| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 410109.4047 | 148900.747 | 261208.6576 | -4769710.9957 | -1215966.4855 | -3553744.5102 |
| Total P&L (%) | 410.1094 | 148.9007 | 261.2087 | -4769.711 | -1215.9665 | -3553.7445 |
| Avg Daily Profit (%) | 0.2455 | 0.0891 | 0.1564 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158162 | -67298 | -158162 | -5075843 | -1552498 | -3733047 |
| Profit Factor | 1.8997 | 1.8944 | 1.9028 | 0.3787 | 0.5358 | 0.2974 |
| Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
| Winning Trades | 107 | 51 | 56 | 28 | 18 | 10 |
| Losing Trades | 22 | 14 | 8 | 101 | 47 | 54 |
| Profitability (%) | 82.9457 | 78.4615 | 87.5 | 21.7054 | 27.6923 | 15.625 |
| Ratio Avg Win / Avg Loss | 0.3906 | 0.52 | 0.2718 | 1.3662 | 1.3991 | 1.6058 |
| Largest Winning Trade | 44278 | 29972 | 44278 | 776563 | 218065 | 776563 |
| Largest Losing Trade | -158162 | -50981 | -158162 | -642351 | -402903 | -642351 |
| Avg Bars in Trades | 37 | 16 | 58 | 37 | 16 | 58 |
| Avg Bars in Winners | 24 | 8 | 39 | 71 | 37 | 133 |
| Avg Bars in Losers | 97 | 45 | 188 | 27 | 8 | 44 |
| Bars Traded | 4798 | 1061 | 3737 | 4798 | 1061 | 3737 |
| Profit Streak | 104.1319 | 104.1319 | 371.7986 | 0 | 0 | 0 |
| Trades During Streak | 14 | 7 | 24 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 551509 | -199356 | -124806 | -623104 | -728740 | -788592 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5012,
"evaluation_days": 1670.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619856000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760094595566,
"expiration_time": 1764413568000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 143,
"offset": 0,
"std": 1.21441
}
}
} {
"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": [
[
410109.4046589631,
148900.7470149677,
261208.6576439956,
-4769710.995712294,
-1215966.485478842,
-3553744.5102334535
],
[
410.109405,
148.900747,
261.208658,
-4769.710996,
-1215.966485,
-3553.74451
],
[
0.245476,
0.089126,
0.15635,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-158162,
-67298,
-158162,
-5075843,
-1552498,
-3733047
],
[
1.899724,
1.894445,
1.902762,
0.378739,
0.535843,
0.297365
],
[
129,
65,
64,
129,
65,
64
],
[
107,
51,
56,
28,
18,
10
],
[
22,
14,
8,
101,
47,
54
],
[
82.945736,
78.461538,
87.5,
21.705426,
27.692308,
15.625
],
[
0.390598,
0.520044,
0.271823,
1.366166,
1.399145,
1.605771
],
[
44278,
29972,
44278,
776563,
218065,
776563
],
[
-158162,
-50981,
-158162,
-642351,
-402903,
-642351
],
[
37,
16,
58,
37,
16,
58
],
[
24,
8,
39,
71,
37,
133
],
[
97,
45,
188,
27,
8,
44
],
[
4798,
1061,
3737,
4798,
1061,
3737
],
[
104.131893,
104.131893,
371.79856,
0,
0,
0
],
[
14,
7,
24,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
551509,
-199356,
-124806,
-623104,
-728740,
-788592
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5012,
"evaluation_days": 1670.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619856000000,
"last_datapoint_time": 1760083200000,
"evaluation_time": 1760094595566,
"expiration_time": 1764413568000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 7,
"offset": 0
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 143,
"offset": 0,
"std": 1.21441
}
}
}
| # | 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) |
|---|