| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 357418.0833 | 101283.6739 | 256134.4094 | 459543.7928 | -145729.2413 | 605273.0341 |
| Total P&L (%) | 357.4181 | 101.2837 | 256.1344 | 459.5438 | -145.7292 | 605.273 |
| Avg Daily Profit (%) | 0.2151 | 0.061 | 0.1542 | 0.1037 | 0 | 0.1176 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -129477 | -149523 | -45630 | -349692 | -480403 | -42833 |
| Profit Factor | 2.0469 | 1.3729 | 4.6717 | 1.5245 | 0.8088 | 6.3072 |
| Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
| Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
| Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
| Profitability (%) | 67.2131 | 56.6667 | 77.4194 | 67.2131 | 56.6667 | 77.4194 |
| Ratio Avg Win / Avg Loss | 0.9985 | 1.0498 | 1.3626 | 0.7437 | 0.6185 | 1.8396 |
| Largest Winning Trade | 81859 | 81859 | 42203 | 108984 | 108984 | 88513 |
| Largest Losing Trade | -57215 | -57215 | -45630 | -220206 | -220206 | -42833 |
| Avg Bars in Trades | 146 | 181 | 113 | 146 | 181 | 113 |
| Avg Bars in Winners | 84 | 69 | 95 | 84 | 69 | 95 |
| Avg Bars in Losers | 274 | 327 | 176 | 274 | 327 | 176 |
| Bars Traded | 8959 | 5434 | 3525 | 8959 | 5434 | 3525 |
| Profit Streak | 54.8356 | 55.6689 | 54.8356 | 54.8356 | 55.6689 | 54.8356 |
| Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -153438 | -109199 | 654120 | -217062 | -578979 | -22513 |
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9969,
"evaluation_days": 1661.5,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1621627200000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759334593534,
"expiration_time": 1763626608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 234,
"offset": 173,
"a": 0.77918
}
}
} {
"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": [
[
357418.0833255602,
101283.6739241515,
256134.4094014085,
459543.7927870735,
-145729.241327381,
605273.0341144544
],
[
357.418083,
101.283674,
256.134409,
459.543793,
-145.729241,
605.273034
],
[
0.215118,
0.060959,
0.154159,
0.103692,
0,
0.117638
],
[
10,
10,
10,
10,
10,
10
],
[
-129477,
-149523,
-45630,
-349692,
-480403,
-42833
],
[
2.046931,
1.372863,
4.671731,
1.52453,
0.808769,
6.307178
],
[
61,
30,
31,
61,
30,
31
],
[
41,
17,
24,
41,
17,
24
],
[
20,
13,
7,
20,
13,
7
],
[
67.213115,
56.666667,
77.419355,
67.213115,
56.666667,
77.419355
],
[
0.998503,
1.049837,
1.362588,
0.743673,
0.61847,
1.839593
],
[
81859,
81859,
42203,
108984,
108984,
88513
],
[
-57215,
-57215,
-45630,
-220206,
-220206,
-42833
],
[
146,
181,
113,
146,
181,
113
],
[
84,
69,
95,
84,
69,
95
],
[
274,
327,
176,
274,
327,
176
],
[
8959,
5434,
3525,
8959,
5434,
3525
],
[
54.835573,
55.668907,
54.835573,
54.835573,
55.668907,
54.835573
],
[
4,
2,
2,
4,
2,
2
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-153438,
-109199,
654120,
-217062,
-578979,
-22513
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "4h",
"packets": 25000,
"actual_packets": 9969,
"evaluation_days": 1661.5,
"actual_first_datapoint_time": 1615780800000,
"first_datapoint_time": 1621627200000,
"last_datapoint_time": 1759320000000,
"evaluation_time": 1759334593534,
"expiration_time": 1763626608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 234,
"offset": 173,
"a": 0.77918
}
}
}
| # | 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) |
|---|