| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 531257.0778 | 214015.4841 | 317241.5937 | 890413.0141 | -434168 | 1324581.014 |
| Total P&L (%) | 531.2571 | 214.0155 | 317.2416 | 890.413 | -434.168 | 1324.581 |
| Avg Daily Profit (%) | 0.3211 | 0.1294 | 0.1917 | 0.1387 | 0 | 0.1607 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -145303 | -128035 | -99760 | -1193984 | -1456779 | -493881 |
| Profit Factor | 1.8709 | 1.6468 | 2.1364 | 1.225 | 0.8261 | 1.9067 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 79 | 34 | 45 | 79 | 34 | 45 |
| Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
| Profitability (%) | 61.2403 | 53.125 | 69.2308 | 61.2403 | 53.125 | 69.2308 |
| Ratio Avg Win / Avg Loss | 1.1841 | 1.4531 | 0.9495 | 0.7753 | 0.7289 | 0.8474 |
| Largest Winning Trade | 170229 | 170229 | 39326 | 253612 | 253612 | 200137 |
| Largest Losing Trade | -62486 | -57137 | -62486 | -643740 | -643740 | -306575 |
| Avg Bars in Trades | 49 | 60 | 39 | 49 | 60 | 39 |
| Avg Bars in Winners | 34 | 33 | 36 | 34 | 33 | 36 |
| Avg Bars in Losers | 73 | 90 | 46 | 73 | 90 | 46 |
| Bars Traded | 6410 | 3847 | 2563 | 6410 | 3847 | 2563 |
| Profit Streak | 16.5852 | 16.5852 | 18.0852 | 16.5852 | 16.5852 | 18.0852 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 532533 | -156528 | -119284 | -6237 | -718979 | -119577 |
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6618,
"evaluation_days": 1654.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1619632800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895365323,
"expiration_time": 1763003664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 213,
"offset": 0,
"std": 2.24908
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 179,
"offset": 0,
"scalar": 3
}
}
}
{
"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": [
[
531257.0778031407,
214015.484092046,
317241.5937110946,
890413.0140967313,
-434167.9999500991,
1324581.0140468308
],
[
531.257078,
214.015484,
317.241594,
890.413014,
-434.168,
1324.581014
],
[
0.321098,
0.129354,
0.191745,
0.138685,
0,
0.160689
],
[
10,
10,
10,
10,
10,
10
],
[
-145303,
-128035,
-99760,
-1193984,
-1456779,
-493881
],
[
1.870891,
1.646846,
2.136432,
1.224989,
0.8261,
1.906672
],
[
129,
64,
65,
129,
64,
65
],
[
79,
34,
45,
79,
34,
45
],
[
50,
30,
20,
50,
30,
20
],
[
61.24031,
53.125,
69.230769,
61.24031,
53.125,
69.230769
],
[
1.184108,
1.4531,
0.949525,
0.77531,
0.728912,
0.84741
],
[
170229,
170229,
39326,
253612,
253612,
200137
],
[
-62486,
-57137,
-62486,
-643740,
-643740,
-306575
],
[
49,
60,
39,
49,
60,
39
],
[
34,
33,
36,
34,
33,
36
],
[
73,
90,
46,
73,
90,
46
],
[
6410,
3847,
2563,
6410,
3847,
2563
],
[
16.585247,
16.585247,
18.085247,
16.585247,
16.585247,
18.085247
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
532533,
-156528,
-119284,
-6237,
-718979,
-119577
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6618,
"evaluation_days": 1654.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1619632800000,
"last_datapoint_time": 1758715200000,
"evaluation_time": 1758895365323,
"expiration_time": 1763003664000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 213,
"offset": 0,
"std": 2.24908
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 179,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|