| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 354391.0424 | 164192.3057 | 190198.7368 | 234687.6653 | -908899.5321 | 1143587.1975 |
| Total P&L (%) | 354.391 | 164.1923 | 190.1987 | 234.6877 | -908.8995 | 1143.5872 |
| Avg Daily Profit (%) | 0.2124 | 0.0984 | 0.114 | 0.0724 | 0 | 0.1512 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137511 | -134401 | -31939 | -1449435 | -1694726 | -69665 |
| Profit Factor | 2.1354 | 1.6161 | 5.1689 | 1.0999 | 0.5932 | 10.9011 |
| Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
| Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
| Losing Trades | 12 | 7 | 5 | 12 | 7 | 5 |
| Profitability (%) | 80 | 76.6667 | 83.3333 | 80 | 76.6667 | 83.3333 |
| Ratio Avg Win / Avg Loss | 0.5339 | 0.4919 | 1.0338 | 0.275 | 0.1805 | 2.1802 |
| Largest Winning Trade | 117839 | 117839 | 30004 | 234515 | 161972 | 234515 |
| Largest Losing Trade | -75232 | -75232 | -31939 | -1202128 | -1202128 | -69665 |
| Avg Bars in Trades | 51 | 68 | 34 | 51 | 68 | 34 |
| Avg Bars in Winners | 16 | 12 | 20 | 16 | 12 | 20 |
| Avg Bars in Losers | 191 | 252 | 107 | 191 | 252 | 107 |
| Bars Traded | 3102 | 2060 | 1042 | 3102 | 2060 | 1042 |
| Profit Streak | 25.3758 | 0 | 77.8758 | 25.3758 | 0 | 77.8758 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -160057 | -57906 | -29283 | -377626 | -577368 | 751395 |
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3337,
"evaluation_days": 1668.5,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1623715200000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759914070294,
"expiration_time": 1764206352000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 185,
"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": [
[
354391.0424339702,
164192.3056548146,
190198.7367791554,
234687.6653386265,
-908899.5321418426,
1143587.1974804695
],
[
354.391042,
164.192306,
190.198737,
234.687665,
-908.899532,
1143.587197
],
[
0.212401,
0.098407,
0.113994,
0.072428,
0,
0.151183
],
[
10,
10,
10,
10,
10,
10
],
[
-137511,
-134401,
-31939,
-1449435,
-1694726,
-69665
],
[
2.135408,
1.616098,
5.168894,
1.099883,
0.593173,
10.901055
],
[
60,
30,
30,
60,
30,
30
],
[
48,
23,
25,
48,
23,
25
],
[
12,
7,
5,
12,
7,
5
],
[
80,
76.666667,
83.333333,
80,
76.666667,
83.333333
],
[
0.533852,
0.491856,
1.033779,
0.274971,
0.180531,
2.180211
],
[
117839,
117839,
30004,
234515,
161972,
234515
],
[
-75232,
-75232,
-31939,
-1202128,
-1202128,
-69665
],
[
51,
68,
34,
51,
68,
34
],
[
16,
12,
20,
16,
12,
20
],
[
191,
252,
107,
191,
252,
107
],
[
3102,
2060,
1042,
3102,
2060,
1042
],
[
25.375813,
0,
77.875814,
25.375814,
0,
77.875814
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-160057,
-57906,
-29283,
-377626,
-577368,
751395
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3337,
"evaluation_days": 1668.5,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1623715200000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759914070294,
"expiration_time": 1764206352000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "alma",
"factors": {
"length": 185,
"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) |
|---|