| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 325667.5249 | 77042.4254 | 248625.0994 | 348910.3099 | 29652.2579 | 319258.052 |
| Total P&L (%) | 325.6675 | 77.0424 | 248.6251 | 348.9103 | 29.6523 | 319.2581 |
| Avg Daily Profit (%) | 0.1958 | 0.0463 | 0.1495 | 0.0903 | 0.0156 | 0.0862 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -94937 | -53604 | -77328 | -145164 | -175492 | -144411 |
| Profit Factor | 1.7364 | 1.3022 | 2.3274 | 1.4627 | 1.071 | 1.9483 |
| Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
| Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
| Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
| Profitability (%) | 63.4146 | 57.3171 | 69.5122 | 63.4146 | 57.3171 | 69.5122 |
| Ratio Avg Win / Avg Loss | 1.0018 | 0.9697 | 1.0208 | 0.8438 | 0.7976 | 0.8545 |
| Largest Winning Trade | 41215 | 41215 | 29602 | 57386 | 45429 | 57386 |
| Largest Losing Trade | -75912 | -41661 | -75912 | -142784 | -105340 | -142784 |
| Avg Bars in Trades | 29 | 20 | 37 | 29 | 20 | 37 |
| Avg Bars in Winners | 21 | 16 | 25 | 21 | 16 | 25 |
| Avg Bars in Losers | 41 | 25 | 65 | 41 | 25 | 65 |
| Bars Traded | 4756 | 1661 | 3095 | 4756 | 1661 | 3095 |
| Profit Streak | 86.609 | 86.609 | 87.609 | 86.609 | 86.609 | 87.609 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 504176 | -135279 | 329860 | -68704 | -321866 | -77606 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4989,
"evaluation_days": 1663,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1621612800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759444617226,
"expiration_time": 1763731296000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcu",
"factors": {
"length": 6,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 204,
"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": [
[
325667.5248572933,
77042.425437519,
248625.0994197741,
348910.3099256982,
29652.2579425698,
319258.0519831283
],
[
325.667525,
77.042425,
248.625099,
348.91031,
29.652258,
319.258052
],
[
0.195831,
0.046327,
0.149504,
0.090339,
0.015617,
0.086226
],
[
10,
10,
10,
10,
10,
10
],
[
-94937,
-53604,
-77328,
-145164,
-175492,
-144411
],
[
1.736383,
1.302189,
2.32738,
1.46265,
1.071024,
1.948319
],
[
164,
82,
82,
164,
82,
82
],
[
104,
47,
57,
104,
47,
57
],
[
60,
35,
25,
60,
35,
25
],
[
63.414634,
57.317073,
69.512195,
63.414634,
57.317073,
69.512195
],
[
1.001759,
0.969715,
1.020781,
0.843837,
0.797571,
0.854526
],
[
41215,
41215,
29602,
57386,
45429,
57386
],
[
-75912,
-41661,
-75912,
-142784,
-105340,
-142784
],
[
29,
20,
37,
29,
20,
37
],
[
21,
16,
25,
21,
16,
25
],
[
41,
25,
65,
41,
25,
65
],
[
4756,
1661,
3095,
4756,
1661,
3095
],
[
86.608996,
86.608996,
87.608996,
86.608996,
86.608996,
87.608996
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
504176,
-135279,
329860,
-68704,
-321866,
-77606
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4989,
"evaluation_days": 1663,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1621612800000,
"last_datapoint_time": 1759420800000,
"evaluation_time": 1759444617226,
"expiration_time": 1763731296000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcu",
"factors": {
"length": 6,
"offset": 0,
"scalar": 5
}
},
"second_band": {
"type": "sinwma",
"factors": {
"length": 204,
"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) |
|---|