| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 457293.8904 | 228808.2264 | 228485.6639 | 120606.367 | -77991.969 | 198598.336 |
| Total P&L (%) | 457.2939 | 228.8082 | 228.4857 | 120.6064 | -77.992 | 198.5983 |
| Avg Daily Profit (%) | 0.2757 | 0.1379 | 0.1378 | 0.0477 | -0.0912 | 0.066 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -224561 | -163486 | -118970 | -684857 | -477345 | -272907 |
| Profit Factor | 1.2832 | 1.2586 | 1.3129 | 1.0324 | 0.9594 | 1.1105 |
| Total Trades | 365 | 182 | 183 | 365 | 182 | 183 |
| Winning Trades | 163 | 74 | 89 | 163 | 74 | 89 |
| Losing Trades | 202 | 108 | 94 | 202 | 108 | 94 |
| Profitability (%) | 44.6575 | 40.6593 | 48.6339 | 44.6575 | 40.6593 | 48.6339 |
| Ratio Avg Win / Avg Loss | 1.5902 | 1.8369 | 1.3867 | 1.2795 | 1.4002 | 1.1728 |
| Largest Winning Trade | 150903 | 150903 | 44761 | 264260 | 264260 | 112684 |
| Largest Losing Trade | -40495 | -40495 | -28562 | -126522 | -119353 | -126522 |
| Avg Bars in Trades | 13 | 14 | 12 | 13 | 14 | 12 |
| Avg Bars in Winners | 15 | 16 | 14 | 15 | 16 | 14 |
| Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
| Bars Traded | 4925 | 2651 | 2274 | 4925 | 2651 | 2274 |
| Profit Streak | 3.4577 | 0 | 20.1244 | 3.4577 | 0 | 20.1244 |
| Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 314951 | -10892 | -7355 | -314654 | -582068 | -202247 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4976,
"evaluation_days": 1658.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616803200000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759057147777,
"expiration_time": 1763345664000,
"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": "vwma",
"factors": {
"length": 37,
"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": [
[
457293.8903845059,
228808.2264428755,
228485.6639416306,
120606.3669890474,
-77991.9690304486,
198598.3360194956
],
[
457.29389,
228.808226,
228.485664,
120.606367,
-77.991969,
198.598336
],
[
0.275699,
0.137947,
0.137752,
0.047713,
-0.091222,
0.065974
],
[
10,
10,
10,
10,
10,
10
],
[
-224561,
-163486,
-118970,
-684857,
-477345,
-272907
],
[
1.283162,
1.258607,
1.312915,
1.03243,
0.959399,
1.110456
],
[
365,
182,
183,
365,
182,
183
],
[
163,
74,
89,
163,
74,
89
],
[
202,
108,
94,
202,
108,
94
],
[
44.657534,
40.659341,
48.63388,
44.657534,
40.659341,
48.63388
],
[
1.590176,
1.836886,
1.386674,
1.279454,
1.400204,
1.172841
],
[
150903,
150903,
44761,
264260,
264260,
112684
],
[
-40495,
-40495,
-28562,
-126522,
-119353,
-126522
],
[
13,
14,
12,
13,
14,
12
],
[
15,
16,
14,
15,
16,
14
],
[
12,
13,
10,
12,
13,
10
],
[
4925,
2651,
2274,
4925,
2651,
2274
],
[
3.457729,
0,
20.124395,
3.457729,
0,
20.124396
],
[
1,
0,
3,
1,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
314951,
-10892,
-7355,
-314654,
-582068,
-202247
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4976,
"evaluation_days": 1658.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616803200000,
"last_datapoint_time": 1759046400000,
"evaluation_time": 1759057147777,
"expiration_time": 1763345664000,
"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": "vwma",
"factors": {
"length": 37,
"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) |
|---|