| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 306223.254 | 81643.02 | 224580.234 | 50688.7547 | -81694.0099 | 132382.7646 |
| Total P&L (%) | 306.2233 | 81.643 | 224.5802 | 50.6888 | -81.694 | 132.3828 |
| Avg Daily Profit (%) | 0.184 | 0.049 | 0.1349 | 0.0246 | -0.1019 | 0.0507 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -191501 | -206096 | -51614 | -370260 | -394833 | -213955 |
| Profit Factor | 1.4581 | 1.2025 | 1.8465 | 1.0416 | 0.8835 | 1.2562 |
| Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
| Winning Trades | 99 | 45 | 54 | 99 | 45 | 54 |
| Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
| Profitability (%) | 66.443 | 60.8108 | 72 | 66.443 | 60.8108 | 72 |
| Ratio Avg Win / Avg Loss | 0.7364 | 0.7749 | 0.7181 | 0.5261 | 0.5694 | 0.4885 |
| Largest Winning Trade | 129824 | 129824 | 30865 | 223334 | 223334 | 80606 |
| Largest Losing Trade | -65764 | -65764 | -51614 | -204065 | -179064 | -204065 |
| Avg Bars in Trades | 32 | 45 | 19 | 32 | 45 | 19 |
| Avg Bars in Winners | 22 | 29 | 17 | 22 | 29 | 17 |
| Avg Bars in Losers | 50 | 70 | 23 | 50 | 70 | 23 |
| Bars Traded | 4812 | 3388 | 1425 | 4812 | 3388 | 1425 |
| Profit Streak | 19.1227 | 0 | 21.456 | 19.1227 | 0 | 21.456 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 358275 | -192370 | -65200 | -334588 | -643556 | -180102 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4994,
"evaluation_days": 1664.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618444800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759575397524,
"expiration_time": 1763879616000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 63,
"offset": 0,
"multiplier": 2.98317
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 94,
"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": [
[
306223.2539823658,
81643.0199599537,
224580.2340224123,
50688.7546705141,
-81694.0099321005,
132382.7646026147
],
[
306.223254,
81.64302,
224.580234,
50.688755,
-81.69401,
132.382765
],
[
0.183954,
0.049045,
0.13491,
0.024635,
-0.101947,
0.050666
],
[
10,
10,
10,
10,
10,
10
],
[
-191501,
-206096,
-51614,
-370260,
-394833,
-213955
],
[
1.458096,
1.202507,
1.846486,
1.041607,
0.883538,
1.256159
],
[
149,
74,
75,
149,
74,
75
],
[
99,
45,
54,
99,
45,
54
],
[
50,
29,
21,
50,
29,
21
],
[
66.442953,
60.810811,
72,
66.442953,
60.810811,
72
],
[
0.736412,
0.774949,
0.718078,
0.526064,
0.569391,
0.488506
],
[
129824,
129824,
30865,
223334,
223334,
80606
],
[
-65764,
-65764,
-51614,
-204065,
-179064,
-204065
],
[
32,
45,
19,
32,
45,
19
],
[
22,
29,
17,
22,
29,
17
],
[
50,
70,
23,
50,
70,
23
],
[
4812,
3388,
1425,
4812,
3388,
1425
],
[
19.122656,
0,
21.45599,
19.122656,
0,
21.45599
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
358275,
-192370,
-65200,
-334588,
-643556,
-180102
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4994,
"evaluation_days": 1664.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618444800000,
"last_datapoint_time": 1759564800000,
"evaluation_time": 1759575397524,
"expiration_time": 1763879616000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 63,
"offset": 0,
"multiplier": 2.98317
}
},
"second_band": {
"type": "kcu",
"factors": {
"length": 94,
"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) |
|---|