| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 252733.5368 | 62821.9975 | 189911.5393 | -70489.6033 | 43740.4268 | -114230.0302 |
| Total P&L (%) | 252.7335 | 62.822 | 189.9115 | -70.4896 | 43.7404 | -114.23 |
| Avg Daily Profit (%) | 0.1519 | 0.0378 | 0.1142 | -0.0733 | 0.0218 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -116373 | -34765 | -120803 | -157200 | -28297 | -187174 |
| Profit Factor | 1.344 | 1.3069 | 1.3583 | 0.8629 | 1.4736 | 0.7292 |
| Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
| Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
| Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
| Profitability (%) | 56.9343 | 52.1739 | 61.7647 | 56.9343 | 52.1739 | 61.7647 |
| Ratio Avg Win / Avg Loss | 1.0166 | 1.198 | 0.8409 | 0.6527 | 1.3508 | 0.4514 |
| Largest Winning Trade | 58448 | 34315 | 58448 | 51107 | 35008 | 51107 |
| Largest Losing Trade | -82230 | -27559 | -82230 | -112680 | -28297 | -112680 |
| Avg Bars in Trades | 143 | 26 | 260 | 143 | 26 | 260 |
| Avg Bars in Winners | 113 | 23 | 191 | 113 | 23 | 191 |
| Avg Bars in Losers | 181 | 30 | 373 | 181 | 30 | 373 |
| Bars Traded | 19595 | 1855 | 17740 | 19595 | 1855 | 17740 |
| Profit Streak | 0 | 0 | 67.9556 | 0 | 0 | 67.9556 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 317687 | -243931 | -148926 | -579516 | -265589 | -687874 |
{
"trading_pair": "ALICE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19964,
"evaluation_days": 1663.67,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1616940000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759553766874,
"expiration_time": 1764725068800,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 167,
"offset": 0,
"std": 2.7517
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 161,
"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": [
[
252733.5368375702,
62821.9975256329,
189911.5393119371,
-70489.6033492857,
43740.4268209733,
-114230.0301702589
],
[
252.733537,
62.821998,
189.911539,
-70.489603,
43.740427,
-114.23003
],
[
0.151913,
0.037761,
0.114152,
-0.073331,
0.021812,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-116373,
-34765,
-120803,
-157200,
-28297,
-187174
],
[
1.344016,
1.306936,
1.358335,
0.862917,
1.473615,
0.72922
],
[
137,
69,
68,
137,
69,
68
],
[
78,
36,
42,
78,
36,
42
],
[
59,
33,
26,
59,
33,
26
],
[
56.934307,
52.173913,
61.764706,
56.934307,
52.173913,
61.764706
],
[
1.016627,
1.198025,
0.840874,
0.652719,
1.350814,
0.451422
],
[
58448,
34315,
58448,
51107,
35008,
51107
],
[
-82230,
-27559,
-82230,
-112680,
-28297,
-112680
],
[
143,
26,
260,
143,
26,
260
],
[
113,
23,
191,
113,
23,
191
],
[
181,
30,
373,
181,
30,
373
],
[
19595,
1855,
17740,
19595,
1855,
17740
],
[
0,
0,
67.955635,
0,
0,
67.955635
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
317687,
-243931,
-148926,
-579516,
-265589,
-687874
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19964,
"evaluation_days": 1663.67,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1616940000000,
"last_datapoint_time": 1759550400000,
"evaluation_time": 1759553766874,
"expiration_time": 1764725068800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 167,
"offset": 0,
"std": 2.7517
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 161,
"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) |
|---|