,
43
],
[
31,
7,
49,
31,
7,
49
],
[
18,
6,
35,
18,
6,
35
],
[
4949,
701,
4248,
4949,
701,
4248
],
[
4.592265,
6.925599,
0,
4.592266,
6.925599,
0
],
[
1,
1,
0,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
347753,
-70063,
-48952,
-579046,
-98467,
-580071
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 1667.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616457600000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759817571743,
"expiration_time": 1764116928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 25,
"offset": 0,
"scalar": 1
}
}
}
| # | 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) |
|---|