| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 822407.4109 | 423995.963 | 398411.4479 | 9544673.0988 | -1171000.8953 | 10715673.994 |
| Total P&L (%) | 822.4074 | 423.996 | 398.4114 | 9544.6731 | -1171.0009 | 10715.674 |
| Avg Daily Profit (%) | 0.4957 | 0.2555 | 0.2401 | 0.2757 | 0 | 0.2827 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -203080 | -112809 | -113231 | -13371072 | -7885278 | -5718596 |
| Profit Factor | 1.6487 | 1.5997 | 1.7104 | 1.1736 | 0.9628 | 1.4562 |
| Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
| Winning Trades | 166 | 78 | 88 | 166 | 78 | 88 |
| Losing Trades | 160 | 85 | 75 | 160 | 85 | 75 |
| Profitability (%) | 50.9202 | 47.8528 | 53.9877 | 50.9202 | 47.8528 | 53.9877 |
| Ratio Avg Win / Avg Loss | 1.5891 | 1.7433 | 1.4577 | 1.1311 | 1.0492 | 1.2411 |
| Largest Winning Trade | 173745 | 173745 | 54740 | 3729929 | 3664301 | 3729929 |
| Largest Losing Trade | -37204 | -37204 | -27352 | -3263061 | -2250039 | -3263061 |
| Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
| Avg Bars in Winners | 19 | 20 | 19 | 19 | 20 | 19 |
| Avg Bars in Losers | 19 | 20 | 19 | 19 | 20 | 19 |
| Bars Traded | 6402 | 3268 | 3134 | 6402 | 3268 | 3134 |
| Profit Streak | 0 | 0 | 15.972 | 0 | 0 | 15.972 |
| Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 568392 | 391090 | 423556 | -18826 | -579370 | 412343 |
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6637,
"evaluation_days": 1659.25,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1620734400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759144780195,
"expiration_time": 1763426376000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.32656,
"nb": 0.04861,
"nc": 0.54126
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 230,
"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": [
[
822407.4109285839,
423995.9629867321,
398411.4479418512,
9544673.09875082,
-1171000.8952893903,
10715673.994040217
],
[
822.407411,
423.995963,
398.411448,
9544.673099,
-1171.000895,
10715.673994
],
[
0.49565,
0.255535,
0.240115,
0.275744,
0,
0.28267
],
[
10,
10,
10,
10,
10,
10
],
[
-203080,
-112809,
-113231,
-13371072,
-7885278,
-5718596
],
[
1.648699,
1.599745,
1.71041,
1.173558,
0.962831,
1.456199
],
[
326,
163,
163,
326,
163,
163
],
[
166,
78,
88,
166,
78,
88
],
[
160,
85,
75,
160,
85,
75
],
[
50.920245,
47.852761,
53.98773,
50.920245,
47.852761,
53.98773
],
[
1.589107,
1.743311,
1.457735,
1.13114,
1.049239,
1.241079
],
[
173745,
173745,
54740,
3729929,
3664301,
3729929
],
[
-37204,
-37204,
-27352,
-3263061,
-2250039,
-3263061
],
[
19,
20,
19,
19,
20,
19
],
[
19,
20,
19,
19,
20,
19
],
[
19,
20,
19,
19,
20,
19
],
[
6402,
3268,
3134,
6402,
3268,
3134
],
[
0,
0,
15.971993,
0,
0,
15.971993
],
[
0,
0,
1,
0,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
568392,
391090,
423556,
-18826,
-579370,
412343
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6637,
"evaluation_days": 1659.25,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1620734400000,
"last_datapoint_time": 1759125600000,
"evaluation_time": 1759144780195,
"expiration_time": 1763426376000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.32656,
"nb": 0.04861,
"nc": 0.54126
}
},
"second_band": {
"type": "midprice",
"factors": {
"length": 230,
"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) |
|---|