Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249335.0671 | 56709.2289 | 192625.8382 | -2294598.7294 | -31856.1883 | -2262742.5411 |
Total P&L (%) | 249.3351 | 56.7092 | 192.6258 | -2294.5987 | -31.8562 | -2262.7425 |
Avg Daily Profit (%) | 0.1494 | 0.034 | 0.1154 | 0 | -0.023 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199139 | -59938 | -199139 | -2507371 | -545887 | -2378016 |
Profit Factor | 1.4214 | 1.3112 | 1.4705 | 0.6066 | 0.9786 | 0.4792 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 114 | 50 | 64 | 41 | 28 | 13 |
Losing Trades | 33 | 24 | 9 | 106 | 46 | 60 |
Profitability (%) | 77.551 | 67.5676 | 87.6712 | 27.8912 | 37.8378 | 17.8082 |
Ratio Avg Win / Avg Loss | 0.4115 | 0.6294 | 0.2068 | 1.5683 | 1.6077 | 2.2117 |
Largest Winning Trade | 22087 | 14594 | 22087 | 764234 | 315060 | 764234 |
Largest Losing Trade | -199139 | -36226 | -199139 | -502179 | -161514 | -502179 |
Avg Bars in Trades | 22 | 9 | 34 | 22 | 9 | 34 |
Avg Bars in Winners | 14 | 4 | 22 | 38 | 18 | 79 |
Avg Bars in Losers | 47 | 21 | 118 | 15 | 4 | 24 |
Bars Traded | 3256 | 726 | 2530 | 3256 | 726 | 2530 |
Profit Streak | 0 | 0 | 68.4825 | 16.4825 | 110.4825 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364257 | -211514 | -105902 | -593831 | -645556 | -711470 |
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3337, "evaluation_days": 1668.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618099200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759923287345, "expiration_time": 1764206352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 55, "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": [ [ 249335.0670729441, 56709.2289203145, 192625.8381526295, -2294598.7293552402, -31856.1882660499, -2262742.54108919 ], [ 249.335067, 56.709229, 192.625838, -2294.598729, -31.856188, -2262.742541 ], [ 0.149437, 0.033988, 0.115449, 0, -0.022985, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -199139, -59938, -199139, -2507371, -545887, -2378016 ], [ 1.421438, 1.311247, 1.470474, 0.606594, 0.978589, 0.47921 ], [ 147, 74, 73, 147, 74, 73 ], [ 114, 50, 64, 41, 28, 13 ], [ 33, 24, 9, 106, 46, 60 ], [ 77.55102, 67.567568, 87.671233, 27.891156, 37.837838, 17.808219 ], [ 0.411469, 0.629398, 0.206785, 1.568268, 1.607681, 2.211741 ], [ 22087, 14594, 22087, 764234, 315060, 764234 ], [ -199139, -36226, -199139, -502179, -161514, -502179 ], [ 22, 9, 34, 22, 9, 34 ], [ 14, 4, 22, 38, 18, 79 ], [ 47, 21, 118, 15, 4, 24 ], [ 3256, 726, 2530, 3256, 726, 2530 ], [ 0, 0, 68.482492, 16.482492, 110.482492, 0 ], [ 0, 0, 1, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364257, -211514, -105902, -593831, -645556, -711470 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3337, "evaluation_days": 1668.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618099200000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759923287345, "expiration_time": 1764206352000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 55, "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) |
---|