| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 379588.48 | 159830.9598 | 219757.5202 | 115268.8797 | -194595.5889 | 309864.4686 |
| Total P&L (%) | 379.5885 | 159.831 | 219.7575 | 115.2689 | -194.5956 | 309.8645 |
| Avg Daily Profit (%) | 0.2284 | 0.0962 | 0.1322 | 0.0461 | 0 | 0.0849 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -137701 | -128013 | -88271 | -606244 | -673185 | -293124 |
| Profit Factor | 1.2937 | 1.2066 | 1.4237 | 1.0315 | 0.9133 | 1.2181 |
| Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
| Winning Trades | 147 | 61 | 86 | 147 | 61 | 86 |
| Losing Trades | 182 | 103 | 79 | 182 | 103 | 79 |
| Profitability (%) | 44.6809 | 37.1951 | 52.1212 | 44.6809 | 37.1951 | 52.1212 |
| Ratio Avg Win / Avg Loss | 1.6018 | 2.0374 | 1.3078 | 1.277 | 1.5421 | 1.119 |
| Largest Winning Trade | 187036 | 187036 | 43377 | 448520 | 448520 | 74372 |
| Largest Losing Trade | -42770 | -42770 | -23460 | -214664 | -214664 | -69706 |
| Avg Bars in Trades | 14 | 22 | 7 | 14 | 22 | 7 |
| Avg Bars in Winners | 17 | 30 | 8 | 17 | 30 | 8 |
| Avg Bars in Losers | 12 | 17 | 6 | 12 | 17 | 6 |
| Bars Traded | 4900 | 3622 | 1277 | 4900 | 3622 | 1277 |
| Profit Streak | 11.6928 | 0 | 13.6928 | 11.6928 | 0 | 13.6928 |
| Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 344831 | -68356 | -14204 | -316645 | -582398 | -78543 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4986,
"evaluation_days": 1662,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616889600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759365456856,
"expiration_time": 1763642304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 40,
"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": [
[
379588.4799909233,
159830.9598377747,
219757.5201531486,
115268.8797273918,
-194595.5888615262,
309864.4685889182
],
[
379.58848,
159.83096,
219.75752,
115.26888,
-194.595589,
309.864469
],
[
0.228393,
0.096168,
0.132225,
0.046143,
0,
0.084913
],
[
10,
10,
10,
10,
10,
10
],
[
-137701,
-128013,
-88271,
-606244,
-673185,
-293124
],
[
1.293746,
1.206616,
1.423693,
1.03146,
0.913257,
1.218119
],
[
329,
164,
165,
329,
164,
165
],
[
147,
61,
86,
147,
61,
86
],
[
182,
103,
79,
182,
103,
79
],
[
44.680851,
37.195122,
52.121212,
44.680851,
37.195122,
52.121212
],
[
1.60178,
2.037402,
1.307811,
1.277046,
1.542058,
1.11897
],
[
187036,
187036,
43377,
448520,
448520,
74372
],
[
-42770,
-42770,
-23460,
-214664,
-214664,
-69706
],
[
14,
22,
7,
14,
22,
7
],
[
17,
30,
8,
17,
30,
8
],
[
12,
17,
6,
12,
17,
6
],
[
4900,
3622,
1277,
4900,
3622,
1277
],
[
11.692788,
0,
13.692788,
11.692788,
0,
13.692788
],
[
1,
0,
1,
1,
0,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
344831,
-68356,
-14204,
-316645,
-582398,
-78543
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4986,
"evaluation_days": 1662,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1616889600000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759365456856,
"expiration_time": 1763642304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "wma",
"factors": {
"length": 40,
"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) |
|---|