Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467885.9849 | 219317.2502 | 248568.7347 | 326419.0533 | -52690.3319 | 379109.3852 |
Total P&L (%) | 467.886 | 219.3173 | 248.5687 | 326.4191 | -52.6903 | 379.1094 |
Avg Daily Profit (%) | 0.2812 | 0.1318 | 0.1494 | 0.0872 | -0.045 | 0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175992 | -115048 | -140614 | -1203059 | -869961 | -888286 |
Profit Factor | 1.4812 | 1.4622 | 1.4994 | 1.0642 | 0.9779 | 1.1405 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 118 | 54 | 64 | 118 | 54 | 64 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 53.6364 | 49.0909 | 58.1818 | 53.6364 | 49.0909 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.2804 | 1.5164 | 1.0777 | 0.9199 | 1.0142 | 0.8198 |
Largest Winning Trade | 96766 | 96766 | 43377 | 264902 | 264902 | 261001 |
Largest Losing Trade | -59468 | -59468 | -57078 | -639914 | -325228 | -639914 |
Avg Bars in Trades | 22 | 26 | 17 | 22 | 26 | 17 |
Avg Bars in Winners | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Losers | 26 | 32 | 18 | 26 | 32 | 18 |
Bars Traded | 4858 | 2952 | 1906 | 4858 | 2952 | 1906 |
Profit Streak | 14.0563 | 0 | 27.0563 | 14.0563 | 0 | 27.0563 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432104 | -15222 | 351368 | -225653 | -579448 | -132732 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4992, "evaluation_days": 1664, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618444800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759512062227, "expiration_time": 1763820288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "ema", "factors": { "length": 94, "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": [ [ 467885.9848634913, 219317.250212358, 248568.7346511332, 326419.0533127357, -52690.3319101459, 379109.3852228817 ], [ 467.885985, 219.31725, 248.568735, 326.419053, -52.690332, 379.109385 ], [ 0.281181, 0.131801, 0.14938, 0.087193, -0.044969, 0.094201 ], [ 10, 10, 10, 10, 10, 10 ], [ -175992, -115048, -140614, -1203059, -869961, -888286 ], [ 1.481239, 1.462236, 1.499352, 1.064175, 0.97794, 1.140523 ], [ 220, 110, 110, 220, 110, 110 ], [ 118, 54, 64, 118, 54, 64 ], [ 102, 56, 46, 102, 56, 46 ], [ 53.636364, 49.090909, 58.181818, 53.636364, 49.090909, 58.181818 ], [ 1.280393, 1.516393, 1.077659, 0.91988, 1.01416, 0.819751 ], [ 96766, 96766, 43377, 264902, 264902, 261001 ], [ -59468, -59468, -57078, -639914, -325228, -639914 ], [ 22, 26, 17, 22, 26, 17 ], [ 18, 20, 16, 18, 20, 16 ], [ 26, 32, 18, 26, 32, 18 ], [ 4858, 2952, 1906, 4858, 2952, 1906 ], [ 14.056276, 0, 27.056276, 14.056276, 0, 27.056276 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432104, -15222, 351368, -225653, -579448, -132732 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4992, "evaluation_days": 1664, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618444800000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759512062227, "expiration_time": 1763820288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "ema", "factors": { "length": 94, "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) |
---|