Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297530.8804 | 128336.2216 | 169194.6589 | 55121.4989 | -120578.5302 | 175700.0291 |
Total P&L (%) | 297.5309 | 128.3362 | 169.1947 | 55.1215 | -120.5785 | 175.7 |
Avg Daily Profit (%) | 0.1789 | 0.0772 | 0.1017 | 0.0264 | 0 | 0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187683 | -160784 | -97573 | -454659 | -433739 | -82726 |
Profit Factor | 1.5335 | 1.3965 | 1.723 | 1.0555 | 0.817 | 1.5265 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 59.0476 | 53.8462 | 64.1509 | 59.0476 | 53.8462 | 64.1509 |
Ratio Avg Win / Avg Loss | 1.0636 | 1.197 | 0.9628 | 0.7321 | 0.7003 | 0.853 |
Largest Winning Trade | 136289 | 136289 | 34787 | 134420 | 134420 | 100196 |
Largest Losing Trade | -62410 | -61602 | -62410 | -181054 | -181054 | -71986 |
Avg Bars in Trades | 43 | 58 | 29 | 43 | 58 | 29 |
Avg Bars in Winners | 30 | 42 | 21 | 30 | 42 | 21 |
Avg Bars in Losers | 61 | 77 | 42 | 61 | 77 | 42 |
Bars Traded | 4576 | 3026 | 1550 | 4576 | 3026 | 1550 |
Profit Streak | 45.2757 | 45.2757 | 46.609 | 45.2757 | 45.2757 | 46.609 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430136 | -267805 | -233188 | -316698 | -759347 | -288195 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4989, "evaluation_days": 1663, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622275200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759444621111, "expiration_time": 1763731296000, "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": "sinwma", "factors": { "length": 227, "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": [ [ 297530.8804482055, 128336.2215970512, 169194.6588511546, 55121.498884091, -120578.5302297325, 175700.0291138237 ], [ 297.53088, 128.336222, 169.194659, 55.121499, -120.57853, 175.700029 ], [ 0.178912, 0.077172, 0.101741, 0.026404, 0, 0.061001 ], [ 10, 10, 10, 10, 10, 10 ], [ -187683, -160784, -97573, -454659, -433739, -82726 ], [ 1.533532, 1.396544, 1.722973, 1.055538, 0.816968, 1.526498 ], [ 105, 52, 53, 105, 52, 53 ], [ 62, 28, 34, 62, 28, 34 ], [ 43, 24, 19, 43, 24, 19 ], [ 59.047619, 53.846154, 64.150943, 59.047619, 53.846154, 64.150943 ], [ 1.063578, 1.197038, 0.962838, 0.732067, 0.700258, 0.853043 ], [ 136289, 136289, 34787, 134420, 134420, 100196 ], [ -62410, -61602, -62410, -181054, -181054, -71986 ], [ 43, 58, 29, 43, 58, 29 ], [ 30, 42, 21, 30, 42, 21 ], [ 61, 77, 42, 61, 77, 42 ], [ 4576, 3026, 1550, 4576, 3026, 1550 ], [ 45.275707, 45.275707, 46.609041, 45.275707, 45.275707, 46.609041 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430136, -267805, -233188, -316698, -759347, -288195 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4989, "evaluation_days": 1663, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622275200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759444621111, "expiration_time": 1763731296000, "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": "sinwma", "factors": { "length": 227, "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) |
---|