| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 255866.652 | 44781.8146 | 211084.8374 | -1352405.2538 | 392732.329 | -1745137.5829 |
| Total P&L (%) | 255.8667 | 44.7818 | 211.0848 | -1352.4053 | 392.7323 | -1745.1376 |
| Avg Daily Profit (%) | 0.1534 | 0.0268 | 0.1265 | 0 | 0.0956 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -170151 | -82088 | -170336 | -2312483 | -418127 | -2673616 |
| Profit Factor | 1.3842 | 1.152 | 1.5684 | 0.8059 | 1.162 | 0.6159 |
| Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
| Winning Trades | 211 | 96 | 115 | 58 | 37 | 21 |
| Losing Trades | 50 | 35 | 15 | 203 | 94 | 109 |
| Profitability (%) | 80.8429 | 73.2824 | 88.4615 | 22.2222 | 28.2443 | 16.1538 |
| Ratio Avg Win / Avg Loss | 0.328 | 0.42 | 0.2046 | 2.8206 | 2.9522 | 3.1968 |
| Largest Winning Trade | 19263 | 17542 | 19263 | 1333873 | 563685 | 1333873 |
| Largest Losing Trade | -169949 | -42941 | -169949 | -475242 | -151422 | -475242 |
| Avg Bars in Trades | 18 | 13 | 23 | 18 | 13 | 23 |
| Avg Bars in Winners | 9 | 4 | 12 | 49 | 35 | 74 |
| Avg Bars in Losers | 58 | 38 | 105 | 9 | 5 | 13 |
| Bars Traded | 4893 | 1823 | 3070 | 4893 | 1823 | 3070 |
| Profit Streak | 4.7789 | 4.7789 | 68.4455 | 0 | 0 | 0 |
| Trades During Streak | 2 | 1 | 8 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 458761 | -210259 | -17383 | -618414 | -121913 | -646735 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 1668.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618588800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759891294060,
"expiration_time": 1764205920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 99,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
255866.6519728047,
44781.8146170602,
211084.8373557447,
-1352405.2538413156,
392732.3290313946,
-1745137.582872712
],
[
255.866652,
44.781815,
211.084837,
-1352.405254,
392.732329,
-1745.137583
],
[
0.153367,
0.026842,
0.126525,
0,
0.095638,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-170151,
-82088,
-170336,
-2312483,
-418127,
-2673616
],
[
1.384161,
1.151955,
1.568447,
0.805887,
1.162033,
0.61589
],
[
261,
131,
130,
261,
131,
130
],
[
211,
96,
115,
58,
37,
21
],
[
50,
35,
15,
203,
94,
109
],
[
80.842912,
73.282443,
88.461538,
22.222222,
28.244275,
16.153846
],
[
0.328,
0.419984,
0.20458,
2.820605,
2.952193,
3.196763
],
[
19263,
17542,
19263,
1333873,
563685,
1333873
],
[
-169949,
-42941,
-169949,
-475242,
-151422,
-475242
],
[
18,
13,
23,
18,
13,
23
],
[
9,
4,
12,
49,
35,
74
],
[
58,
38,
105,
9,
5,
13
],
[
4893,
1823,
3070,
4893,
1823,
3070
],
[
4.778866,
4.778866,
68.445533,
0,
0,
0
],
[
2,
1,
8,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
458761,
-210259,
-17383,
-618414,
-121913,
-646735
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 1668.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618588800000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759891294060,
"expiration_time": 1764205920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 99,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|