Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 319712.3521 | 110403.6927 | 209308.6593 | 160131.1735 | -162193.4876 | 322324.6611 |
Total P&L (%) | 319.7124 | 110.4037 | 209.3087 | 160.1312 | -162.1935 | 322.3247 |
Avg Daily Profit (%) | 0.1932 | 0.0667 | 0.1265 | 0.0578 | 0 | 0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194563 | -187149 | -44079 | -523550 | -502835 | -92293 |
Profit Factor | 1.6563 | 1.2959 | 2.8352 | 1.1419 | 0.8269 | 2.6848 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 50.4505 | 47.2727 | 53.5714 | 50.4505 | 47.2727 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.6268 | 1.4455 | 2.4571 | 1.1215 | 0.9223 | 2.3269 |
Largest Winning Trade | 157791 | 157791 | 53519 | 176899 | 176899 | 97165 |
Largest Losing Trade | -52328 | -52328 | -28264 | -188373 | -188373 | -47276 |
Avg Bars in Trades | 56 | 72 | 40 | 56 | 72 | 40 |
Avg Bars in Winners | 48 | 49 | 46 | 48 | 49 | 46 |
Avg Bars in Losers | 65 | 93 | 33 | 65 | 93 | 33 |
Bars Traded | 6275 | 3990 | 2285 | 6275 | 3990 | 2285 |
Profit Streak | 101.8848 | 109.3848 | 101.8848 | 101.8848 | 109.3848 | 101.8848 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450972 | -283500 | -196952 | -178340 | -760502 | -249774 |
{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6618, "evaluation_days": 1654.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1620540000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878042737, "expiration_time": 1763003664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 52, "offset": 0, "a": 0.3995 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 220 } } }
{ "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": [ [ 319712.3520545983, 110403.6927478235, 209308.6593067748, 160131.1735042247, -162193.4876078964, 322324.661112121 ], [ 319.712352, 110.403693, 209.308659, 160.131174, -162.193488, 322.324661 ], [ 0.193238, 0.066729, 0.126509, 0.057799, 0, 0.08711 ], [ 10, 10, 10, 10, 10, 10 ], [ -194563, -187149, -44079, -523550, -502835, -92293 ], [ 1.656344, 1.295944, 2.83515, 1.14191, 0.826918, 2.684827 ], [ 111, 55, 56, 111, 55, 56 ], [ 56, 26, 30, 56, 26, 30 ], [ 55, 29, 26, 55, 29, 26 ], [ 50.45045, 47.272727, 53.571429, 50.45045, 47.272727, 53.571429 ], [ 1.626767, 1.445476, 2.45713, 1.121518, 0.922332, 2.32685 ], [ 157791, 157791, 53519, 176899, 176899, 97165 ], [ -52328, -52328, -28264, -188373, -188373, -47276 ], [ 56, 72, 40, 56, 72, 40 ], [ 48, 49, 46, 48, 49, 46 ], [ 65, 93, 33, 65, 93, 33 ], [ 6275, 3990, 2285, 6275, 3990, 2285 ], [ 101.884754, 109.384754, 101.884754, 101.884754, 109.384754, 101.884754 ], [ 6, 4, 3, 6, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 450972, -283500, -196952, -178340, -760502, -249774 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6618, "evaluation_days": 1654.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1620540000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758878042737, "expiration_time": 1763003664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 52, "offset": 0, "a": 0.3995 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 220 } } }
# | 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) |
---|