| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 495709.6423 | 219472.9643 | 276236.6779 | 288496.6897 | -1263794.178 | 1552290.8677 |
| Total P&L (%) | 495.7096 | 219.473 | 276.2367 | 288.4967 | -1263.7942 | 1552.2909 |
| Avg Daily Profit (%) | 0.2983 | 0.1321 | 0.1662 | 0.0817 | 0 | 0.1689 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -197334 | -141711 | -102368 | -6801750 | -3970085 | -3853821 |
| Profit Factor | 1.4356 | 1.3094 | 1.6444 | 1.0107 | 0.919 | 1.1355 |
| Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
| Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
| Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
| Profitability (%) | 52.0202 | 46.4646 | 57.5758 | 52.0202 | 46.4646 | 57.5758 |
| Ratio Avg Win / Avg Loss | 1.3241 | 1.5087 | 1.2117 | 0.9322 | 1.0589 | 0.8367 |
| Largest Winning Trade | 148234 | 148234 | 44195 | 1792273 | 1792273 | 1095234 |
| Largest Losing Trade | -40193 | -35789 | -40193 | -1404115 | -862401 | -1404115 |
| Avg Bars in Trades | 25 | 24 | 25 | 25 | 24 | 25 |
| Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
| Avg Bars in Losers | 24 | 24 | 25 | 24 | 24 | 25 |
| Bars Traded | 4959 | 2469 | 2490 | 4959 | 2469 | 2490 |
| Profit Streak | 25.1535 | 33.4868 | 25.1535 | 25.1535 | 33.4868 | 25.1535 |
| Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 431047 | -16327 | 390518 | -291756 | -579957 | -63893 |
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4986,
"evaluation_days": 1662,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1615766400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759347658377,
"expiration_time": 1763642304000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.02863,
"nb": 0.1,
"nc": 0.91084
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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": [
[
495709.6422589961,
219472.9643090526,
276236.6779499438,
288496.689685515,
-1263794.1780149564,
1552290.8677004713
],
[
495.709642,
219.472964,
276.236678,
288.49669,
-1263.794178,
1552.290868
],
[
0.298261,
0.132054,
0.166207,
0.081689,
0,
0.1689
],
[
10,
10,
10,
10,
10,
10
],
[
-197334,
-141711,
-102368,
-6801750,
-3970085,
-3853821
],
[
1.435601,
1.309417,
1.644389,
1.010659,
0.91903,
1.135469
],
[
198,
99,
99,
198,
99,
99
],
[
103,
46,
57,
103,
46,
57
],
[
95,
53,
42,
95,
53,
42
],
[
52.020202,
46.464646,
57.575758,
52.020202,
46.464646,
57.575758
],
[
1.324098,
1.508677,
1.211655,
0.932161,
1.058883,
0.836661
],
[
148234,
148234,
44195,
1792273,
1792273,
1095234
],
[
-40193,
-35789,
-40193,
-1404115,
-862401,
-1404115
],
[
25,
24,
25,
25,
24,
25
],
[
25,
25,
25,
25,
25,
25
],
[
24,
24,
25,
24,
24,
25
],
[
4959,
2469,
2490,
4959,
2469,
2490
],
[
25.153453,
33.486787,
25.153453,
25.153453,
33.486787,
25.153453
],
[
2,
1,
1,
2,
1,
1
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
431047,
-16327,
390518,
-291756,
-579957,
-63893
]
]
}
{
"trading_pair": "ALICE_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 4986,
"evaluation_days": 1662,
"actual_first_datapoint_time": 1615766400000,
"first_datapoint_time": 1615766400000,
"last_datapoint_time": 1759334400000,
"evaluation_time": 1759347658377,
"expiration_time": 1763642304000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hwma",
"factors": {
"length": 0,
"offset": 0,
"na": 0.02863,
"nb": 0.1,
"nc": 0.91084
}
},
"second_band": {
"type": "ohlc4",
"factors": {
"length": 0,
"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) |
|---|