| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 278074.1799 | 61036.072 | 217038.1079 | 60453.2458 | 84563.3332 | -24110.0874 |
| Total P&L (%) | 278.0742 | 61.0361 | 217.0381 | 60.4532 | 84.5633 | -24.1101 |
| Avg Daily Profit (%) | 0.1672 | 0.0367 | 0.1305 | 0.0284 | 0.0369 | -0.0166 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -151446 | -37599 | -136665 | -544937 | -29726 | -568028 |
| Profit Factor | 1.7214 | 1.5289 | 1.8037 | 1.0828 | 1.7615 | 0.961 |
| Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
| Winning Trades | 83 | 36 | 47 | 55 | 30 | 25 |
| Losing Trades | 20 | 16 | 4 | 48 | 22 | 26 |
| Profitability (%) | 80.5825 | 69.2308 | 92.1569 | 53.3981 | 57.6923 | 49.0196 |
| Ratio Avg Win / Avg Loss | 0.4148 | 0.6795 | 0.1535 | 0.945 | 1.2918 | 0.9995 |
| Largest Winning Trade | 38415 | 20712 | 38415 | 365002 | 41776 | 365002 |
| Largest Losing Trade | -136665 | -36226 | -136665 | -262813 | -22526 | -262813 |
| Avg Bars in Trades | 30 | 10 | 51 | 30 | 10 | 51 |
| Avg Bars in Winners | 19 | 4 | 31 | 27 | 11 | 47 |
| Avg Bars in Losers | 78 | 24 | 295 | 34 | 8 | 56 |
| Bars Traded | 3188 | 546 | 2642 | 3188 | 546 | 2642 |
| Profit Streak | 171.1453 | 171.1453 | 286.6453 | 171.1453 | 171.1453 | 286.6453 |
| Trades During Streak | 8 | 4 | 13 | 8 | 4 | 13 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 497468 | -320553 | -191585 | -284385 | -318832 | -759666 |
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3326,
"evaluation_days": 1663,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619481600000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759418950936,
"expiration_time": 1763716896000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 87,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
278074.1799097869,
61036.0720175121,
217038.1078922749,
60453.2457933078,
84563.3331699252,
-24110.0873766176
],
[
278.07418,
61.036072,
217.038108,
60.453246,
84.563333,
-24.110087
],
[
0.167212,
0.036702,
0.13051,
0.028437,
0.036857,
-0.016588
],
[
10,
10,
10,
10,
10,
10
],
[
-151446,
-37599,
-136665,
-544937,
-29726,
-568028
],
[
1.721441,
1.528889,
1.803731,
1.082841,
1.761492,
0.961031
],
[
103,
52,
51,
103,
52,
51
],
[
83,
36,
47,
55,
30,
25
],
[
20,
16,
4,
48,
22,
26
],
[
80.582524,
69.230769,
92.156863,
53.398058,
57.692308,
49.019608
],
[
0.414805,
0.679506,
0.153509,
0.945025,
1.291761,
0.999472
],
[
38415,
20712,
38415,
365002,
41776,
365002
],
[
-136665,
-36226,
-136665,
-262813,
-22526,
-262813
],
[
30,
10,
51,
30,
10,
51
],
[
19,
4,
31,
27,
11,
47
],
[
78,
24,
295,
34,
8,
56
],
[
3188,
546,
2642,
3188,
546,
2642
],
[
171.145265,
171.145265,
286.645265,
171.145265,
171.145265,
286.645265
],
[
8,
4,
13,
8,
4,
13
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
497468,
-320553,
-191585,
-284385,
-318832,
-759666
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3326,
"evaluation_days": 1663,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1619481600000,
"last_datapoint_time": 1759406400000,
"evaluation_time": 1759418950936,
"expiration_time": 1763716896000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hlc3",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 87,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|