Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392071.5447 | 180219.7535 | 211851.7912 | 75499.2451 | -239838.9355 | 315338.1806 |
Total P&L (%) | 392.0715 | 180.2198 | 211.8518 | 75.4992 | -239.8389 | 315.3382 |
Avg Daily Profit (%) | 0.2355 | 0.1083 | 0.1273 | 0.0338 | 0 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241005 | -195360 | -88541 | -490229 | -463151 | -106389 |
Profit Factor | 1.268 | 1.1908 | 1.4087 | 1.0343 | 0.8407 | 1.4546 |
Total Trades | 385 | 192 | 193 | 385 | 192 | 193 |
Winning Trades | 176 | 73 | 103 | 176 | 73 | 103 |
Losing Trades | 209 | 119 | 90 | 209 | 119 | 90 |
Profitability (%) | 45.7143 | 38.0208 | 53.3679 | 45.7143 | 38.0208 | 53.3679 |
Ratio Avg Win / Avg Loss | 1.5058 | 1.9412 | 1.2309 | 1.2283 | 1.3705 | 1.271 |
Largest Winning Trade | 179196 | 179196 | 37014 | 178545 | 178545 | 69816 |
Largest Losing Trade | -44555 | -44555 | -23460 | -121640 | -121640 | -39807 |
Avg Bars in Trades | 12 | 18 | 6 | 12 | 18 | 6 |
Avg Bars in Winners | 12 | 20 | 6 | 12 | 20 | 6 |
Avg Bars in Losers | 12 | 17 | 6 | 12 | 17 | 6 |
Bars Traded | 4930 | 3637 | 1293 | 4930 | 3637 | 1293 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343725 | -61915 | -21203 | -329889 | -583042 | -76509 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4994, "evaluation_days": 1664.67, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1616572800000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759594356882, "expiration_time": 1763879616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 235, "offset": 139, "std": 3.34521 } } }
{ "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": [ [ 392071.5446541218, 180219.7534906944, 211851.7911634275, 75499.2450963536, -239838.93547952, 315338.1805758734 ], [ 392.071545, 180.219753, 211.851791, 75.499245, -239.838935, 315.338181 ], [ 0.235525, 0.108262, 0.127264, 0.033794, 0, 0.085574 ], [ 10, 10, 10, 10, 10, 10 ], [ -241005, -195360, -88541, -490229, -463151, -106389 ], [ 1.268015, 1.190808, 1.408693, 1.034329, 0.840703, 1.454607 ], [ 385, 192, 193, 385, 192, 193 ], [ 176, 73, 103, 176, 73, 103 ], [ 209, 119, 90, 209, 119, 90 ], [ 45.714286, 38.020833, 53.367876, 45.714286, 38.020833, 53.367876 ], [ 1.505768, 1.94118, 1.230897, 1.228266, 1.370461, 1.271016 ], [ 179196, 179196, 37014, 178545, 178545, 69816 ], [ -44555, -44555, -23460, -121640, -121640, -39807 ], [ 12, 18, 6, 12, 18, 6 ], [ 12, 20, 6, 12, 20, 6 ], [ 12, 17, 6, 12, 17, 6 ], [ 4930, 3637, 1293, 4930, 3637, 1293 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343725, -61915, -21203, -329889, -583042, -76509 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4994, "evaluation_days": 1664.67, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1616572800000, "last_datapoint_time": 1759564800000, "evaluation_time": 1759594356882, "expiration_time": 1763879616000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 235, "offset": 139, "std": 3.34521 } } }
# | 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) |
---|