| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 719733.523 | 339280.9104 | 380452.6126 | 1375257.0649 | -1501193.4133 | 2876450.4782 |
| Total P&L (%) | 719.7335 | 339.2809 | 380.4526 | 1375.2571 | -1501.1934 | 2876.4505 |
| Avg Daily Profit (%) | 0.4333 | 0.2043 | 0.2291 | 0.1622 | 0 | 0.2045 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -158330 | -89875 | -131541 | -8056583 | -4348386 | -7004724 |
| Profit Factor | 2.3602 | 2.1277 | 2.6664 | 1.0639 | 0.8619 | 1.27 |
| Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
| Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
| Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
| Profitability (%) | 66.6667 | 54.0541 | 78.9474 | 66.6667 | 54.0541 | 78.9474 |
| Ratio Avg Win / Avg Loss | 1.1801 | 1.8086 | 0.711 | 0.5319 | 0.7326 | 0.3387 |
| Largest Winning Trade | 112247 | 112247 | 59296 | 1559326 | 1160518 | 1559326 |
| Largest Losing Trade | -91927 | -57228 | -91927 | -4236708 | -3810372 | -4236708 |
| Avg Bars in Trades | 64 | 69 | 59 | 64 | 69 | 59 |
| Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
| Avg Bars in Losers | 84 | 85 | 81 | 84 | 85 | 81 |
| Bars Traded | 4833 | 2556 | 2277 | 4833 | 2556 | 2277 |
| Profit Streak | 43.0493 | 43.0493 | 65.0493 | 43.0493 | 43.0493 | 65.0493 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -44001 | 460352 | 536954 | -201617 | -579694 | 397713 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4983,
"evaluation_days": 1661,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618992000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759252260539,
"expiration_time": 1763553312000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "ssf",
"factors": {
"length": 239,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 113,
"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": [
[
719733.5229814898,
339280.9104139836,
380452.6125675061,
1375257.0648846698,
-1501193.4133170813,
2876450.4782017535
],
[
719.733523,
339.28091,
380.452613,
1375.257065,
-1501.193413,
2876.450478
],
[
0.433313,
0.204263,
0.22905,
0.162167,
0,
0.204502
],
[
10,
10,
10,
10,
10,
10
],
[
-158330,
-89875,
-131541,
-8056583,
-4348386,
-7004724
],
[
2.360161,
2.127744,
2.666431,
1.06389,
0.861922,
1.270004
],
[
75,
37,
38,
75,
37,
38
],
[
50,
20,
30,
50,
20,
30
],
[
25,
17,
8,
25,
17,
8
],
[
66.666667,
54.054054,
78.947368,
66.666667,
54.054054,
78.947368
],
[
1.180081,
1.808582,
0.711048,
0.531945,
0.732633,
0.338668
],
[
112247,
112247,
59296,
1559326,
1160518,
1559326
],
[
-91927,
-57228,
-91927,
-4236708,
-3810372,
-4236708
],
[
64,
69,
59,
64,
69,
59
],
[
54,
54,
54,
54,
54,
54
],
[
84,
85,
81,
84,
85,
81
],
[
4833,
2556,
2277,
4833,
2556,
2277
],
[
43.049312,
43.049312,
65.049312,
43.049312,
43.049312,
65.049312
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-44001,
460352,
536954,
-201617,
-579694,
397713
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4983,
"evaluation_days": 1661,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618992000000,
"last_datapoint_time": 1759248000000,
"evaluation_time": 1759252260539,
"expiration_time": 1763553312000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ssf",
"factors": {
"length": 239,
"offset": 0,
"poles": 2
}
},
"second_band": {
"type": "swma",
"factors": {
"length": 113,
"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) |
|---|