Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267146.7896 | 123913.3237 | 143233.466 | -263689.0383 | 175826.4036 | -439515.4419 |
Total P&L (%) | 267.1468 | 123.9133 | 143.2335 | -263.689 | 175.8264 | -439.5154 |
Avg Daily Profit (%) | 0.1602 | 0.0743 | 0.0859 | 0 | 0.0608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240084 | -87324 | -155638 | -1550267 | -321587 | -1320906 |
Profit Factor | 1.292 | 1.3427 | 1.2588 | 0.9273 | 1.163 | 0.8277 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 92 | 43 | 49 | 81 | 43 | 38 |
Losing Trades | 79 | 43 | 36 | 90 | 43 | 47 |
Profitability (%) | 53.8012 | 50 | 57.6471 | 47.3684 | 50 | 44.7059 |
Ratio Avg Win / Avg Loss | 1.1094 | 1.3427 | 0.9248 | 1.0304 | 1.163 | 1.0237 |
Largest Winning Trade | 96830 | 96830 | 58292 | 471671 | 96830 | 471671 |
Largest Losing Trade | -140324 | -26958 | -140324 | -584329 | -163391 | -584329 |
Avg Bars in Trades | 19 | 9 | 28 | 19 | 9 | 28 |
Avg Bars in Winners | 20 | 11 | 28 | 16 | 9 | 25 |
Avg Bars in Losers | 17 | 8 | 28 | 21 | 10 | 30 |
Bars Traded | 3258 | 856 | 2402 | 3258 | 856 | 2402 |
Profit Streak | 5.277 | 7.277 | 0 | 0 | 0 | 11.777 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348936 | -92774 | -79203 | -578961 | -152940 | -580591 |
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3336, "evaluation_days": 1668, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618660800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759862329620, "expiration_time": 1764161856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 68, "offset": 0, "std": 1.06666 } } }
{ "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": [ [ 267146.7896474548, 123913.3236819242, 143233.4659655303, -263689.0383299491, 175826.403561979, -439515.4418919284 ], [ 267.14679, 123.913324, 143.233466, -263.689038, 175.826404, -439.515442 ], [ 0.16016, 0.074289, 0.085871, 0, 0.060846, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -240084, -87324, -155638, -1550267, -321587, -1320906 ], [ 1.29196, 1.342687, 1.258816, 0.927344, 1.16301, 0.827685 ], [ 171, 86, 85, 171, 86, 85 ], [ 92, 43, 49, 81, 43, 38 ], [ 79, 43, 36, 90, 43, 47 ], [ 53.80117, 50, 57.647059, 47.368421, 50, 44.705882 ], [ 1.109401, 1.342687, 0.924845, 1.030382, 1.16301, 1.023716 ], [ 96830, 96830, 58292, 471671, 96830, 471671 ], [ -140324, -26958, -140324, -584329, -163391, -584329 ], [ 19, 9, 28, 19, 9, 28 ], [ 20, 11, 28, 16, 9, 25 ], [ 17, 8, 28, 21, 10, 30 ], [ 3258, 856, 2402, 3258, 856, 2402 ], [ 5.276963, 7.276963, 0, 0, 0, 11.776963 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348936, -92774, -79203, -578961, -152940, -580591 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3336, "evaluation_days": 1668, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618660800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759862329620, "expiration_time": 1764161856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 68, "offset": 0, "std": 1.06666 } } }
# | 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) |
---|