Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418720.8451 | 221024.9837 | 197695.8614 | 11655.4531 | 18483.5228 | -6828.0697 |
Total P&L (%) | 418.7208 | 221.025 | 197.6959 | 11.6555 | 18.4835 | -6.8281 |
Avg Daily Profit (%) | 0.2519 | 0.133 | 0.119 | 0.0066 | 0.0102 | -0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177547 | -84070 | -133054 | -247796 | -96322 | -195111 |
Profit Factor | 1.3056 | 1.3531 | 1.2656 | 1.0113 | 1.0405 | 0.9881 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 142 | 64 | 78 | 142 | 64 | 78 |
Losing Trades | 125 | 69 | 56 | 125 | 69 | 56 |
Profitability (%) | 53.1835 | 48.1203 | 58.209 | 53.1835 | 48.1203 | 58.209 |
Ratio Avg Win / Avg Loss | 1.1493 | 1.4588 | 0.9086 | 0.8902 | 1.1218 | 0.7094 |
Largest Winning Trade | 124172 | 124172 | 44614 | 46695 | 42129 | 46695 |
Largest Losing Trade | -66673 | -30837 | -66673 | -51577 | -22577 | -51577 |
Avg Bars in Trades | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Winners | 18 | 18 | 18 | 18 | 18 | 18 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 4948 | 2458 | 2490 | 4948 | 2458 | 2490 |
Profit Streak | 8.1534 | 0 | 39.1534 | 8.1534 | 0 | 39.1534 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393972 | -15736 | -33425 | -505236 | -363680 | -578205 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4986, "evaluation_days": 1662, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1616371200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759347653296, "expiration_time": 1763642304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.31955 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 418720.8450874458, 221024.9837011119, 197695.8613863339, 11655.4530886258, 18483.5227608481, -6828.0696722222 ], [ 418.720845, 221.024984, 197.695861, 11.655453, 18.483523, -6.82807 ], [ 0.251938, 0.132987, 0.118951, 0.006634, 0.010205, -0.004255 ], [ 10, 10, 10, 10, 10, 10 ], [ -177547, -84070, -133054, -247796, -96322, -195111 ], [ 1.305569, 1.353071, 1.265617, 1.011302, 1.040546, 0.988133 ], [ 267, 133, 134, 267, 133, 134 ], [ 142, 64, 78, 142, 64, 78 ], [ 125, 69, 56, 125, 69, 56 ], [ 53.183521, 48.120301, 58.208955, 53.183521, 48.120301, 58.208955 ], [ 1.149269, 1.458779, 0.908648, 0.890231, 1.121838, 0.709429 ], [ 124172, 124172, 44614, 46695, 42129, 46695 ], [ -66673, -30837, -66673, -51577, -22577, -51577 ], [ 18, 18, 18, 18, 18, 18 ], [ 18, 18, 18, 18, 18, 18 ], [ 18, 18, 18, 18, 18, 18 ], [ 4948, 2458, 2490, 4948, 2458, 2490 ], [ 8.153395, 0, 39.153395, 8.153395, 0, 39.153395 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 393972, -15736, -33425, -505236, -363680, -578205 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4986, "evaluation_days": 1662, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1616371200000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759347653296, "expiration_time": 1763642304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.31955 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|