Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534713.6246 | 208500.3086 | 326213.3159 | 553122.4983 | 297839.2633 | 255283.235 |
Total P&L (%) | 534.7136 | 208.5003 | 326.2133 | 553.1225 | 297.8393 | 255.2832 |
Avg Daily Profit (%) | 0.3231 | 0.126 | 0.1971 | 0.1135 | 0.0835 | 0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84144 | -100568 | -84144 | -285848 | -161206 | -314568 |
Profit Factor | 1.9121 | 1.7487 | 2.0601 | 1.4274 | 1.5807 | 1.3267 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 60.5263 | 50.8772 | 70.1754 | 60.5263 | 50.8772 | 70.1754 |
Ratio Avg Win / Avg Loss | 1.247 | 1.6884 | 0.8755 | 0.9309 | 1.5262 | 0.5639 |
Largest Winning Trade | 78737 | 78737 | 58575 | 149650 | 149650 | 82546 |
Largest Losing Trade | -84144 | -38503 | -84144 | -285848 | -89728 | -285848 |
Avg Bars in Trades | 28 | 26 | 29 | 28 | 26 | 29 |
Avg Bars in Winners | 26 | 25 | 28 | 26 | 25 | 28 |
Avg Bars in Losers | 29 | 27 | 34 | 29 | 27 | 34 |
Bars Traded | 3198 | 1489 | 1709 | 3198 | 1489 | 1709 |
Profit Streak | 0 | 0 | 347.3975 | 0 | 0 | 347.3975 |
Trades During Streak | 0 | 0 | 12 | 0 | 0 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487961 | -201178 | -166915 | -39976 | -258263 | -267702 |
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3310, "evaluation_days": 1655, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1619956800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758922340982, "expiration_time": 1763004960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 98, "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": [ [ 534713.6245521463, 208500.3086045498, 326213.3159475967, 553122.4982714839, 297839.263253006, 255283.2350184779 ], [ 534.713625, 208.500309, 326.213316, 553.122498, 297.839263, 255.283235 ], [ 0.32309, 0.125982, 0.197108, 0.113454, 0.083472, 0.07663 ], [ 10, 10, 10, 10, 10, 10 ], [ -84144, -100568, -84144, -285848, -161206, -314568 ], [ 1.912141, 1.748696, 2.060052, 1.427388, 1.580686, 1.326748 ], [ 114, 57, 57, 114, 57, 57 ], [ 69, 29, 40, 69, 29, 40 ], [ 45, 28, 17, 45, 28, 17 ], [ 60.526316, 50.877193, 70.175439, 60.526316, 50.877193, 70.175439 ], [ 1.247049, 1.688396, 0.875522, 0.930905, 1.52618, 0.563868 ], [ 78737, 78737, 58575, 149650, 149650, 82546 ], [ -84144, -38503, -84144, -285848, -89728, -285848 ], [ 28, 26, 29, 28, 26, 29 ], [ 26, 25, 28, 26, 25, 28 ], [ 29, 27, 34, 29, 27, 34 ], [ 3198, 1489, 1709, 3198, 1489, 1709 ], [ 0, 0, 347.397465, 0, 0, 347.397465 ], [ 0, 0, 12, 0, 0, 12 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 487961, -201178, -166915, -39976, -258263, -267702 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3310, "evaluation_days": 1655, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1619956800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758922340982, "expiration_time": 1763004960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 98, "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) |
---|