| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 589480.3016 | 263316.3229 | 326163.9786 | 2289947.2521 | -809205.1626 | 3099152.4147 |
| Total P&L (%) | 589.4803 | 263.3163 | 326.164 | 2289.9473 | -809.2052 | 3099.1524 |
| Avg Daily Profit (%) | 0.3544 | 0.1583 | 0.1961 | 0.191 | 0 | 0.2085 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -165483 | -68653 | -141163 | -4241540 | -2822486 | -2915921 |
| Profit Factor | 2.0733 | 2.0025 | 2.1381 | 1.1876 | 0.8658 | 1.5019 |
| Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
| Winning Trades | 80 | 34 | 46 | 80 | 34 | 46 |
| Losing Trades | 48 | 30 | 18 | 48 | 30 | 18 |
| Profitability (%) | 62.5 | 53.125 | 71.875 | 62.5 | 53.125 | 71.875 |
| Ratio Avg Win / Avg Loss | 1.244 | 1.7669 | 0.8366 | 0.7126 | 0.764 | 0.5877 |
| Largest Winning Trade | 166321 | 166321 | 62197 | 774714 | 617981 | 774714 |
| Largest Losing Trade | -54222 | -45941 | -54222 | -1696686 | -1493244 | -1696686 |
| Avg Bars in Trades | 24 | 17 | 31 | 24 | 17 | 31 |
| Avg Bars in Winners | 23 | 12 | 31 | 23 | 12 | 31 |
| Avg Bars in Losers | 26 | 22 | 31 | 26 | 22 | 31 |
| Bars Traded | 3119 | 1112 | 2007 | 3119 | 1112 | 2007 |
| Profit Streak | 83.3899 | 83.3899 | 86.3899 | 83.3899 | 83.3899 | 86.3899 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 568454 | -126869 | -126507 | -4260 | -718717 | -127622 |
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3327,
"evaluation_days": 1663.5,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1620129600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759483286888,
"expiration_time": 1763761392000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "kcl",
"factors": {
"length": 23,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 102,
"offset": 87,
"std": 1.84317
}
}
} {
"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": [
[
589480.3015576036,
263316.3229471999,
326163.9786104032,
2289947.2520974698,
-809205.1625812836,
3099152.4146787515
],
[
589.480302,
263.316323,
326.163979,
2289.947252,
-809.205163,
3099.152415
],
[
0.354361,
0.158291,
0.196071,
0.190976,
0,
0.208541
],
[
10,
10,
10,
10,
10,
10
],
[
-165483,
-68653,
-141163,
-4241540,
-2822486,
-2915921
],
[
2.07325,
2.002528,
2.138064,
1.187609,
0.865815,
1.501851
],
[
128,
64,
64,
128,
64,
64
],
[
80,
34,
46,
80,
34,
46
],
[
48,
30,
18,
48,
30,
18
],
[
62.5,
53.125,
71.875,
62.5,
53.125,
71.875
],
[
1.24395,
1.766937,
0.836634,
0.712566,
0.763954,
0.587681
],
[
166321,
166321,
62197,
774714,
617981,
774714
],
[
-54222,
-45941,
-54222,
-1696686,
-1493244,
-1696686
],
[
24,
17,
31,
24,
17,
31
],
[
23,
12,
31,
23,
12,
31
],
[
26,
22,
31,
26,
22,
31
],
[
3119,
1112,
2007,
3119,
1112,
2007
],
[
83.389894,
83.389894,
86.389894,
83.389895,
83.389895,
86.389895
],
[
3,
1,
2,
3,
1,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
568454,
-126869,
-126507,
-4260,
-718717,
-127622
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "12h",
"packets": 25000,
"actual_packets": 3327,
"evaluation_days": 1663.5,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1620129600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759483286888,
"expiration_time": 1763761392000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "kcl",
"factors": {
"length": 23,
"offset": 0,
"scalar": 3
}
},
"second_band": {
"type": "bbl",
"factors": {
"length": 102,
"offset": 87,
"std": 1.84317
}
}
}
| # | 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) |
|---|