| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 390575.9795 | 132076.0429 | 258499.9365 | 554700.9515 | 151757.114 | 402943.8375 |
| Total P&L (%) | 390.576 | 132.076 | 258.4999 | 554.701 | 151.7571 | 402.9438 |
| Avg Daily Profit (%) | 0.2339 | 0.0791 | 0.1548 | 0.1126 | 0.0553 | 0.0968 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73798 | -49754 | -73798 | -159854 | -157818 | -154477 |
| Profit Factor | 2.0578 | 1.6647 | 2.5159 | 1.8808 | 1.442 | 2.4068 |
| Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
| Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
| Losing Trades | 19 | 14 | 5 | 19 | 14 | 5 |
| Profitability (%) | 69.8413 | 56.25 | 83.871 | 69.8413 | 56.25 | 83.871 |
| Ratio Avg Win / Avg Loss | 0.8886 | 1.2947 | 0.4838 | 0.8122 | 1.1216 | 0.4628 |
| Largest Winning Trade | 56359 | 45810 | 56359 | 87804 | 72629 | 87804 |
| Largest Losing Trade | -73798 | -38846 | -73798 | -144596 | -88275 | -144596 |
| Avg Bars in Trades | 75 | 32 | 120 | 75 | 32 | 120 |
| Avg Bars in Winners | 72 | 25 | 105 | 72 | 25 | 105 |
| Avg Bars in Losers | 82 | 42 | 196 | 82 | 42 | 196 |
| Bars Traded | 4767 | 1042 | 3725 | 4767 | 1042 | 3725 |
| Profit Streak | 193.8962 | 193.8962 | 532.2295 | 193.8962 | 193.8962 | 532.2295 |
| Trades During Streak | 8 | 4 | 9 | 8 | 4 | 9 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -137892 | -83130 | 536976 | -188399 | -115940 | -56281 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5009,
"evaluation_days": 1669.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619222400000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760016628287,
"expiration_time": 1764324576000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbu",
"factors": {
"length": 43,
"offset": 0,
"std": 2.03736
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 121,
"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": [
[
390575.9794962188,
132076.0429487315,
258499.9365474876,
554700.951539025,
151757.1140173441,
402943.8375216809
],
[
390.575979,
132.076043,
258.499937,
554.700952,
151.757114,
402.943838
],
[
0.233924,
0.079103,
0.154821,
0.112601,
0.055313,
0.096791
],
[
10,
10,
10,
10,
10,
10
],
[
-73798,
-49754,
-73798,
-159854,
-157818,
-154477
],
[
2.05778,
1.664659,
2.515873,
1.880803,
1.442007,
2.406774
],
[
63,
32,
31,
63,
32,
31
],
[
44,
18,
26,
44,
18,
26
],
[
19,
14,
5,
19,
14,
5
],
[
69.84127,
56.25,
83.870968,
69.84127,
56.25,
83.870968
],
[
0.888587,
1.294735,
0.483822,
0.812165,
1.121561,
0.462841
],
[
56359,
45810,
56359,
87804,
72629,
87804
],
[
-73798,
-38846,
-73798,
-144596,
-88275,
-144596
],
[
75,
32,
120,
75,
32,
120
],
[
72,
25,
105,
72,
25,
105
],
[
82,
42,
196,
82,
42,
196
],
[
4767,
1042,
3725,
4767,
1042,
3725
],
[
193.896161,
193.896161,
532.229494,
193.896161,
193.896161,
532.229494
],
[
8,
4,
9,
8,
4,
9
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-137892,
-83130,
536976,
-188399,
-115940,
-56281
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5009,
"evaluation_days": 1669.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619222400000,
"last_datapoint_time": 1759996800000,
"evaluation_time": 1760016628287,
"expiration_time": 1764324576000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbu",
"factors": {
"length": 43,
"offset": 0,
"std": 2.03736
}
},
"second_band": {
"type": "sma",
"factors": {
"length": 121,
"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) |
|---|