Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491997.379 | 181257.1129 | 310740.2661 | 2767581.4998 | -348224.2326 | 3115805.7324 |
Total P&L (%) | 491.9974 | 181.2571 | 310.7403 | 2767.5815 | -348.2242 | 3115.8057 |
Avg Daily Profit (%) | 0.2957 | 0.1089 | 0.1867 | 0.2019 | 0 | 0.2088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51614 | -80133 | -51614 | -1195143 | -1415599 | -310255 |
Profit Factor | 2.4808 | 1.8649 | 3.5331 | 1.6354 | 0.8882 | 3.5091 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 63.6364 | 60.5263 | 66.6667 | 63.6364 | 60.5263 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4176 | 1.2162 | 1.7666 | 0.9345 | 0.5792 | 1.7545 |
Largest Winning Trade | 94320 | 94320 | 39950 | 981223 | 421473 | 981223 |
Largest Losing Trade | -51614 | -30608 | -51614 | -844174 | -844174 | -299047 |
Avg Bars in Trades | 61 | 49 | 73 | 61 | 49 | 73 |
Avg Bars in Winners | 57 | 26 | 84 | 57 | 26 | 84 |
Avg Bars in Losers | 69 | 84 | 52 | 69 | 84 | 52 |
Bars Traded | 4754 | 1882 | 2872 | 4754 | 1882 | 2872 |
Profit Streak | 53.9328 | 0 | 85.2661 | 53.9328 | 0 | 85.2661 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31613 | -43761 | 610787 | -35296 | -579400 | 631936 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4992, "evaluation_days": 1664, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621209600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759530191544, "expiration_time": 1763820288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 190, "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": [ [ 491997.3789838254, 181257.1129143489, 310740.2660694767, 2767581.499806921, -348224.2325652935, 3115805.732372214 ], [ 491.997379, 181.257113, 310.740266, 2767.5815, -348.224233, 3115.805732 ], [ 0.295672, 0.108929, 0.186743, 0.201889, 0, 0.208791 ], [ 10, 10, 10, 10, 10, 10 ], [ -51614, -80133, -51614, -1195143, -1415599, -310255 ], [ 2.480843, 1.864897, 3.533127, 1.635357, 0.88818, 3.509083 ], [ 77, 38, 39, 77, 38, 39 ], [ 49, 23, 26, 49, 23, 26 ], [ 28, 15, 13, 28, 15, 13 ], [ 63.636364, 60.526316, 66.666667, 63.636364, 60.526316, 66.666667 ], [ 1.417625, 1.216237, 1.766563, 0.934489, 0.579248, 1.754542 ], [ 94320, 94320, 39950, 981223, 421473, 981223 ], [ -51614, -30608, -51614, -844174, -844174, -299047 ], [ 61, 49, 73, 61, 49, 73 ], [ 57, 26, 84, 57, 26, 84 ], [ 69, 84, 52, 69, 84, 52 ], [ 4754, 1882, 2872, 4754, 1882, 2872 ], [ 53.932772, 0, 85.266106, 53.932772, 0, 85.266106 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -31613, -43761, 610787, -35296, -579400, 631936 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4992, "evaluation_days": 1664, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621209600000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759530191544, "expiration_time": 1763820288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 190, "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) |
---|