| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 437656.3135 | 139654.5557 | 298001.7578 | 1200043.7181 | 422035.1191 | 778008.599 |
| Total P&L (%) | 437.6563 | 139.6546 | 298.0018 | 1200.0437 | 422.0351 | 778.0086 |
| Avg Daily Profit (%) | 0.2623 | 0.0837 | 0.1786 | 0.1539 | 0.0991 | 0.1303 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -75755 | -38174 | -75755 | -282928 | -104346 | -292319 |
| Profit Factor | 2.3956 | 2.2249 | 2.493 | 2.1984 | 2.1191 | 2.2463 |
| Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
| Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
| Losing Trades | 15 | 9 | 6 | 15 | 9 | 6 |
| Profitability (%) | 78.8732 | 75 | 82.8571 | 78.8732 | 75 | 82.8571 |
| Ratio Avg Win / Avg Loss | 0.6417 | 0.7416 | 0.5158 | 0.5889 | 0.7064 | 0.4648 |
| Largest Winning Trade | 44998 | 27963 | 44998 | 218134 | 139285 | 218134 |
| Largest Losing Trade | -75755 | -38174 | -75755 | -235411 | -104346 | -235411 |
| Avg Bars in Trades | 68 | 32 | 105 | 68 | 32 | 105 |
| Avg Bars in Winners | 50 | 19 | 78 | 50 | 19 | 78 |
| Avg Bars in Losers | 138 | 71 | 237 | 138 | 71 | 237 |
| Bars Traded | 4878 | 1182 | 3696 | 4878 | 1182 | 3696 |
| Profit Streak | 101.0249 | 101.0249 | 291.0249 | 101.0249 | 101.0249 | 291.0249 |
| Trades During Streak | 6 | 3 | 8 | 6 | 3 | 8 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -75843 | -75143 | 540885 | -76733 | -54820 | -11540 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 1668.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618761600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759912550603,
"expiration_time": 1764205920000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.01223,
"nc": 0.10264
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 105,
"offset": 0,
"scalar": 3
}
}
} {
"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": [
[
437656.3134910456,
139654.55573409,
298001.7577569556,
1200043.7180887063,
422035.1191362566,
778008.5989524499
],
[
437.656313,
139.654556,
298.001758,
1200.043718,
422.035119,
778.008599
],
[
0.262332,
0.083709,
0.178623,
0.153864,
0.099104,
0.130304
],
[
10,
10,
10,
10,
10,
10
],
[
-75755,
-38174,
-75755,
-282928,
-104346,
-292319
],
[
2.395561,
2.224928,
2.493027,
2.198387,
2.119075,
2.246301
],
[
71,
36,
35,
71,
36,
35
],
[
56,
27,
29,
56,
27,
29
],
[
15,
9,
6,
15,
9,
6
],
[
78.873239,
75,
82.857143,
78.873239,
75,
82.857143
],
[
0.641668,
0.741643,
0.515799,
0.588854,
0.706358,
0.464752
],
[
44998,
27963,
44998,
218134,
139285,
218134
],
[
-75755,
-38174,
-75755,
-235411,
-104346,
-235411
],
[
68,
32,
105,
68,
32,
105
],
[
50,
19,
78,
50,
19,
78
],
[
138,
71,
237,
138,
71,
237
],
[
4878,
1182,
3696,
4878,
1182,
3696
],
[
101.024891,
101.024891,
291.024891,
101.024891,
101.024891,
291.024891
],
[
6,
3,
8,
6,
3,
8
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-75843,
-75143,
540885,
-76733,
-54820,
-11540
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5005,
"evaluation_days": 1668.33,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1618761600000,
"last_datapoint_time": 1759881600000,
"evaluation_time": 1759912550603,
"expiration_time": 1764205920000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.2,
"nb": 0.01223,
"nc": 0.10264
}
},
"second_band": {
"type": "kcl",
"factors": {
"length": 105,
"offset": 0,
"scalar": 3
}
}
}
| # | 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) |
|---|