Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252930.8506 | 96766.601 | 156164.2496 | 44201.4021 | -20472.4088 | 64673.8109 |
Total P&L (%) | 252.9309 | 96.7666 | 156.1643 | 44.2014 | -20.4724 | 64.6738 |
Avg Daily Profit (%) | 0.1525 | 0.0583 | 0.0941 | 0.0221 | -0.0138 | 0.0301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82974 | -122269 | -40178 | -139184 | -141930 | -63495 |
Profit Factor | 1.4383 | 1.3079 | 1.5942 | 1.0595 | 0.9483 | 1.1865 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 47.3684 | 39.5833 | 55.3191 | 47.3684 | 39.5833 | 55.3191 |
Ratio Avg Win / Avg Loss | 1.5981 | 1.9962 | 1.2876 | 1.1772 | 1.4474 | 0.9583 |
Largest Winning Trade | 85666 | 85666 | 52577 | 85666 | 85666 | 77513 |
Largest Losing Trade | -61821 | -36784 | -61821 | -114781 | -82743 | -114781 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 63 | 50 | 73 | 63 | 50 | 73 |
Avg Bars in Losers | 34 | 43 | 22 | 34 | 43 | 22 |
Bars Traded | 4592 | 2210 | 2382 | 4592 | 2210 | 2382 |
Profit Streak | 0 | 0 | 79.7848 | 0 | 0 | 79.7848 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305441 | -117754 | -64086 | -321064 | -583073 | -168805 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4977, "evaluation_days": 1659, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622534400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759085402799, "expiration_time": 1763375328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 252930.8506169099, 96766.6009686633, 156164.2496482465, 44201.4021005856, -20472.4087938669, 64673.8108944524 ], [ 252.930851, 96.766601, 156.16425, 44.201402, -20.472409, 64.673811 ], [ 0.15246, 0.058328, 0.094132, 0.022066, -0.013807, 0.030071 ], [ 10, 10, 10, 10, 10, 10 ], [ -82974, -122269, -40178, -139184, -141930, -63495 ], [ 1.43826, 1.307873, 1.594191, 1.059515, 0.948286, 1.186479 ], [ 95, 48, 47, 95, 48, 47 ], [ 45, 19, 26, 45, 19, 26 ], [ 50, 29, 21, 50, 29, 21 ], [ 47.368421, 39.583333, 55.319149, 47.368421, 39.583333, 55.319149 ], [ 1.598066, 1.996227, 1.287616, 1.177239, 1.447384, 0.95831 ], [ 85666, 85666, 52577, 85666, 85666, 77513 ], [ -61821, -36784, -61821, -114781, -82743, -114781 ], [ 48, 46, 50, 48, 46, 50 ], [ 63, 50, 73, 63, 50, 73 ], [ 34, 43, 22, 34, 43, 22 ], [ 4592, 2210, 2382, 4592, 2210, 2382 ], [ 0, 0, 79.784755, 0, 0, 79.784755 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305441, -117754, -64086, -321064, -583073, -168805 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4977, "evaluation_days": 1659, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622534400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759085402799, "expiration_time": 1763375328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "jma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|