| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 297331.0541 | 111399.248 | 185931.8061 | -29943.6391 | -109153.1233 | 79209.4842 |
| Total P&L (%) | 297.3311 | 111.3992 | 185.9318 | -29.9436 | -109.1531 | 79.2095 |
| Avg Daily Profit (%) | 0.179 | 0.0671 | 0.1119 | -0.0214 | 0 | 0.0351 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -189934 | -135545 | -99967 | -420765 | -243482 | -272039 |
| Profit Factor | 1.2075 | 1.1441 | 1.2816 | 0.9881 | 0.9246 | 1.0741 |
| Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
| Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
| Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
| Profitability (%) | 53.7671 | 51.3699 | 56.1644 | 53.7671 | 51.3699 | 56.1644 |
| Ratio Avg Win / Avg Loss | 1.0383 | 1.0831 | 1.0003 | 0.8496 | 0.8753 | 0.8383 |
| Largest Winning Trade | 89836 | 89836 | 32325 | 92183 | 92183 | 60797 |
| Largest Losing Trade | -64133 | -39952 | -64133 | -132285 | -132285 | -88212 |
| Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
| Avg Bars in Winners | 16 | 15 | 17 | 16 | 15 | 17 |
| Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
| Bars Traded | 4804 | 2326 | 2478 | 4804 | 2326 | 2478 |
| Profit Streak | 10.9024 | 0 | 16.2358 | 10.9024 | 0 | 16.2358 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 356279 | -165108 | -42095 | -577841 | -580490 | -285180 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4983,
"evaluation_days": 1661,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616659200000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759268371355,
"expiration_time": 1763553312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.0377,
"nb": 0.86741,
"nc": 0.1
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 32,
"offset": 0,
"std": 4.22598
}
}
} {
"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": [
[
297331.0540924365,
111399.2480210626,
185931.8060713738,
-29943.639061324,
-109153.1233007375,
79209.4842394136
],
[
297.331054,
111.399248,
185.931806,
-29.943639,
-109.153123,
79.209484
],
[
0.179007,
0.067068,
0.11194,
-0.021423,
0,
0.035129
],
[
10,
10,
10,
10,
10,
10
],
[
-189934,
-135545,
-99967,
-420765,
-243482,
-272039
],
[
1.207454,
1.144103,
1.281634,
0.988101,
0.92458,
1.074087
],
[
292,
146,
146,
292,
146,
146
],
[
157,
75,
82,
157,
75,
82
],
[
135,
71,
64,
135,
71,
64
],
[
53.767123,
51.369863,
56.164384,
53.767123,
51.369863,
56.164384
],
[
1.038257,
1.083085,
1.0003,
0.849641,
0.875269,
0.838312
],
[
89836,
89836,
32325,
92183,
92183,
60797
],
[
-64133,
-39952,
-64133,
-132285,
-132285,
-88212
],
[
16,
15,
16,
16,
15,
16
],
[
16,
15,
17,
16,
15,
17
],
[
16,
15,
16,
16,
15,
16
],
[
4804,
2326,
2478,
4804,
2326,
2478
],
[
10.902446,
0,
16.235779,
10.902446,
0,
16.23578
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
356279,
-165108,
-42095,
-577841,
-580490,
-285180
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4983,
"evaluation_days": 1661,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616659200000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759268371355,
"expiration_time": 1763553312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.0377,
"nb": 0.86741,
"nc": 0.1
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 32,
"offset": 0,
"std": 4.22598
}
}
}
| # | 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) |
|---|