| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 421567.7149 | 180016.4912 | 241551.2236 | 790488.6951 | 149483.8596 | 641004.8354 |
| Total P&L (%) | 421.5677 | 180.0165 | 241.5512 | 790.4887 | 149.4839 | 641.0048 |
| Avg Daily Profit (%) | 0.2522 | 0.1077 | 0.1445 | 0.1309 | 0.0547 | 0.1199 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158826 | -160598 | -31757 | -306587 | -347247 | -17947 |
| Profit Factor | 2.2782 | 1.6883 | 4.5389 | 2.372 | 1.2952 | 10.1781 |
| Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
| Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
| Losing Trades | 11 | 6 | 5 | 11 | 6 | 5 |
| Profitability (%) | 81.0345 | 79.3103 | 82.7586 | 81.0345 | 79.3103 | 82.7586 |
| Ratio Avg Win / Avg Loss | 0.5332 | 0.4404 | 0.9456 | 0.5552 | 0.3379 | 2.1204 |
| Largest Winning Trade | 86278 | 86278 | 54813 | 207594 | 136095 | 207594 |
| Largest Losing Trade | -59735 | -59735 | -31757 | -136904 | -136904 | -35080 |
| Avg Bars in Trades | 82 | 113 | 52 | 82 | 113 | 52 |
| Avg Bars in Winners | 39 | 52 | 27 | 39 | 52 | 27 |
| Avg Bars in Losers | 268 | 346 | 174 | 268 | 346 | 174 |
| Bars Traded | 4803 | 3280 | 1523 | 4803 | 3280 | 1523 |
| Profit Streak | 153.5211 | 153.5211 | 275.8544 | 153.5211 | 153.5211 | 275.8544 |
| Trades During Streak | 19 | 9 | 10 | 19 | 9 | 10 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -164149 | -43496 | 366465 | -189871 | -116188 | -18379 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5014,
"evaluation_days": 1671.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1621728000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760157022452,
"expiration_time": 1764472896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "jma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 208,
"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": [
[
421567.7148840015,
180016.491235735,
241551.2236482663,
790488.6950557185,
149483.8596197941,
641004.8354359245
],
[
421.567715,
180.016491,
241.551224,
790.488695,
149.48386,
641.004835
],
[
0.252235,
0.107709,
0.144526,
0.130916,
0.054715,
0.119907
],
[
10,
10,
10,
10,
10,
10
],
[
-158826,
-160598,
-31757,
-306587,
-347247,
-17947
],
[
2.278246,
1.688278,
4.538933,
2.372017,
1.295242,
10.178095
],
[
58,
29,
29,
58,
29,
29
],
[
47,
23,
24,
47,
23,
24
],
[
11,
6,
5,
11,
6,
5
],
[
81.034483,
79.310345,
82.758621,
81.034483,
79.310345,
82.758621
],
[
0.533207,
0.44042,
0.945611,
0.555153,
0.337889,
2.120437
],
[
86278,
86278,
54813,
207594,
136095,
207594
],
[
-59735,
-59735,
-31757,
-136904,
-136904,
-35080
],
[
82,
113,
52,
82,
113,
52
],
[
39,
52,
27,
39,
52,
27
],
[
268,
346,
174,
268,
346,
174
],
[
4803,
3280,
1523,
4803,
3280,
1523
],
[
153.521093,
153.521093,
275.854426,
153.521093,
153.521093,
275.854427
],
[
19,
9,
10,
19,
9,
10
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-164149,
-43496,
366465,
-189871,
-116188,
-18379
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5014,
"evaluation_days": 1671.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1621728000000,
"last_datapoint_time": 1760140800000,
"evaluation_time": 1760157022452,
"expiration_time": 1764472896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "jma",
"factors": {
"length": 9,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 208,
"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) |
|---|