| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 276543.2334 | 94770.2987 | 181772.9348 | -46692.1001 | -85915.7237 | 39223.6236 |
| Total P&L (%) | 276.5432 | 94.7703 | 181.7729 | -46.6921 | -85.9157 | 39.2236 |
| Avg Daily Profit (%) | 0.166 | 0.0569 | 0.1091 | -0.0377 | -0.1176 | 0.0199 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -210103 | -114331 | -136535 | -544347 | -570548 | -444781 |
| Profit Factor | 1.3478 | 1.1997 | 1.567 | 0.98 | 0.933 | 1.0373 |
| Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
| Winning Trades | 86 | 42 | 44 | 86 | 42 | 44 |
| Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
| Profitability (%) | 67.7165 | 65.625 | 69.8413 | 67.7165 | 65.625 | 69.8413 |
| Ratio Avg Win / Avg Loss | 0.6426 | 0.6284 | 0.6767 | 0.4672 | 0.4887 | 0.4479 |
| Largest Winning Trade | 50891 | 45116 | 50891 | 107654 | 94631 | 107654 |
| Largest Losing Trade | -80463 | -60869 | -80463 | -294139 | -294139 | -246679 |
| Avg Bars in Trades | 38 | 51 | 24 | 38 | 51 | 24 |
| Avg Bars in Winners | 23 | 22 | 23 | 23 | 22 | 23 |
| Avg Bars in Losers | 69 | 106 | 27 | 69 | 106 | 27 |
| Bars Traded | 4845 | 3283 | 1562 | 4845 | 3283 | 1562 |
| Profit Streak | 0 | 0 | 74.5172 | 0 | 0 | 74.5172 |
| Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 312226 | -256611 | -189766 | -578144 | -717932 | -492259 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4999,
"evaluation_days": 1666.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619308800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759724682952,
"expiration_time": 1764027936000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 123,
"offset": 0,
"multiplier": 2.76623
}
}
} {
"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": [
[
276543.233442121,
94770.2986691252,
181772.9347729958,
-46692.100068966,
-85915.723650623,
39223.6235816568
],
[
276.543233,
94.770299,
181.772935,
-46.6921,
-85.915724,
39.223624
],
[
0.165959,
0.056874,
0.109086,
-0.037746,
-0.117561,
0.019861
],
[
10,
10,
10,
10,
10,
10
],
[
-210103,
-114331,
-136535,
-544347,
-570548,
-444781
],
[
1.347838,
1.199738,
1.567046,
0.979997,
0.932991,
1.03728
],
[
127,
64,
63,
127,
64,
63
],
[
86,
42,
44,
86,
42,
44
],
[
41,
22,
19,
41,
22,
19
],
[
67.716535,
65.625,
69.84127,
67.716535,
65.625,
69.84127
],
[
0.642574,
0.628434,
0.676679,
0.467208,
0.48871,
0.447916
],
[
50891,
45116,
50891,
107654,
94631,
107654
],
[
-80463,
-60869,
-80463,
-294139,
-294139,
-246679
],
[
38,
51,
24,
38,
51,
24
],
[
23,
22,
23,
23,
22,
23
],
[
69,
106,
27,
69,
106,
27
],
[
4845,
3283,
1562,
4845,
3283,
1562
],
[
0,
0,
74.517164,
0,
0,
74.517164
],
[
0,
0,
3,
0,
0,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
312226,
-256611,
-189766,
-578144,
-717932,
-492259
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4999,
"evaluation_days": 1666.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619308800000,
"last_datapoint_time": 1759708800000,
"evaluation_time": 1759724682952,
"expiration_time": 1764027936000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "vwap",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "supertrend",
"factors": {
"length": 123,
"offset": 0,
"multiplier": 2.76623
}
}
}
| # | 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) |
|---|