Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310516.6783 | 83176.8045 | 227339.8737 | 213535.2129 | -132962.1695 | 346497.3824 |
Total P&L (%) | 310.5167 | 83.1768 | 227.3399 | 213.5352 | -132.9622 | 346.4974 |
Avg Daily Profit (%) | 0.1863 | 0.0499 | 0.1364 | 0.0686 | 0 | 0.0898 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144241 | -158008 | -82962 | -222677 | -289526 | -139513 |
Profit Factor | 1.5079 | 1.2407 | 1.8552 | 1.1958 | 0.7889 | 1.752 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 50 | 19 | 31 | 50 | 19 | 31 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 45.8716 | 35.1852 | 56.3636 | 45.8716 | 35.1852 | 56.3636 |
Ratio Avg Win / Avg Loss | 1.7793 | 2.2855 | 1.4363 | 1.411 | 1.4532 | 1.3564 |
Largest Winning Trade | 84558 | 84558 | 57055 | 126061 | 95747 | 126061 |
Largest Losing Trade | -44709 | -34245 | -44709 | -79149 | -73942 | -79149 |
Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Winners | 69 | 81 | 61 | 69 | 81 | 61 |
Avg Bars in Losers | 23 | 28 | 15 | 23 | 28 | 15 |
Bars Traded | 4829 | 2542 | 2287 | 4829 | 2542 | 2287 |
Profit Streak | 16.5172 | 0 | 27.5172 | 16.5172 | 0 | 27.5172 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332206 | -311513 | -187178 | -107236 | -765205 | -249506 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4999, "evaluation_days": 1666.33, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1620172800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724683889, "expiration_time": 1764027936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.07268 } } }
{ "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": [ [ 310516.6782610893, 83176.8045199636, 227339.8737411256, 213535.2129123702, -132962.169520502, 346497.3824328723 ], [ 310.516678, 83.176805, 227.339874, 213.535213, -132.96217, 346.497382 ], [ 0.186348, 0.049916, 0.136431, 0.068602, 0, 0.089834 ], [ 10, 10, 10, 10, 10, 10 ], [ -144241, -158008, -82962, -222677, -289526, -139513 ], [ 1.507857, 1.240675, 1.855216, 1.19579, 0.788898, 1.751968 ], [ 109, 54, 55, 109, 54, 55 ], [ 50, 19, 31, 50, 19, 31 ], [ 59, 35, 24, 59, 35, 24 ], [ 45.87156, 35.185185, 56.363636, 45.87156, 35.185185, 56.363636 ], [ 1.779271, 2.285454, 1.436296, 1.411032, 1.453233, 1.356362 ], [ 84558, 84558, 57055, 126061, 95747, 126061 ], [ -44709, -34245, -44709, -79149, -73942, -79149 ], [ 44, 47, 41, 44, 47, 41 ], [ 69, 81, 61, 69, 81, 61 ], [ 23, 28, 15, 23, 28, 15 ], [ 4829, 2542, 2287, 4829, 2542, 2287 ], [ 16.517175, 0, 27.517175, 16.517175, 0, 27.517175 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 332206, -311513, -187178, -107236, -765205, -249506 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4999, "evaluation_days": 1666.33, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1620172800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759724683889, "expiration_time": 1764027936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.07268 } } }
# | 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) |
---|