| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 408700.9694 | 176391.0877 | 232309.8817 | -88192.2161 | 262403.3406 | -350595.5567 |
| Total P&L (%) | 408.701 | 176.3911 | 232.3099 | -88.1922 | 262.4033 | -350.5956 |
| Avg Daily Profit (%) | 0.247 | 0.1066 | 0.1404 | -0.129 | 0.0779 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -109670 | -98051 | -127514 | -591782 | -6072 | -591156 |
| Profit Factor | 1.521 | 1.5037 | 1.5349 | 0.8608 | 12.9833 | 0.4267 |
| Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
| Winning Trades | 63 | 26 | 37 | 63 | 26 | 37 |
| Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
| Profitability (%) | 50 | 41.2698 | 58.7302 | 50 | 41.2698 | 58.7302 |
| Ratio Avg Win / Avg Loss | 1.521 | 2.1399 | 1.0786 | 0.8608 | 18.4763 | 0.2998 |
| Largest Winning Trade | 70484 | 70484 | 61841 | 196219 | 196219 | 119680 |
| Largest Losing Trade | -99132 | -37680 | -99132 | -588935 | -2690 | -588935 |
| Avg Bars in Trades | 77 | 77 | 77 | 77 | 77 | 77 |
| Avg Bars in Winners | 92 | 93 | 91 | 92 | 93 | 91 |
| Avg Bars in Losers | 61 | 65 | 56 | 61 | 65 | 56 |
| Bars Traded | 9732 | 4853 | 4879 | 9732 | 4853 | 4879 |
| Profit Streak | 39.5748 | 39.5748 | 69.5748 | 39.5748 | 39.5748 | 69.5748 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428053 | -198021 | -148652 | -579456 | -230000 | -725358 |
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9927,
"evaluation_days": 1654.5,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1618056000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758966466788,
"expiration_time": 1763003664000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 87,
"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": [
[
408700.9694091651,
176391.0877129226,
232309.8816962427,
-88192.2160608021,
262403.3405895819,
-350595.5566503841
],
[
408.700969,
176.391088,
232.309882,
-88.192216,
262.403341,
-350.595557
],
[
0.247024,
0.106613,
0.140411,
-0.129044,
0.077854,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-109670,
-98051,
-127514,
-591782,
-6072,
-591156
],
[
1.520976,
1.503696,
1.53491,
0.860765,
12.983313,
0.42667
],
[
126,
63,
63,
126,
63,
63
],
[
63,
26,
37,
63,
26,
37
],
[
63,
37,
26,
63,
37,
26
],
[
50,
41.269841,
58.730159,
50,
41.269841,
58.730159
],
[
1.520976,
2.139875,
1.078585,
0.860765,
18.476254,
0.299822
],
[
70484,
70484,
61841,
196219,
196219,
119680
],
[
-99132,
-37680,
-99132,
-588935,
-2690,
-588935
],
[
77,
77,
77,
77,
77,
77
],
[
92,
93,
91,
92,
93,
91
],
[
61,
65,
56,
61,
65,
56
],
[
9732,
4853,
4879,
9732,
4853,
4879
],
[
39.574847,
39.574847,
69.574847,
39.574847,
39.574847,
69.574847
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428053,
-198021,
-148652,
-579456,
-230000,
-725358
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9927,
"evaluation_days": 1654.5,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1618056000000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758966466788,
"expiration_time": 1763003664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 159,
"offset": 0
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 87,
"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) |
|---|