| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 567647.831 | 277790.6442 | 289857.1868 | 298940.4557 | 310436.5517 | -11496.096 |
| Total P&L (%) | 567.6478 | 277.7906 | 289.8572 | 298.9405 | 310.4366 | -11.4961 |
| Avg Daily Profit (%) | 0.3414 | 0.1671 | 0.1744 | 0.0833 | 0.085 | -0.0073 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -112154 | -54060 | -92629 | -418580 | -181822 | -451074 |
| Profit Factor | 1.8994 | 2.2725 | 1.7021 | 1.1367 | 1.4702 | 0.9925 |
| Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
| Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
| Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
| Profitability (%) | 61.5385 | 57.6271 | 65.5172 | 61.5385 | 57.6271 | 65.5172 |
| Ratio Avg Win / Avg Loss | 1.1871 | 1.671 | 0.8959 | 0.7105 | 1.081 | 0.5224 |
| Largest Winning Trade | 71557 | 71557 | 58147 | 144996 | 144996 | 116152 |
| Largest Losing Trade | -92629 | -26763 | -92629 | -322003 | -89768 | -322003 |
| Avg Bars in Trades | 55 | 23 | 87 | 55 | 23 | 87 |
| Avg Bars in Winners | 53 | 22 | 81 | 53 | 22 | 81 |
| Avg Bars in Losers | 58 | 26 | 98 | 58 | 26 | 98 |
| Bars Traded | 6475 | 1414 | 5061 | 6475 | 1414 | 5061 |
| Profit Streak | 10.2542 | 10.2542 | 75.0042 | 10.2542 | 10.2542 | 75.0042 |
| Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 527355 | -163090 | -169229 | -150655 | -253144 | -757856 |
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6650,
"evaluation_days": 1662.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1618790400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759428363882,
"expiration_time": 1763715600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "dcm",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 115,
"offset": 0,
"std": 3.81139
}
}
} {
"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": [
[
567647.8309738472,
277790.644151545,
289857.1868223018,
298940.4557209222,
310436.5517397411,
-11496.096018819
],
[
567.647831,
277.790644,
289.857187,
298.940456,
310.436552,
-11.496096
],
[
0.341442,
0.167092,
0.17435,
0.083261,
0.084971,
-0.007346
],
[
10,
10,
10,
10,
10,
10
],
[
-112154,
-54060,
-92629,
-418580,
-181822,
-451074
],
[
1.899424,
2.272535,
1.702128,
1.136748,
1.470195,
0.992466
],
[
117,
59,
58,
117,
59,
58
],
[
72,
34,
38,
72,
34,
38
],
[
45,
25,
20,
45,
25,
20
],
[
61.538462,
57.627119,
65.517241,
61.538462,
57.627119,
65.517241
],
[
1.18714,
1.670982,
0.895857,
0.710468,
1.081026,
0.52235
],
[
71557,
71557,
58147,
144996,
144996,
116152
],
[
-92629,
-26763,
-92629,
-322003,
-89768,
-322003
],
[
55,
23,
87,
55,
23,
87
],
[
53,
22,
81,
53,
22,
81
],
[
58,
26,
98,
58,
26,
98
],
[
6475,
1414,
5061,
6475,
1414,
5061
],
[
10.254211,
10.254212,
75.004212,
10.254212,
10.254212,
75.004212
],
[
2,
1,
2,
2,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
527355,
-163090,
-169229,
-150655,
-253144,
-757856
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6650,
"evaluation_days": 1662.5,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1618790400000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759428363882,
"expiration_time": 1763715600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "dcm",
"factors": {
"length": 140,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 115,
"offset": 0,
"std": 3.81139
}
}
}
| # | 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) |
|---|