| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 274840.1246 | 59943.8602 | 214896.2644 | 202748.2477 | -210115.2923 | 412863.54 |
| Total P&L (%) | 274.8401 | 59.9439 | 214.8963 | 202.7482 | -210.1153 | 412.8635 |
| Avg Daily Profit (%) | 0.165 | 0.036 | 0.129 | 0.0665 | 0 | 0.0982 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -97518 | -96728 | -59555 | -309196 | -436726 | -125938 |
| Profit Factor | 1.7682 | 1.2521 | 2.7906 | 1.212 | 0.7104 | 2.7887 |
| Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
| Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
| Losing Trades | 12 | 7 | 5 | 12 | 7 | 5 |
| Profitability (%) | 86.2069 | 83.7209 | 88.6364 | 86.2069 | 83.7209 | 88.6364 |
| Ratio Avg Win / Avg Loss | 0.2829 | 0.2435 | 0.3578 | 0.1939 | 0.1381 | 0.3575 |
| Largest Winning Trade | 42109 | 42109 | 29462 | 67754 | 43315 | 67754 |
| Largest Losing Trade | -57166 | -57166 | -52934 | -225189 | -225189 | -104870 |
| Avg Bars in Trades | 52 | 59 | 46 | 52 | 59 | 46 |
| Avg Bars in Winners | 24 | 20 | 28 | 24 | 20 | 28 |
| Avg Bars in Losers | 226 | 256 | 186 | 226 | 256 | 186 |
| Bars Traded | 4581 | 2544 | 2037 | 4581 | 2544 | 2037 |
| Profit Streak | 157.5168 | 157.5168 | 289.5168 | 157.5168 | 157.5168 | 289.5168 |
| Trades During Streak | 19 | 9 | 11 | 19 | 9 | 11 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 526794 | -141536 | -11936 | -99489 | -574946 | -53030 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4997,
"evaluation_days": 1665.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1621324800000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759667055179,
"expiration_time": 1763968608000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "fwma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 194,
"offset": 0,
"a": 0.70949
}
}
} {
"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": [
[
274840.1245888067,
59943.860197463,
214896.2643913436,
202748.2476996024,
-210115.2923089725,
412863.5400085749
],
[
274.840125,
59.94386,
214.896264,
202.748248,
-210.115292,
412.86354
],
[
0.165003,
0.035988,
0.129015,
0.066526,
0,
0.098197
],
[
10,
10,
10,
10,
10,
10
],
[
-97518,
-96728,
-59555,
-309196,
-436726,
-125938
],
[
1.768244,
1.252144,
2.790592,
1.211974,
0.710447,
2.788659
],
[
87,
43,
44,
87,
43,
44
],
[
75,
36,
39,
75,
36,
39
],
[
12,
7,
5,
12,
7,
5
],
[
86.206897,
83.72093,
88.636364,
86.206897,
83.72093,
88.636364
],
[
0.282919,
0.243472,
0.357768,
0.193916,
0.138142,
0.35752
],
[
42109,
42109,
29462,
67754,
43315,
67754
],
[
-57166,
-57166,
-52934,
-225189,
-225189,
-104870
],
[
52,
59,
46,
52,
59,
46
],
[
24,
20,
28,
24,
20,
28
],
[
226,
256,
186,
226,
256,
186
],
[
4581,
2544,
2037,
4581,
2544,
2037
],
[
157.516842,
157.516842,
289.516842,
157.516842,
157.516842,
289.516842
],
[
19,
9,
11,
19,
9,
11
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
526794,
-141536,
-11936,
-99489,
-574946,
-53030
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4997,
"evaluation_days": 1665.67,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1621324800000,
"last_datapoint_time": 1759651200000,
"evaluation_time": 1759667055179,
"expiration_time": 1763968608000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "fwma",
"factors": {
"length": 176,
"offset": 0
}
},
"second_band": {
"type": "t3",
"factors": {
"length": 194,
"offset": 0,
"a": 0.70949
}
}
}
| # | 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) |
|---|