| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 343360.5698 | 218867.1393 | 124493.4305 | -23236.8459 | -164851.7127 | 141614.8668 |
| Total P&L (%) | 343.3606 | 218.8671 | 124.4934 | -23.2368 | -164.8517 | 141.6149 |
| Avg Daily Profit (%) | 0.2067 | 0.1317 | 0.0749 | -0.0159 | 0 | 0.0531 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -198601 | -143558 | -106540 | -1899105 | -1523102 | -981989 |
| Profit Factor | 1.314 | 1.3814 | 1.2395 | 0.9976 | 0.967 | 1.0301 |
| Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
| Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
| Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
| Profitability (%) | 51.1364 | 48.8636 | 53.4091 | 51.1364 | 48.8636 | 53.4091 |
| Ratio Avg Win / Avg Loss | 1.2556 | 1.4456 | 1.0813 | 0.9533 | 1.0119 | 0.8986 |
| Largest Winning Trade | 212751 | 212751 | 41417 | 647163 | 647163 | 349709 |
| Largest Losing Trade | -43145 | -31007 | -43145 | -640191 | -437684 | -640191 |
| Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
| Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
| Bars Traded | 3112 | 1556 | 1556 | 3112 | 1556 | 1556 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 330984 | -17069 | -92787 | -579431 | -579594 | -310626 |
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3323,
"evaluation_days": 1661.5,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1624060800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759281853896,
"expiration_time": 1763583408000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.3664
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 193,
"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": [
[
343360.5698305629,
218867.139294309,
124493.4305362536,
-23236.845938649,
-164851.7126981927,
141614.8667595438
],
[
343.36057,
218.867139,
124.493431,
-23.236846,
-164.851713,
141.614867
],
[
0.206657,
0.131729,
0.074928,
-0.015915,
0,
0.053109
],
[
10,
10,
10,
10,
10,
10
],
[
-198601,
-143558,
-106540,
-1899105,
-1523102,
-981989
],
[
1.313959,
1.381391,
1.23951,
0.997601,
0.966964,
1.030146
],
[
176,
88,
88,
176,
88,
88
],
[
90,
43,
47,
90,
43,
47
],
[
86,
45,
41,
86,
45,
41
],
[
51.136364,
48.863636,
53.409091,
51.136364,
48.863636,
53.409091
],
[
1.255561,
1.445641,
1.081275,
0.953264,
1.011939,
0.898638
],
[
212751,
212751,
41417,
647163,
647163,
349709
],
[
-43145,
-31007,
-43145,
-640191,
-437684,
-640191
],
[
17,
17,
17,
17,
17,
17
],
[
17,
17,
17,
17,
17,
17
],
[
17,
17,
17,
17,
17,
17
],
[
3112,
1556,
1556,
3112,
1556,
1556
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
330984,
-17069,
-92787,
-579431,
-579594,
-310626
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3323,
"evaluation_days": 1661.5,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1624060800000,
"last_datapoint_time": 1759276800000,
"evaluation_time": 1759281853896,
"expiration_time": 1763583408000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.1,
"nc": 0.3664
}
},
"second_band": {
"type": "dema",
"factors": {
"length": 193,
"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) |
|---|