| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 325435.0291 | 141644.1834 | 183790.8456 | -86600.3009 | -291296.6288 | 204696.3279 |
| Total P&L (%) | 325.435 | 141.6442 | 183.7908 | -86.6003 | -291.2966 | 204.6963 |
| Avg Daily Profit (%) | 0.1952 | 0.085 | 0.1102 | -0.1205 | 0 | 0.0668 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -264899 | -126747 | -190118 | -995272 | -719344 | -915841 |
| Profit Factor | 1.4385 | 1.3413 | 1.5619 | 0.97 | 0.8141 | 1.1548 |
| Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
| Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
| Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
| Profitability (%) | 59.7938 | 52.0833 | 67.3469 | 59.7938 | 52.0833 | 67.3469 |
| Ratio Avg Win / Avg Loss | 0.9673 | 1.234 | 0.7573 | 0.6523 | 0.749 | 0.5599 |
| Largest Winning Trade | 148729 | 148729 | 41736 | 251436 | 251436 | 169273 |
| Largest Losing Trade | -94385 | -56839 | -94385 | -601869 | -411818 | -601869 |
| Avg Bars in Trades | 49 | 47 | 52 | 49 | 47 | 52 |
| Avg Bars in Winners | 42 | 35 | 47 | 42 | 35 | 47 |
| Avg Bars in Losers | 60 | 59 | 62 | 60 | 59 | 62 |
| Bars Traded | 4823 | 2261 | 2562 | 4823 | 2261 | 2562 |
| Profit Streak | 29.9256 | 35.259 | 29.9256 | 29.9256 | 35.259 | 29.9256 |
| Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 337491 | -77849 | -42929 | -578246 | -579427 | -152739 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 1667.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618531200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759817574856,
"expiration_time": 1764116928000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "linreg",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 97,
"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": [
[
325435.0290733998,
141644.1834444561,
183790.8456289435,
-86600.3008943323,
-291296.6287764994,
204696.3278821671
],
[
325.435029,
141.644183,
183.790846,
-86.600301,
-291.296629,
204.696328
],
[
0.195183,
0.084953,
0.110231,
-0.120476,
0,
0.066844
],
[
10,
10,
10,
10,
10,
10
],
[
-264899,
-126747,
-190118,
-995272,
-719344,
-915841
],
[
1.438497,
1.341272,
1.561858,
0.970028,
0.814086,
1.154773
],
[
97,
48,
49,
97,
48,
49
],
[
58,
25,
33,
58,
25,
33
],
[
39,
23,
16,
39,
23,
16
],
[
59.793814,
52.083333,
67.346939,
59.793814,
52.083333,
67.346939
],
[
0.967265,
1.23397,
0.757264,
0.65226,
0.748959,
0.55989
],
[
148729,
148729,
41736,
251436,
251436,
169273
],
[
-94385,
-56839,
-94385,
-601869,
-411818,
-601869
],
[
49,
47,
52,
49,
47,
52
],
[
42,
35,
47,
42,
35,
47
],
[
60,
59,
62,
60,
59,
62
],
[
4823,
2261,
2562,
4823,
2261,
2562
],
[
29.925635,
35.258968,
29.925635,
29.925635,
35.258968,
29.925635
],
[
2,
2,
1,
2,
2,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
337491,
-77849,
-42929,
-578246,
-579427,
-152739
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5002,
"evaluation_days": 1667.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618531200000,
"last_datapoint_time": 1759795200000,
"evaluation_time": 1759817574856,
"expiration_time": 1764116928000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "linreg",
"factors": {
"length": 58,
"offset": 0
}
},
"second_band": {
"type": "tema",
"factors": {
"length": 97,
"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) |
|---|