| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 276515.7089 | 95653.096 | 180862.6129 | 25986.8894 | 31644.1135 | -5657.224 |
| Total P&L (%) | 276.5157 | 95.6531 | 180.8626 | 25.9869 | 31.6441 | -5.6572 |
| Avg Daily Profit (%) | 0.1665 | 0.0576 | 0.1089 | 0.0139 | 0.0166 | -0.0035 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -162256 | -143230 | -111341 | -224132 | -81567 | -186028 |
| Profit Factor | 1.2136 | 1.1469 | 1.2812 | 1.03 | 1.0801 | 0.988 |
| Total Trades | 302 | 151 | 151 | 302 | 151 | 151 |
| Winning Trades | 156 | 72 | 84 | 156 | 72 | 84 |
| Losing Trades | 146 | 79 | 67 | 146 | 79 | 67 |
| Profitability (%) | 51.6556 | 47.6821 | 55.6291 | 51.6556 | 47.6821 | 55.6291 |
| Ratio Avg Win / Avg Loss | 1.1358 | 1.2584 | 1.0219 | 0.9639 | 1.1851 | 0.7881 |
| Largest Winning Trade | 51349 | 51349 | 45777 | 60070 | 60070 | 30849 |
| Largest Losing Trade | -61461 | -29189 | -61461 | -143431 | -44069 | -143431 |
| Avg Bars in Trades | 16 | 15 | 16 | 16 | 15 | 16 |
| Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
| Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
| Bars Traded | 4870 | 2399 | 2471 | 4870 | 2399 | 2471 |
| Profit Streak | 0 | 0 | 21.7161 | 0 | 0 | 21.7161 |
| Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 322640 | -175389 | -45361 | -364892 | -306543 | -578486 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4983,
"evaluation_days": 1661,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618560000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759252267993,
"expiration_time": 1763553312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "supertrend",
"factors": {
"length": 97,
"offset": 0,
"multiplier": 1.85165
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 22,
"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": [
[
276515.7089356094,
95653.095988757,
180862.6129468524,
25986.8894309384,
31644.1134535808,
-5657.2240226423
],
[
276.515709,
95.653096,
180.862613,
25.986889,
31.644113,
-5.657224
],
[
0.166475,
0.057588,
0.108888,
0.013909,
0.016554,
-0.003506
],
[
10,
10,
10,
10,
10,
10
],
[
-162256,
-143230,
-111341,
-224132,
-81567,
-186028
],
[
1.213606,
1.146862,
1.281192,
1.029962,
1.080064,
0.988017
],
[
302,
151,
151,
302,
151,
151
],
[
156,
72,
84,
156,
72,
84
],
[
146,
79,
67,
146,
79,
67
],
[
51.655629,
47.682119,
55.629139,
51.655629,
47.682119,
55.629139
],
[
1.135811,
1.258362,
1.021903,
0.963939,
1.185071,
0.788061
],
[
51349,
51349,
45777,
60070,
60070,
30849
],
[
-61461,
-29189,
-61461,
-143431,
-44069,
-143431
],
[
16,
15,
16,
16,
15,
16
],
[
14,
14,
15,
14,
14,
15
],
[
17,
17,
17,
17,
17,
17
],
[
4870,
2399,
2471,
4870,
2399,
2471
],
[
0,
0,
21.716065,
0,
0,
21.716065
],
[
0,
0,
2,
0,
0,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
322640,
-175389,
-45361,
-364892,
-306543,
-578486
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4983,
"evaluation_days": 1661,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618560000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759252267993,
"expiration_time": 1763553312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "supertrend",
"factors": {
"length": 97,
"offset": 0,
"multiplier": 1.85165
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 22,
"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) |
|---|