| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 355295.3225 | 107383.1725 | 247912.15 | 529246.4784 | -270102.8965 | 799349.3749 |
| Total P&L (%) | 355.2953 | 107.3832 | 247.9122 | 529.2465 | -270.1029 | 799.3494 |
| Avg Daily Profit (%) | 0.2132 | 0.0644 | 0.1487 | 0.1104 | 0 | 0.1319 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -73464 | -101251 | -60563 | -531078 | -507502 | -249761 |
| Profit Factor | 1.6963 | 1.3778 | 2.0968 | 1.2324 | 0.815 | 1.9779 |
| Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
| Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
| Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
| Profitability (%) | 58.9147 | 54.6875 | 63.0769 | 58.9147 | 54.6875 | 63.0769 |
| Ratio Avg Win / Avg Loss | 1.1829 | 1.1416 | 1.2274 | 0.8595 | 0.6752 | 1.1578 |
| Largest Winning Trade | 83229 | 83229 | 38127 | 138076 | 127000 | 138076 |
| Largest Losing Trade | -60563 | -54907 | -60563 | -507502 | -507502 | -182738 |
| Avg Bars in Trades | 35 | 37 | 34 | 35 | 37 | 34 |
| Avg Bars in Winners | 23 | 23 | 24 | 23 | 23 | 24 |
| Avg Bars in Losers | 52 | 54 | 50 | 52 | 54 | 50 |
| Bars Traded | 4622 | 2408 | 2214 | 4622 | 2408 | 2214 |
| Profit Streak | 16.994 | 0 | 18.994 | 16.994 | 0 | 18.994 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 428584 | -244912 | -121026 | -45087 | -719350 | -143332 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 1666.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1622707200000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759765877746,
"expiration_time": 1764057600000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 242,
"offset": 0,
"scalar": 2
}
}
} {
"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": [
[
355295.3224879358,
107383.1725371677,
247912.1499507681,
529246.4784174641,
-270102.8964547485,
799349.3748722126
],
[
355.295322,
107.383173,
247.91215,
529.246478,
-270.102896,
799.349375
],
[
0.213177,
0.06443,
0.148747,
0.110422,
0,
0.131877
],
[
10,
10,
10,
10,
10,
10
],
[
-73464,
-101251,
-60563,
-531078,
-507502,
-249761
],
[
1.696294,
1.377809,
2.096763,
1.232427,
0.814952,
1.977904
],
[
129,
64,
65,
129,
64,
65
],
[
76,
35,
41,
76,
35,
41
],
[
53,
29,
24,
53,
29,
24
],
[
58.914729,
54.6875,
63.076923,
58.914729,
54.6875,
63.076923
],
[
1.182942,
1.141613,
1.227373,
0.859456,
0.675246,
1.157798
],
[
83229,
83229,
38127,
138076,
127000,
138076
],
[
-60563,
-54907,
-60563,
-507502,
-507502,
-182738
],
[
35,
37,
34,
35,
37,
34
],
[
23,
23,
24,
23,
23,
24
],
[
52,
54,
50,
52,
54,
50
],
[
4622,
2408,
2214,
4622,
2408,
2214
],
[
16.993955,
0,
18.993955,
16.993955,
0,
18.993955
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
428584,
-244912,
-121026,
-45087,
-719350,
-143332
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5000,
"evaluation_days": 1666.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1622707200000,
"last_datapoint_time": 1759737600000,
"evaluation_time": 1759765877746,
"expiration_time": 1764057600000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "psar",
"factors": {
"length": 0,
"offset": 0,
"af": 0,
"af0": 0,
"max_af": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 242,
"offset": 0,
"scalar": 2
}
}
}
| # | 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) |
|---|