| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 379359.1252 | 148279.4665 | 231079.6588 | -1716875.7906 | -522222.0282 | -1194653.7624 |
| Total P&L (%) | 379.3591 | 148.2795 | 231.0797 | -1716.8758 | -522.222 | -1194.6538 |
| Avg Daily Profit (%) | 0.2287 | 0.0894 | 0.1393 | 0 | 0 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -177568 | -40706 | -171922 | -3861574 | -985667 | -3042305 |
| Profit Factor | 1.5146 | 1.5691 | 1.4848 | 0.8211 | 0.847 | 0.8069 |
| Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
| Winning Trades | 128 | 60 | 68 | 97 | 54 | 43 |
| Losing Trades | 89 | 49 | 40 | 120 | 55 | 65 |
| Profitability (%) | 58.9862 | 55.0459 | 62.963 | 44.7005 | 49.5413 | 39.8148 |
| Ratio Avg Win / Avg Loss | 1.0531 | 1.2815 | 0.8734 | 1.0158 | 0.8627 | 1.2197 |
| Largest Winning Trade | 52929 | 41734 | 52929 | 1858559 | 264787 | 1858559 |
| Largest Losing Trade | -149404 | -30595 | -149404 | -574388 | -408846 | -574388 |
| Avg Bars in Trades | 29 | 15 | 43 | 29 | 15 | 43 |
| Avg Bars in Winners | 32 | 15 | 47 | 22 | 15 | 30 |
| Avg Bars in Losers | 25 | 15 | 37 | 35 | 15 | 52 |
| Bars Traded | 6439 | 1718 | 4721 | 6439 | 1718 | 4721 |
| Profit Streak | 0 | 0 | 17.4496 | 6.9496 | 16.1996 | 0 |
| Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 426240 | -71220 | -5032 | -579074 | -579873 | -583338 |
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6635,
"evaluation_days": 1658.75,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1618984800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759099645142,
"expiration_time": 1763381880000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 149,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 117
}
}
} {
"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": [
[
379359.125236176,
148279.4664561219,
231079.6587800538,
-1716875.7906358687,
-522222.0282241921,
-1194653.7624116754
],
[
379.359125,
148.279466,
231.079659,
-1716.875791,
-522.222028,
-1194.653762
],
[
0.228702,
0.089392,
0.13931,
0,
0,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-177568,
-40706,
-171922,
-3861574,
-985667,
-3042305
],
[
1.514581,
1.569133,
1.484765,
0.821141,
0.84697,
0.806893
],
[
217,
109,
108,
217,
109,
108
],
[
128,
60,
68,
97,
54,
43
],
[
89,
49,
40,
120,
55,
65
],
[
58.986175,
55.045872,
62.962963,
44.700461,
49.541284,
39.814815
],
[
1.053107,
1.281458,
0.873391,
1.015844,
0.862655,
1.219721
],
[
52929,
41734,
52929,
1858559,
264787,
1858559
],
[
-149404,
-30595,
-149404,
-574388,
-408846,
-574388
],
[
29,
15,
43,
29,
15,
43
],
[
32,
15,
47,
22,
15,
30
],
[
25,
15,
37,
35,
15,
52
],
[
6439,
1718,
4721,
6439,
1718,
4721
],
[
0,
0,
17.449596,
6.949597,
16.199597,
0
],
[
0,
0,
2,
1,
2,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
426240,
-71220,
-5032,
-579074,
-579873,
-583338
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 6635,
"evaluation_days": 1658.75,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1618984800000,
"last_datapoint_time": 1759082400000,
"evaluation_time": 1759099645142,
"expiration_time": 1763381880000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 149,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "hl2",
"factors": {
"length": 0,
"offset": 117
}
}
}
| # | 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) |
|---|