| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 623421.8266 | 322885.7419 | 300536.0848 | -1952697.9769 | 219333.4767 | -2172031.4537 |
| Total P&L (%) | 623.4218 | 322.8857 | 300.5361 | -1952.698 | 219.3335 | -2172.0315 |
| Avg Daily Profit (%) | 0.3769 | 0.1952 | 0.1817 | 0 | 0.0702 | 0 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -142476 | -77618 | -120358 | -3087143 | -699145 | -2565158 |
| Profit Factor | 2.3749 | 2.7136 | 2.1341 | 0.5894 | 1.1884 | 0.3954 |
| Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
| Winning Trades | 58 | 26 | 32 | 39 | 24 | 15 |
| Losing Trades | 33 | 20 | 13 | 52 | 22 | 30 |
| Profitability (%) | 63.7363 | 56.5217 | 71.1111 | 42.8571 | 52.1739 | 33.3333 |
| Ratio Avg Win / Avg Loss | 1.3513 | 2.0874 | 0.867 | 0.7859 | 1.0894 | 0.7908 |
| Largest Winning Trade | 158355 | 158355 | 69694 | 726562 | 528033 | 726562 |
| Largest Losing Trade | -116846 | -46059 | -116846 | -1433210 | -133517 | -1433210 |
| Avg Bars in Trades | 210 | 97 | 325 | 210 | 97 | 325 |
| Avg Bars in Winners | 184 | 108 | 246 | 217 | 87 | 425 |
| Avg Bars in Losers | 255 | 83 | 519 | 205 | 109 | 275 |
| Bars Traded | 19153 | 4499 | 14654 | 19153 | 4499 | 14654 |
| Profit Streak | 0 | 0 | 49.7734 | 19.6901 | 45.6068 | 0 |
| Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 549489 | 492353 | 436064 | -582756 | -111503 | -587193 |
{
"trading_pair": "ALICE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19849,
"evaluation_days": 1654.08,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1618236000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758796423534,
"expiration_time": 1763867260800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 127,
"offset": 214
}
}
}
{
"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": [
[
623421.8266226023,
322885.7418591761,
300536.0847634259,
-1952697.9769259011,
219333.4767481031,
-2172031.453674005
],
[
623.421827,
322.885742,
300.536085,
-1952.697977,
219.333477,
-2172.031454
],
[
0.376899,
0.195206,
0.181694,
0,
0.070219,
0
],
[
10,
10,
10,
10,
10,
10
],
[
-142476,
-77618,
-120358,
-3087143,
-699145,
-2565158
],
[
2.374944,
2.713612,
2.134132,
0.589447,
1.188448,
0.395375
],
[
91,
46,
45,
91,
46,
45
],
[
58,
26,
32,
39,
24,
15
],
[
33,
20,
13,
52,
22,
30
],
[
63.736264,
56.521739,
71.111111,
42.857143,
52.173913,
33.333333
],
[
1.351261,
2.087394,
0.866991,
0.785929,
1.08941,
0.79075
],
[
158355,
158355,
69694,
726562,
528033,
726562
],
[
-116846,
-46059,
-116846,
-1433210,
-133517,
-1433210
],
[
210,
97,
325,
210,
97,
325
],
[
184,
108,
246,
217,
87,
425
],
[
255,
83,
519,
205,
109,
275
],
[
19153,
4499,
14654,
19153,
4499,
14654
],
[
0,
0,
49.77342,
19.690087,
45.606754,
0
],
[
0,
0,
1,
1,
1,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
549489,
492353,
436064,
-582756,
-111503,
-587193
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 19849,
"evaluation_days": 1654.08,
"actual_first_datapoint_time": 1615788000000,
"first_datapoint_time": 1618236000000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1758796423534,
"expiration_time": 1763867260800,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "ema",
"factors": {
"length": 184,
"offset": 0
}
},
"second_band": {
"type": "dcl",
"factors": {
"length": 127,
"offset": 214
}
}
}
| # | 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) |
|---|