Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 321836.9893 | 88293.4859 | 233543.5034 | 249926.8904 | -64397.5845 | 314324.4749 |
Total P&L (%) | 321.837 | 88.2935 | 233.5435 | 249.9269 | -64.3976 | 314.3245 |
Avg Daily Profit (%) | 0.1933 | 0.053 | 0.1403 | 0.0753 | -0.062 | 0.0854 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76222 | -80768 | -69222 | -396693 | -249162 | -286489 |
Profit Factor | 1.4663 | 1.2151 | 1.8352 | 1.1349 | 0.9377 | 1.3841 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 44.6541 | 40 | 49.3671 | 44.6541 | 40 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.8174 | 1.8226 | 1.8822 | 1.4066 | 1.4066 | 1.4196 |
Largest Winning Trade | 75406 | 75406 | 59440 | 185801 | 154392 | 185801 |
Largest Losing Trade | -35925 | -35925 | -35781 | -189603 | -64961 | -189603 |
Avg Bars in Trades | 60 | 49 | 72 | 60 | 49 | 72 |
Avg Bars in Winners | 84 | 63 | 102 | 84 | 63 | 102 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 9623 | 3928 | 5695 | 9623 | 3928 | 5695 |
Profit Streak | 0 | 0 | 21.8342 | 0 | 0 | 21.8342 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307052 | -144772 | -28957 | -165853 | -602458 | -104982 |
{ "trading_pair": "ALICE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9990, "evaluation_days": 1665, "actual_first_datapoint_time": 1615780800000, "first_datapoint_time": 1618560000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759636876479, "expiration_time": 1763938080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 59 } }, "second_band": { "type": "linreg", "factors": { "length": 194, "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": [ [ 321836.9892856184, 88293.4859190254, 233543.5033665929, 249926.890437466, -64397.5844606308, 314324.4748980966 ], [ 321.836989, 88.293486, 233.543503, 249.92689, -64.397584, 314.324475 ], [ 0.193295, 0.053029, 0.140266, 0.075257, -0.062008, 0.085411 ], [ 10, 10, 10, 10, 10, 10 ], [ -76222, -80768, -69222, -396693, -249162, -286489 ], [ 1.46632, 1.215074, 1.835166, 1.134894, 0.937743, 1.384079 ], [ 159, 80, 79, 159, 80, 79 ], [ 71, 32, 39, 71, 32, 39 ], [ 88, 48, 40, 88, 48, 40 ], [ 44.654088, 40, 49.367089, 44.654088, 40, 49.367089 ], [ 1.81741, 1.82261, 1.882222, 1.40663, 1.406614, 1.419568 ], [ 75406, 75406, 59440, 185801, 154392, 185801 ], [ -35925, -35925, -35781, -189603, -64961, -189603 ], [ 60, 49, 72, 60, 49, 72 ], [ 84, 63, 102, 84, 63, 102 ], [ 40, 39, 42, 40, 39, 42 ], [ 9623, 3928, 5695, 9623, 3928, 5695 ], [ 0, 0, 21.834218, 0, 0, 21.834218 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 307052, -144772, -28957, -165853, -602458, -104982 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9990, "evaluation_days": 1665, "actual_first_datapoint_time": 1615780800000, "first_datapoint_time": 1618560000000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759636876479, "expiration_time": 1763938080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 59 } }, "second_band": { "type": "linreg", "factors": { "length": 194, "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) |
---|